CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 958-0 962-0 4-0 0.4% 963-0
High 970-0 984-4 14-4 1.5% 975-0
Low 954-0 958-4 4-4 0.5% 947-0
Close 969-0 959-4 -9-4 -1.0% 954-4
Range 16-0 26-0 10-0 62.5% 28-0
ATR 16-4 17-1 0-5 4.1% 0-0
Volume 35,591 70,550 34,959 98.2% 179,301
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1045-4 1028-4 973-6
R3 1019-4 1002-4 966-5
R2 993-4 993-4 964-2
R1 976-4 976-4 961-7 972-0
PP 967-4 967-4 967-4 965-2
S1 950-4 950-4 957-1 946-0
S2 941-4 941-4 954-6
S3 915-4 924-4 952-3
S4 889-4 898-4 945-2
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
5 984-4 947-0 37-4 3.9% 15-7 1.7% 33% True False 48,037
10 984-4 930-0 54-4 5.7% 16-0 1.7% 54% True False 51,571
20 984-4 911-0 73-4 7.7% 15-0 1.6% 66% True False 43,350
40 1076-0 911-0 165-0 17.2% 14-3 1.5% 29% False False 29,405
60 1087-4 911-0 176-4 18.4% 14-5 1.5% 27% False False 23,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1095-0
2.618 1052-5
1.618 1026-5
1.000 1010-4
0.618 1000-5
HIGH 984-4
0.618 974-5
0.500 971-4
0.382 968-3
LOW 958-4
0.618 942-3
1.000 932-4
1.618 916-3
2.618 890-3
4.250 848-0
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 971-4 965-6
PP 967-4 963-5
S1 963-4 961-5

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

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