CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 952-0 938-4 -13-4 -1.4% 971-0
High 954-0 941-0 -13-0 -1.4% 981-4
Low 939-0 930-0 -9-0 -1.0% 930-0
Close 946-2 927-6 -18-4 -2.0% 927-6
Range 15-0 11-0 -4-0 -26.7% 51-4
ATR 20-1 19-6 -0-2 -1.4% 0-0
Volume 4,192 5,763 1,571 37.5% 21,823
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 965-7 957-7 933-6
R3 954-7 946-7 930-6
R2 943-7 943-7 929-6
R1 935-7 935-7 928-6 934-3
PP 932-7 932-7 932-7 932-2
S1 924-7 924-7 926-6 923-3
S2 921-7 921-7 925-6
S3 910-7 913-7 924-6
S4 899-7 902-7 921-6
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1100-7 1065-7 956-1
R3 1049-3 1014-3 941-7
R2 997-7 997-7 937-2
R1 962-7 962-7 932-4 954-5
PP 946-3 946-3 946-3 942-2
S1 911-3 911-3 923-0 903-1
S2 894-7 894-7 918-2
S3 843-3 859-7 913-5
S4 791-7 808-3 899-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 981-4 930-0 51-4 5.6% 13-0 1.4% -4% False True 4,364
10 1012-0 930-0 82-0 8.8% 11-7 1.3% -3% False True 3,832
20 1058-0 930-0 128-0 13.8% 12-6 1.4% -2% False True 3,854
40 1058-0 903-0 155-0 16.7% 11-6 1.3% 16% False False 3,544
60 1079-4 891-0 188-4 20.3% 11-4 1.2% 19% False False 3,012
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 987-6
2.618 969-6
1.618 958-6
1.000 952-0
0.618 947-6
HIGH 941-0
0.618 936-6
0.500 935-4
0.382 934-2
LOW 930-0
0.618 923-2
1.000 919-0
1.618 912-2
2.618 901-2
4.250 883-2
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 935-4 945-0
PP 932-7 939-2
S1 930-3 933-4

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

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