CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 950-0 958-0 8-0 0.8% 963-0
High 957-0 970-0 13-0 1.4% 975-0
Low 947-0 954-0 7-0 0.7% 947-0
Close 954-4 969-0 14-4 1.5% 954-4
Range 10-0 16-0 6-0 60.0% 28-0
ATR 16-4 16-4 0-0 -0.2% 0-0
Volume 39,604 35,591 -4,013 -10.1% 179,301
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 1012-3 1006-5 977-6
R3 996-3 990-5 973-3
R2 980-3 980-3 971-7
R1 974-5 974-5 970-4 977-4
PP 964-3 964-3 964-3 965-6
S1 958-5 958-5 967-4 961-4
S2 948-3 948-3 966-1
S3 932-3 942-5 964-5
S4 916-3 926-5 960-2
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
5 975-0 947-0 28-0 2.9% 13-1 1.4% 79% False False 42,978
10 975-0 930-0 45-0 4.6% 14-5 1.5% 87% False False 49,259
20 975-0 911-0 64-0 6.6% 14-4 1.5% 91% False False 40,596
40 1076-0 911-0 165-0 17.0% 13-7 1.4% 35% False False 27,942
60 1087-4 911-0 176-4 18.2% 14-3 1.5% 33% False False 22,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1038-0
2.618 1011-7
1.618 995-7
1.000 986-0
0.618 979-7
HIGH 970-0
0.618 963-7
0.500 962-0
0.382 960-1
LOW 954-0
0.618 944-1
1.000 938-0
1.618 928-1
2.618 912-1
4.250 886-0
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 966-5 965-4
PP 964-3 962-0
S1 962-0 958-4

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

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