CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 938-4 940-4 2-0 0.2% 971-0
High 941-0 948-4 7-4 0.8% 981-4
Low 930-0 940-4 10-4 1.1% 930-0
Close 927-6 947-2 19-4 2.1% 927-6
Range 11-0 8-0 -3-0 -27.3% 51-4
ATR 19-6 19-7 0-1 0.3% 0-0
Volume 5,763 6,252 489 8.5% 21,823
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 969-3 966-3 951-5
R3 961-3 958-3 949-4
R2 953-3 953-3 948-6
R1 950-3 950-3 948-0 951-7
PP 945-3 945-3 945-3 946-2
S1 942-3 942-3 946-4 943-7
S2 937-3 937-3 945-6
S3 929-3 934-3 945-0
S4 921-3 926-3 942-7
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
5 975-4 930-0 45-4 4.8% 12-4 1.3% 38% False False 4,939
10 1012-0 930-0 82-0 8.7% 11-5 1.2% 21% False False 4,005
20 1058-0 930-0 128-0 13.5% 13-2 1.4% 13% False False 4,009
40 1058-0 903-0 155-0 16.4% 11-5 1.2% 29% False False 3,610
60 1058-0 891-0 167-0 17.6% 11-5 1.2% 34% False False 3,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 982-4
2.618 969-4
1.618 961-4
1.000 956-4
0.618 953-4
HIGH 948-4
0.618 945-4
0.500 944-4
0.382 943-4
LOW 940-4
0.618 935-4
1.000 932-4
1.618 927-4
2.618 919-4
4.250 906-4
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 946-3 945-4
PP 945-3 943-6
S1 944-4 942-0

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

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