CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 916-0 925-0 9-0 1.0% 916-0
High 921-0 939-4 18-4 2.0% 930-0
Low 909-0 925-0 16-0 1.8% 900-0
Close 913-4 929-4 16-0 1.8% 913-4
Range 12-0 14-4 2-4 20.8% 30-0
ATR 17-4 18-1 0-5 3.5% 0-0
Volume 92,907 104,735 11,828 12.7% 435,712
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 974-7 966-5 937-4
R3 960-3 952-1 933-4
R2 945-7 945-7 932-1
R1 937-5 937-5 930-7 941-6
PP 931-3 931-3 931-3 933-3
S1 923-1 923-1 928-1 927-2
S2 916-7 916-7 926-7
S3 902-3 908-5 925-4
S4 887-7 894-1 921-4
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1004-4 989-0 930-0
R3 974-4 959-0 921-6
R2 944-4 944-4 919-0
R1 929-0 929-0 916-2 921-6
PP 914-4 914-4 914-4 910-7
S1 899-0 899-0 910-6 891-6
S2 884-4 884-4 908-0
S3 854-4 869-0 905-2
S4 824-4 839-0 897-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939-4 900-0 39-4 4.2% 16-2 1.7% 75% True False 91,077
10 948-4 900-0 48-4 5.2% 16-2 1.7% 61% False False 85,029
20 1024-4 900-0 124-4 13.4% 15-5 1.7% 24% False False 83,618
40 1077-0 900-0 177-0 19.0% 16-4 1.8% 17% False False 70,731
60 1083-0 900-0 183-0 19.7% 17-3 1.9% 16% False False 56,059
80 1083-0 900-0 183-0 19.7% 17-1 1.8% 16% False False 45,940
100 1083-0 890-0 193-0 20.8% 16-0 1.7% 20% False False 38,298
120 1083-0 890-0 193-0 20.8% 15-2 1.6% 20% False False 32,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1001-1
2.618 977-4
1.618 963-0
1.000 954-0
0.618 948-4
HIGH 939-4
0.618 934-0
0.500 932-2
0.382 930-4
LOW 925-0
0.618 916-0
1.000 910-4
1.618 901-4
2.618 887-0
4.250 863-3
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 932-2 926-2
PP 931-3 923-0
S1 930-3 919-6

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

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