CME Pit-Traded Soybean Future May 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 925-4 936-4 11-0 1.2% 925-4
High 931-0 948-0 17-0 1.8% 940-4
Low 920-0 936-4 16-4 1.8% 911-0
Close 924-2 940-0 15-6 1.7% 924-2
Range 11-0 11-4 0-4 4.5% 29-4
ATR 16-2 16-6 0-4 3.3% 0-0
Volume 39,558 47,432 7,874 19.9% 186,939
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 976-0 969-4 946-3
R3 964-4 958-0 943-1
R2 953-0 953-0 942-1
R1 946-4 946-4 941-0 949-6
PP 941-4 941-4 941-4 943-1
S1 935-0 935-0 939-0 938-2
S2 930-0 930-0 937-7
S3 918-4 923-4 936-7
S4 907-0 912-0 933-5
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1013-6 998-4 940-4
R3 984-2 969-0 932-3
R2 954-6 954-6 929-5
R1 939-4 939-4 927-0 932-3
PP 925-2 925-2 925-2 921-6
S1 910-0 910-0 921-4 902-7
S2 895-6 895-6 918-7
S3 866-2 880-4 916-1
S4 836-6 851-0 908-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948-0 911-0 37-0 3.9% 13-1 1.4% 78% True False 41,595
10 958-0 911-0 47-0 5.0% 14-0 1.5% 62% False False 35,130
20 1029-4 911-0 118-4 12.6% 13-6 1.5% 24% False False 27,908
40 1079-4 911-0 168-4 17.9% 14-0 1.5% 17% False False 19,527
60 1087-4 911-0 176-4 18.8% 14-5 1.6% 16% False False 16,175
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 996-7
2.618 978-1
1.618 966-5
1.000 959-4
0.618 955-1
HIGH 948-0
0.618 943-5
0.500 942-2
0.382 940-7
LOW 936-4
0.618 929-3
1.000 925-0
1.618 917-7
2.618 906-3
4.250 887-5
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 942-2 936-4
PP 941-4 933-0
S1 940-6 929-4

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

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