CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	996-0	1010-0	14-0	1.4%	996-0
High	997-0	1010-0	13-0	1.3%	1012-0
Low	990-0	995-0	5-0	0.5%	990-0
Close	993-4	1007-2	13-6	1.4%	1007-2
Range	7-0	15-0	8-0	114.3%	22-0
ATR	20-2	20-0	-0-2	-1.3%	0-0
Volume	2,142	2,743	601	28.1%	16,503

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1049-1	1043-1	1015-4
R3	1034-1	1028-1	1011-3
R2	1019-1	1019-1	1010-0
R1	1013-1	1013-1	1008-5	1008-5
PP	1004-1	1004-1	1004-1	1001-6
S1	998-1	998-1	1005-7	993-5
S2	989-1	989-1	1004-4
S3	974-1	983-1	1003-1
S4	959-1	968-1	999-0

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1069-1	1060-1	1019-3
R3	1047-1	1038-1	1013-2
R2	1025-1	1025-1	1011-2
R1	1016-1	1016-1	1009-2	1020-5
PP	1003-1	1003-1	1003-1	1005-2
S1	994-1	994-1	1005-2	998-5
S2	981-1	981-1	1003-2
S3	959-1	972-1	1001-2
S4	937-1	950-1	995-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1012-0	990-0	22-0	2.2%	10-6	1.1%	78%	False	False	3,300
10	1012-0	955-0	57-0	5.7%	10-5	1.1%	92%	False	False	3,586
20	1058-0	955-0	103-0	10.2%	13-4	1.3%	51%	False	False	3,982
40	1058-0	891-0	167-0	16.6%	12-6	1.3%	70%	False	False	3,321
60	1098-0	891-0	207-0	20.6%	11-3	1.1%	56%	False	False	2,827

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	1-4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1073-6
2.618	1049-2
1.618	1034-2
1.000	1025-0
0.618	1019-2
HIGH	1010-0
0.618	1004-2
0.500	1002-4
0.382	1000-6
LOW	995-0
0.618	985-6
1.000	980-0
1.618	970-6
2.618	955-6
4.250	931-2

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	1005-5	1004-7
PP	1004-1	1002-3
S1	1002-4	1000-0

Download as Excel Spreadsheet

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

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