CME Pit-Traded Soybean Future May 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	964-0	950-0	-14-0	-1.5%	963-0
High	967-0	957-0	-10-0	-1.0%	975-0
Low	951-4	947-0	-4-4	-0.5%	947-0
Close	957-4	954-4	-3-0	-0.3%	954-4
Range	15-4	10-0	-5-4	-35.5%	28-0
ATR	17-0	16-4	-0-4	-2.7%	0-0
Volume	45,693	39,604	-6,089	-13.3%	179,301

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	982-7	978-5	960-0
R3	972-7	968-5	957-2
R2	962-7	962-7	956-3
R1	958-5	958-5	955-3	960-6
PP	952-7	952-7	952-7	953-7
S1	948-5	948-5	953-5	950-6
S2	942-7	942-7	952-5
S3	932-7	938-5	951-6
S4	922-7	928-5	949-0

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1042-7	1026-5	969-7
R3	1014-7	998-5	962-2
R2	986-7	986-7	959-5
R1	970-5	970-5	957-1	964-6
PP	958-7	958-7	958-7	955-7
S1	942-5	942-5	951-7	936-6
S2	930-7	930-7	949-3
S3	902-7	914-5	946-6
S4	874-7	886-5	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	936-0	39-0	4.1%	14-1	1.5%	47%	False	False	48,433
10	975-0	920-0	55-0	5.8%	14-1	1.5%	63%	False	False	49,656
20	975-0	911-0	64-0	6.7%	14-0	1.5%	68%	False	False	39,580
40	1076-0	911-0	165-0	17.3%	13-7	1.4%	26%	False	False	27,237
60	1087-4	911-0	176-4	18.5%	14-4	1.5%	25%	False	False	21,808

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2-2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	999-4
2.618	983-1
1.618	973-1
1.000	967-0
0.618	963-1
HIGH	957-0
0.618	953-1
0.500	952-0
0.382	950-7
LOW	947-0
0.618	940-7
1.000	937-0
1.618	930-7
2.618	920-7
4.250	904-4

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	953-5	958-6
PP	952-7	957-3
S1	952-0	955-7

Download as Excel Spreadsheet

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

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