CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	956-0	963-0	7-0	0.7%	1011-6
High	964-0	964-6	0-6	0.1%	1058-0
Low	955-0	958-0	3-0	0.3%	989-0
Close	967-0	964-6	-2-2	-0.2%	988-6
Range	9-0	6-6	-2-2	-25.0%	69-0
ATR	23-7	22-6	-1-0	-4.4%	0-0
Volume	3,152	4,520	1,368	43.4%	19,407

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	982-6	980-4	968-4
R3	976-0	973-6	966-5
R2	969-2	969-2	966-0
R1	967-0	967-0	965-3	968-1
PP	962-4	962-4	962-4	963-0
S1	960-2	960-2	964-1	961-3
S2	955-6	955-6	963-4
S3	949-0	953-4	962-7
S4	942-2	946-6	961-0

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%	15-1	1.6%	9%	False	False	4,216
10	1058-0	955-0	103-0	10.7%	13-4	1.4%	9%	False	False	3,995
20	1058-0	915-0	143-0	14.8%	11-4	1.2%	35%	False	False	3,681
40	1058-0	891-0	167-0	17.3%	12-1	1.3%	44%	False	False	3,062

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	993-4
2.618	982-3
1.618	975-5
1.000	971-4
0.618	968-7
HIGH	964-6
0.618	962-1
0.500	961-3
0.382	960-5
LOW	958-0
0.618	953-7
1.000	951-2
1.618	947-1
2.618	940-3
4.250	929-2

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	963-5	963-1
PP	962-4	961-4
S1	961-3	959-7

Download as Excel Spreadsheet

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

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