CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	955-0	956-0	1-0	0.1%	1011-6
High	963-0	964-0	1-0	0.1%	1058-0
Low	955-0	955-0	0-0	0.0%	989-0
Close	962-4	967-0	4-4	0.5%	988-6
Range	8-0	9-0	1-0	12.5%	69-0
ATR	25-0	23-7	-1-1	-4.6%	0-0
Volume	5,000	3,152	-1,848	-37.0%	19,407

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	989-0	987-0	972-0
R3	980-0	978-0	969-4
R2	971-0	971-0	968-5
R1	969-0	969-0	967-7	970-0
PP	962-0	962-0	962-0	962-4
S1	960-0	960-0	966-1	961-0
S2	953-0	953-0	965-3
S3	944-0	951-0	964-4
S4	935-0	942-0	962-0

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%	12%	False	True	4,096
10	1058-0	955-0	103-0	10.7%	14-6	1.5%	12%	False	True	4,093
20	1058-0	915-0	143-0	14.8%	11-1	1.2%	36%	False	False	3,544
40	1058-0	891-0	167-0	17.3%	12-0	1.2%	46%	False	False	2,993

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1002-2
2.618	987-4
1.618	978-4
1.000	973-0
0.618	969-4
HIGH	964-0
0.618	960-4
0.500	959-4
0.382	958-4
LOW	955-0
0.618	949-4
1.000	946-0
1.618	940-4
2.618	931-4
4.250	916-6

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	964-4	980-4
PP	962-0	976-0
S1	959-4	971-4

Download as Excel Spreadsheet

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

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