CME Pit-Traded Soybean Future May 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	939-0	963-0	24-0	2.6%	936-4
High	957-0	975-0	18-0	1.9%	957-0
Low	936-0	963-0	27-0	2.9%	930-0
Close	954-0	974-4	20-4	2.1%	954-0
Range	21-0	12-0	-9-0	-42.9%	27-0
ATR	16-7	17-1	0-2	1.8%	0-0
Volume	62,864	45,257	-17,607	-28.0%	277,707

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1006-7	1002-5	981-1
R3	994-7	990-5	977-6
R2	982-7	982-7	976-6
R1	978-5	978-5	975-5	980-6
PP	970-7	970-7	970-7	971-7
S1	966-5	966-5	973-3	968-6
S2	958-7	958-7	972-2
S3	946-7	954-5	971-2
S4	934-7	942-5	967-7

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1028-0	1018-0	968-7
R3	1001-0	991-0	961-3
R2	974-0	974-0	959-0
R1	964-0	964-0	956-4	969-0
PP	947-0	947-0	947-0	949-4
S1	937-0	937-0	951-4	942-0
S2	920-0	920-0	949-0
S3	893-0	910-0	946-5
S4	866-0	883-0	939-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	975-0	930-0	45-0	4.6%	16-2	1.7%	99%	True	False	55,106
10	975-0	911-0	64-0	6.6%	14-5	1.5%	99%	True	False	48,350
20	980-0	911-0	69-0	7.1%	13-5	1.4%	92%	False	False	36,513
40	1076-0	911-0	165-0	16.9%	14-3	1.5%	38%	False	False	24,700
60	1087-4	911-0	176-4	18.1%	14-6	1.5%	36%	False	False	20,104

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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1026-0
2.618	1006-3
1.618	994-3
1.000	987-0
0.618	982-3
HIGH	975-0
0.618	970-3
0.500	969-0
0.382	967-5
LOW	963-0
0.618	955-5
1.000	951-0
1.618	943-5
2.618	931-5
4.250	912-0

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	972-5	968-1
PP	970-7	961-7
S1	969-0	955-4

Download as Excel Spreadsheet

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

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