CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 993-4 996-0 2-4 0.3% 955-0
High 993-4 997-0 3-4 0.4% 985-0
Low 993-4 990-0 -3-4 -0.4% 955-0
Close 993-4 993-4 0-0 0.0% 974-6
Range 0-0 7-0 7-0 30-0
ATR 21-3 20-2 -1-0 -4.8% 0-0
Volume 4,216 2,142 -2,074 -49.2% 19,360
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 1014-4 1011-0 997-3
R3 1007-4 1004-0 995-3
R2 1000-4 1000-4 994-6
R1 997-0 997-0 994-1 995-2
PP 993-4 993-4 993-4 992-5
S1 990-0 990-0 992-7 988-2
S2 986-4 986-4 992-2
S3 979-4 983-0 991-5
S4 972-4 976-0 989-5
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 1012-0 965-0 47-0 4.7% 11-6 1.2% 61% False False 3,380
10 1012-0 955-0 57-0 5.7% 10-7 1.1% 68% False False 3,796
20 1058-0 955-0 103-0 10.4% 13-1 1.3% 37% False False 4,119
40 1058-0 891-0 167-0 16.8% 12-5 1.3% 61% False False 3,332
60 1098-0 891-0 207-0 20.8% 11-3 1.1% 50% False False 2,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1026-6
2.618 1015-3
1.618 1008-3
1.000 1004-0
0.618 1001-3
HIGH 997-0
0.618 994-3
0.500 993-4
0.382 992-5
LOW 990-0
0.618 985-5
1.000 983-0
1.618 978-5
2.618 971-5
4.250 960-2
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 993-4 1001-0
PP 993-4 998-4
S1 993-4 996-0

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

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