CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	950-0	952-0	2-0	0.2%	996-0
High	960-0	954-0	-6-0	-0.6%	1012-0
Low	950-0	939-0	-11-0	-1.2%	990-0
Close	954-0	946-2	-7-6	-0.8%	1007-2
Range	10-0	15-0	5-0	50.0%	22-0
ATR	20-4	20-1	-0-3	-1.9%	0-0
Volume	4,352	4,192	-160	-3.7%	16,503

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	991-3	983-7	954-4
R3	976-3	968-7	950-3
R2	961-3	961-3	949-0
R1	953-7	953-7	947-5	950-1
PP	946-3	946-3	946-3	944-4
S1	938-7	938-7	944-7	935-1
S2	931-3	931-3	943-4
S3	916-3	923-7	942-1
S4	901-3	908-7	938-0

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	1010-0	939-0	71-0	7.5%	13-6	1.5%	10%	False	True	3,760
10	1012-0	939-0	73-0	7.7%	12-6	1.4%	10%	False	True	3,570
20	1058-0	939-0	119-0	12.6%	13-0	1.4%	6%	False	True	3,720
40	1058-0	903-0	155-0	16.4%	11-7	1.3%	28%	False	False	3,494
60	1098-0	891-0	207-0	21.9%	11-4	1.2%	27%	False	False	2,954

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	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1017-6
2.618	993-2
1.618	978-2
1.000	969-0
0.618	963-2
HIGH	954-0
0.618	948-2
0.500	946-4
0.382	944-6
LOW	939-0
0.618	929-6
1.000	924-0
1.618	914-6
2.618	899-6
4.250	875-2

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	946-4	957-2
PP	946-3	953-5
S1	946-3	949-7

Download as Excel Spreadsheet

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

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