CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 933-0 955-4 22-4 2.4% 925-0
High 948-0 966-0 18-0 1.9% 948-0
Low 926-4 955-4 29-0 3.1% 920-0
Close 945-0 965-4 20-4 2.2% 945-0
Range 21-4 10-4 -11-0 -51.2% 28-0
ATR 18-2 18-3 0-2 1.1% 0-0
Volume 108,012 80,635 -27,377 -25.3% 544,435
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 993-7 990-1 971-2
R3 983-3 979-5 968-3
R2 972-7 972-7 967-3
R1 969-1 969-1 966-4 971-0
PP 962-3 962-3 962-3 963-2
S1 958-5 958-5 964-4 960-4
S2 951-7 951-7 963-5
S3 941-3 948-1 962-5
S4 930-7 937-5 959-6
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1021-5 1011-3 960-3
R3 993-5 983-3 952-6
R2 965-5 965-5 950-1
R1 955-3 955-3 947-5 960-4
PP 937-5 937-5 937-5 940-2
S1 927-3 927-3 942-3 932-4
S2 909-5 909-5 939-7
S3 881-5 899-3 937-2
S4 853-5 871-3 929-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 966-0 920-0 46-0 4.8% 17-0 1.8% 99% True False 104,067
10 966-0 900-0 66-0 6.8% 16-5 1.7% 99% True False 97,572
20 974-4 900-0 74-4 7.7% 15-2 1.6% 88% False False 86,729
40 1074-4 900-0 174-4 18.1% 16-4 1.7% 38% False False 77,049
60 1083-0 900-0 183-0 19.0% 17-1 1.8% 36% False False 63,106
80 1083-0 900-0 183-0 19.0% 17-5 1.8% 36% False False 51,782
100 1083-0 890-0 193-0 20.0% 16-3 1.7% 39% False False 43,149
120 1083-0 890-0 193-0 20.0% 15-4 1.6% 39% False False 36,904
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 1-6
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1010-5
2.618 993-4
1.618 983-0
1.000 976-4
0.618 972-4
HIGH 966-0
0.618 962-0
0.500 960-6
0.382 959-4
LOW 955-4
0.618 949-0
1.000 945-0
1.618 938-4
2.618 928-0
4.250 910-7
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 963-7 959-1
PP 962-3 952-5
S1 960-6 946-2

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

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