CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 915-0 930-0 15-0 1.6% 922-4
High 934-0 936-4 2-4 0.3% 932-0
Low 915-0 925-0 10-0 1.1% 910-0
Close 933-4 924-6 -8-6 -0.9% 932-0
Range 19-0 11-4 -7-4 -39.5% 22-0
ATR 15-6 15-3 -0-2 -1.9% 0-0
Volume 4,468 5,441 973 21.8% 25,677
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 963-2 955-4 931-1
R3 951-6 944-0 927-7
R2 940-2 940-2 926-7
R1 932-4 932-4 925-6 930-5
PP 928-6 928-6 928-6 927-6
S1 921-0 921-0 923-6 919-1
S2 917-2 917-2 922-5
S3 905-6 909-4 921-5
S4 894-2 898-0 918-3
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 990-5 983-3 944-1
R3 968-5 961-3 938-0
R2 946-5 946-5 936-0
R1 939-3 939-3 934-0 943-0
PP 924-5 924-5 924-5 926-4
S1 917-3 917-3 930-0 921-0
S2 902-5 902-5 928-0
S3 880-5 895-3 926-0
S4 858-5 873-3 919-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 936-4 915-0 21-4 2.3% 7-1 0.8% 45% True False 4,068
10 957-4 910-0 47-4 5.1% 7-3 0.8% 31% False False 5,005
20 980-0 908-0 72-0 7.8% 9-6 1.1% 23% False False 6,053
40 1058-0 908-0 150-0 16.2% 11-2 1.2% 11% False False 4,902
60 1058-0 903-0 155-0 16.8% 11-0 1.2% 14% False False 4,322
80 1098-0 891-0 207-0 22.4% 11-0 1.2% 16% False False 3,704
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 985-3
2.618 966-5
1.618 955-1
1.000 948-0
0.618 943-5
HIGH 936-4
0.618 932-1
0.500 930-6
0.382 929-3
LOW 925-0
0.618 917-7
1.000 913-4
1.618 906-3
2.618 894-7
4.250 876-1
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 930-6 925-6
PP 928-6 925-3
S1 926-6 925-1

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

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