CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 957-0 941-0 -16-0 -1.7% 955-4
High 957-0 947-4 -9-4 -1.0% 966-0
Low 942-4 938-0 -4-4 -0.5% 938-0
Close 948-0 945-0 -3-0 -0.3% 945-0
Range 14-4 9-4 -5-0 -34.5% 28-0
ATR 18-0 17-3 -0-5 -3.2% 0-0
Volume 71,599 60,034 -11,565 -16.2% 295,257
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 972-0 968-0 950-2
R3 962-4 958-4 947-5
R2 953-0 953-0 946-6
R1 949-0 949-0 945-7 951-0
PP 943-4 943-4 943-4 944-4
S1 939-4 939-4 944-1 941-4
S2 934-0 934-0 943-2
S3 924-4 930-0 942-3
S4 915-0 920-4 939-6
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1033-5 1017-3 960-3
R3 1005-5 989-3 952-6
R2 977-5 977-5 950-1
R1 961-3 961-3 947-5 955-4
PP 949-5 949-5 949-5 946-6
S1 933-3 933-3 942-3 927-4
S2 921-5 921-5 939-7
S3 893-5 905-3 937-2
S4 865-5 877-3 929-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 966-0 926-4 39-4 4.2% 13-2 1.4% 47% False False 80,653
10 966-0 909-0 57-0 6.0% 14-5 1.5% 63% False False 93,259
20 966-0 900-0 66-0 7.0% 15-3 1.6% 68% False False 85,164
40 1074-4 900-0 174-4 18.5% 15-4 1.6% 26% False False 78,886
60 1083-0 900-0 183-0 19.4% 16-6 1.8% 25% False False 65,507
80 1083-0 900-0 183-0 19.4% 17-3 1.8% 25% False False 53,949
100 1083-0 890-0 193-0 20.4% 16-4 1.8% 28% False False 45,153
120 1083-0 890-0 193-0 20.4% 15-5 1.6% 28% False False 38,616
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 19 trading days
Fibonacci Retracements and Extensions
4.250 987-7
2.618 972-3
1.618 962-7
1.000 957-0
0.618 953-3
HIGH 947-4
0.618 943-7
0.500 942-6
0.382 941-5
LOW 938-0
0.618 932-1
1.000 928-4
1.618 922-5
2.618 913-1
4.250 897-5
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 944-2 949-0
PP 943-4 947-5
S1 942-6 946-3

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

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