CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 947-0 947-4 0-4 0.1% 956-0
High 948-4 952-0 3-4 0.4% 971-4
Low 938-2 943-4 5-2 0.6% 938-0
Close 942-6 948-0 5-2 0.6% 942-6
Range 10-2 8-4 -1-6 -17.1% 33-4
ATR 15-7 15-4 -0-4 -3.0% 0-0
Volume 88,892 66,010 -22,882 -25.7% 355,181
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 973-3 969-1 952-5
R3 964-7 960-5 950-3
R2 956-3 956-3 949-4
R1 952-1 952-1 948-6 954-2
PP 947-7 947-7 947-7 948-7
S1 943-5 943-5 947-2 945-6
S2 939-3 939-3 946-4
S3 930-7 935-1 945-5
S4 922-3 926-5 943-3
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1051-2 1030-4 961-1
R3 1017-6 997-0 952-0
R2 984-2 984-2 948-7
R1 963-4 963-4 945-7 957-1
PP 950-6 950-6 950-6 947-4
S1 930-0 930-0 939-5 923-5
S2 917-2 917-2 936-5
S3 883-6 896-4 933-4
S4 850-2 863-0 924-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 971-4 938-0 33-4 3.5% 10-3 1.1% 30% False False 69,870
10 984-4 938-0 46-4 4.9% 14-1 1.5% 22% False False 76,902
20 984-4 930-0 54-4 5.7% 14-3 1.5% 33% False False 63,081
40 1029-4 911-0 118-4 12.5% 14-0 1.5% 31% False False 44,690
60 1079-4 911-0 168-4 17.8% 14-3 1.5% 22% False False 33,566
80 1087-4 911-0 176-4 18.6% 14-5 1.5% 21% False False 27,405
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 988-1
2.618 974-2
1.618 965-6
1.000 960-4
0.618 957-2
HIGH 952-0
0.618 948-6
0.500 947-6
0.382 946-6
LOW 943-4
0.618 938-2
1.000 935-0
1.618 929-6
2.618 921-2
4.250 907-3
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 947-7 947-3
PP 947-7 946-5
S1 947-6 946-0

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

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