CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	1003-0	955-0	-48-0	-4.8%	1011-6
High	1006-0	963-0	-43-0	-4.3%	1058-0
Low	989-0	955-0	-34-0	-3.4%	989-0
Close	988-6	962-4	-26-2	-2.7%	988-6
Range	17-0	8-0	-9-0	-52.9%	69-0
ATR	24-3	25-0	0-5	2.8%	0-0
Volume	4,849	5,000	151	3.1%	19,407

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	984-1	981-3	966-7
R3	976-1	973-3	964-6
R2	968-1	968-1	964-0
R1	965-3	965-3	963-2	966-6
PP	960-1	960-1	960-1	960-7
S1	957-3	957-3	961-6	958-6
S2	952-1	952-1	961-0
S3	944-1	949-3	960-2
S4	936-1	941-3	958-1

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1218-7	1172-7	1026-6
R3	1149-7	1103-7	1007-6
R2	1080-7	1080-7	1001-3
R1	1034-7	1034-7	995-1	1023-3
PP	1011-7	1011-7	1011-7	1006-2
S1	965-7	965-7	982-3	954-3
S2	942-7	942-7	976-1
S3	873-7	896-7	969-6
S4	804-7	827-7	950-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1058-0	955-0	103-0	10.7%	18-3	1.9%	7%	False	True	4,249
10	1058-0	955-0	103-0	10.7%	15-3	1.6%	7%	False	True	4,445
20	1058-0	910-0	148-0	15.4%	12-0	1.2%	35%	False	False	3,494
40	1058-0	891-0	167-0	17.4%	12-1	1.3%	43%	False	False	2,949

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	997-0
2.618	984-0
1.618	976-0
1.000	971-0
0.618	968-0
HIGH	963-0
0.618	960-0
0.500	959-0
0.382	958-0
LOW	955-0
0.618	950-0
1.000	947-0
1.618	942-0
2.618	934-0
4.250	921-0

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	961-3	1006-4
PP	960-1	991-7
S1	959-0	977-1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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