CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 962-0 967-4 5-4 0.6% 958-0
High 969-0 971-4 2-4 0.3% 984-4
Low 960-4 963-0 2-4 0.3% 942-4
Close 963-4 963-4 0-0 0.0% 961-0
Range 8-4 8-4 0-0 0.0% 42-0
ATR 16-2 15-5 -0-4 -3.4% 0-0
Volume 67,432 65,176 -2,256 -3.3% 383,422
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 991-4 986-0 968-1
R3 983-0 977-4 965-7
R2 974-4 974-4 965-0
R1 969-0 969-0 964-2 967-4
PP 966-0 966-0 966-0 965-2
S1 960-4 960-4 962-6 959-0
S2 957-4 957-4 962-0
S3 949-0 952-0 961-1
S4 940-4 943-4 958-7
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1088-5 1066-7 984-1
R3 1046-5 1024-7 972-4
R2 1004-5 1004-5 968-6
R1 982-7 982-7 964-7 993-6
PP 962-5 962-5 962-5 968-1
S1 940-7 940-7 957-1 951-6
S2 920-5 920-5 953-2
S3 878-5 898-7 949-4
S4 836-5 856-7 937-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 971-4 942-4 29-0 3.0% 12-5 1.3% 72% True False 74,057
10 984-4 942-4 42-0 4.4% 14-6 1.5% 50% False False 67,316
20 984-4 911-0 73-4 7.6% 14-5 1.5% 71% False False 58,059
40 1066-0 911-0 155-0 16.1% 14-0 1.5% 34% False False 40,223
60 1079-4 911-0 168-4 17.5% 14-2 1.5% 31% False False 30,547
80 1087-4 911-0 176-4 18.3% 14-4 1.5% 30% False False 25,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Fibonacci Retracements and Extensions
4.250 1007-5
2.618 993-6
1.618 985-2
1.000 980-0
0.618 976-6
HIGH 971-4
0.618 968-2
0.500 967-2
0.382 966-2
LOW 963-0
0.618 957-6
1.000 954-4
1.618 949-2
2.618 940-6
4.250 926-7
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 967-2 963-2
PP 966-0 963-0
S1 964-6 962-6

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

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