CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	966-0	980-0	14-0	1.4%	955-0
High	966-0	985-0	19-0	2.0%	985-0
Low	957-0	965-0	8-0	0.8%	955-0
Close	959-4	974-6	15-2	1.6%	974-6
Range	9-0	20-0	11-0	122.2%	30-0
ATR	21-6	22-1	0-2	1.2%	0-0
Volume	3,548	3,140	-408	-11.5%	19,360

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1034-7	1024-7	985-6
R3	1014-7	1004-7	980-2
R2	994-7	994-7	978-3
R1	984-7	984-7	976-5	979-7
PP	974-7	974-7	974-7	972-4
S1	964-7	964-7	972-7	959-7
S2	954-7	954-7	971-1
S3	934-7	944-7	969-2
S4	914-7	924-7	963-6

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1061-5	1048-1	991-2
R3	1031-5	1018-1	983-0
R2	1001-5	1001-5	980-2
R1	988-1	988-1	977-4	994-7
PP	971-5	971-5	971-5	975-0
S1	958-1	958-1	972-0	964-7
S2	941-5	941-5	969-2
S3	911-5	928-1	966-4
S4	881-5	898-1	958-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	985-0	955-0	30-0	3.1%	10-4	1.1%	66%	True	False	3,872
10	1058-0	955-0	103-0	10.6%	13-5	1.4%	19%	False	False	3,876
20	1058-0	915-0	143-0	14.7%	12-6	1.3%	42%	False	False	3,861
40	1058-0	891-0	167-0	17.1%	12-5	1.3%	50%	False	False	3,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1070-0
2.618	1037-3
1.618	1017-3
1.000	1005-0
0.618	997-3
HIGH	985-0
0.618	977-3
0.500	975-0
0.382	972-5
LOW	965-0
0.618	952-5
1.000	945-0
1.618	932-5
2.618	912-5
4.250	880-0

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	975-0	973-4
PP	974-7	972-2
S1	974-7	971-0

Download as Excel Spreadsheet

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

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