CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 951-0 955-4 4-4 0.5% 924-0
High 962-0 962-4 0-4 0.1% 962-4
Low 949-0 952-2 3-2 0.3% 922-0
Close 959-4 961-6 2-2 0.2% 961-6
Range 13-0 10-2 -2-6 -21.2% 40-4
ATR 16-0 15-5 -0-3 -2.6% 0-0
Volume 69,677 64,849 -4,828 -6.9% 328,054
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 989-5 985-7 967-3
R3 979-3 975-5 964-5
R2 969-1 969-1 963-5
R1 965-3 965-3 962-6 967-2
PP 958-7 958-7 958-7 959-6
S1 955-1 955-1 960-6 957-0
S2 948-5 948-5 959-7
S3 938-3 944-7 958-7
S4 928-1 934-5 956-1
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1070-2 1056-4 984-0
R3 1029-6 1016-0 972-7
R2 989-2 989-2 969-1
R1 975-4 975-4 965-4 982-3
PP 948-6 948-6 948-6 952-2
S1 935-0 935-0 958-0 941-7
S2 908-2 908-2 954-3
S3 867-6 894-4 950-5
S4 827-2 854-0 939-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 962-4 922-0 40-4 4.2% 12-7 1.3% 98% True False 65,610
10 964-0 922-0 42-0 4.4% 14-4 1.5% 95% False False 70,547
20 984-4 922-0 62-4 6.5% 14-5 1.5% 64% False False 72,203
40 984-4 911-0 73-4 7.6% 14-3 1.5% 69% False False 55,891
60 1076-0 911-0 165-0 17.2% 14-1 1.5% 31% False False 42,226
80 1087-4 911-0 176-4 18.4% 14-4 1.5% 29% False False 34,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1006-0
2.618 989-3
1.618 979-1
1.000 972-6
0.618 968-7
HIGH 962-4
0.618 958-5
0.500 957-3
0.382 956-1
LOW 952-2
0.618 945-7
1.000 942-0
1.618 935-5
2.618 925-3
4.250 908-6
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 960-2 958-5
PP 958-7 955-5
S1 957-3 952-4

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

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