CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 962-0 963-0 1-0 0.1% 963-0
High 984-4 969-0 -15-4 -1.6% 975-0
Low 958-4 952-0 -6-4 -0.7% 947-0
Close 959-4 963-0 3-4 0.4% 954-4
Range 26-0 17-0 -9-0 -34.6% 28-0
ATR 17-1 17-1 0-0 -0.1% 0-0
Volume 70,550 111,440 40,890 58.0% 179,301
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 1012-3 1004-5 972-3
R3 995-3 987-5 967-5
R2 978-3 978-3 966-1
R1 970-5 970-5 964-4 971-4
PP 961-3 961-3 961-3 961-6
S1 953-5 953-5 961-4 954-4
S2 944-3 944-3 959-7
S3 927-3 936-5 958-3
S4 910-3 919-5 953-5
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% 16-7 1.8% 43% False False 60,575
10 984-4 930-0 54-4 5.7% 15-5 1.6% 61% False False 57,783
20 984-4 911-0 73-4 7.6% 15-0 1.6% 71% False False 47,605
40 1076-0 911-0 165-0 17.1% 14-5 1.5% 32% False False 31,990
60 1087-4 911-0 176-4 18.3% 14-5 1.5% 29% False False 25,044
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1041-2
2.618 1013-4
1.618 996-4
1.000 986-0
0.618 979-4
HIGH 969-0
0.618 962-4
0.500 960-4
0.382 958-4
LOW 952-0
0.618 941-4
1.000 935-0
1.618 924-4
2.618 907-4
4.250 879-6
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 962-1 968-2
PP 961-3 966-4
S1 960-4 964-6

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

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