CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 914-0 926-0 12-0 1.3% 910-0
High 924-0 926-0 2-0 0.2% 980-0
Low 910-0 926-0 16-0 1.8% 908-0
Close 926-0 926-4 0-4 0.1% 946-4
Range 14-0 0-0 -14-0 -100.0% 72-0
ATR 19-3 18-0 -1-3 -7.1% 0-0
Volume 6,752 4,214 -2,538 -37.6% 38,321
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 926-1 926-3 926-4
R3 926-1 926-3 926-4
R2 926-1 926-1 926-4
R1 926-3 926-3 926-4 926-2
PP 926-1 926-1 926-1 926-1
S1 926-3 926-3 926-4 926-2
S2 926-1 926-1 926-4
S3 926-1 926-3 926-4
S4 926-1 926-3 926-4
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1160-7 1125-5 986-1
R3 1088-7 1053-5 966-2
R2 1016-7 1016-7 959-6
R1 981-5 981-5 953-1 999-2
PP 944-7 944-7 944-7 953-5
S1 909-5 909-5 939-7 927-2
S2 872-7 872-7 933-2
S3 800-7 837-5 926-6
S4 728-7 765-5 906-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957-4 910-0 47-4 5.1% 7-5 0.8% 35% False False 5,942
10 980-0 908-0 72-0 7.8% 11-0 1.2% 26% False False 6,833
20 1010-0 908-0 102-0 11.0% 11-0 1.2% 18% False False 5,874
40 1058-0 908-0 150-0 16.2% 12-3 1.3% 12% False False 4,989
60 1058-0 891-0 167-0 18.0% 12-0 1.3% 21% False False 4,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 926-0
2.618 926-0
1.618 926-0
1.000 926-0
0.618 926-0
HIGH 926-0
0.618 926-0
0.500 926-0
0.382 926-0
LOW 926-0
0.618 926-0
1.000 926-0
1.618 926-0
2.618 926-0
4.250 926-0
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 926-3 923-5
PP 926-1 920-7
S1 926-0 918-0

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

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