CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	996-0	997-0	1-0	0.1%	955-0
High	1007-0	1012-0	5-0	0.5%	985-0
Low	996-0	991-0	-5-0	-0.5%	955-0
Close	1007-0	997-2	-9-6	-1.0%	974-6
Range	11-0	21-0	10-0	90.9%	30-0
ATR	22-6	22-5	-0-1	-0.6%	0-0
Volume	4,523	2,879	-1,644	-36.3%	19,360

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1063-1	1051-1	1008-6
R3	1042-1	1030-1	1003-0
R2	1021-1	1021-1	1001-1
R1	1009-1	1009-1	999-1	1015-1
PP	1000-1	1000-1	1000-1	1003-0
S1	988-1	988-1	995-3	994-1
S2	979-1	979-1	993-3
S3	958-1	967-1	991-4
S4	937-1	946-1	985-6

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	1012-0	957-0	55-0	5.5%	13-4	1.4%	73%	True	False	3,722
10	1058-0	955-0	103-0	10.3%	16-0	1.6%	41%	False	False	3,909
20	1058-0	915-0	143-0	14.3%	14-0	1.4%	58%	False	False	4,076
40	1058-0	891-0	167-0	16.7%	13-2	1.3%	64%	False	False	3,230

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

Fibonacci Retracements and Extensions
4.250	1101-2
2.618	1067-0
1.618	1046-0
1.000	1033-0
0.618	1025-0
HIGH	1012-0
0.618	1004-0
0.500	1001-4
0.382	999-0
LOW	991-0
0.618	978-0
1.000	970-0
1.618	957-0
2.618	936-0
4.250	901-6

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	1001-4	994-3
PP	1000-1	991-3
S1	998-5	988-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols