CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 942-0 986-0 44-0 4.7% 890-0
High 970-0 1001-0 31-0 3.2% 970-0
Low 942-0 986-0 44-0 4.7% 890-0
Close 968-0 1000-4 32-4 3.4% 968-0
Range 28-0 15-0 -13-0 -46.4% 80-0
ATR 17-6 18-6 1-1 6.2% 0-0
Volume 8,953 12,827 3,874 43.3% 56,504
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 1040-7 1035-5 1008-6
R3 1025-7 1020-5 1004-5
R2 1010-7 1010-7 1003-2
R1 1005-5 1005-5 1001-7 1008-2
PP 995-7 995-7 995-7 997-1
S1 990-5 990-5 999-1 993-2
S2 980-7 980-7 997-6
S3 965-7 975-5 996-3
S4 950-7 960-5 992-2
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1182-5 1155-3 1012-0
R3 1102-5 1075-3 990-0
R2 1022-5 1022-5 982-5
R1 995-3 995-3 975-3 1009-0
PP 942-5 942-5 942-5 949-4
S1 915-3 915-3 960-5 929-0
S2 862-5 862-5 953-3
S3 782-5 835-3 946-0
S4 702-5 755-3 924-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1001-0 900-0 101-0 10.1% 18-1 1.8% 100% True False 11,974
10 1001-0 890-0 111-0 11.1% 14-5 1.5% 100% True False 9,069
20 1001-0 890-0 111-0 11.1% 12-2 1.2% 100% True False 7,490
40 1012-0 890-0 122-0 12.2% 11-3 1.1% 91% False False 6,128
60 1058-0 890-0 168-0 16.8% 11-4 1.2% 66% False False 5,235
80 1058-0 890-0 168-0 16.8% 11-5 1.2% 66% False False 4,496
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 0-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1064-6
2.618 1040-2
1.618 1025-2
1.000 1016-0
0.618 1010-2
HIGH 1001-0
0.618 995-2
0.500 993-4
0.382 991-6
LOW 986-0
0.618 976-6
1.000 971-0
1.618 961-6
2.618 946-6
4.250 922-2
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 998-1 987-4
PP 995-7 974-4
S1 993-4 961-4

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

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