CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 971-0 962-0 -9-0 -0.9% 924-0
High 976-0 962-4 -13-4 -1.4% 962-4
Low 966-0 953-4 -12-4 -1.3% 922-0
Close 968-0 960-0 -8-0 -0.8% 961-6
Range 10-0 9-0 -1-0 -10.0% 40-4
ATR 15-3 15-3 -0-1 -0.4% 0-0
Volume 67,630 62,583 -5,047 -7.5% 328,054
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 985-5 981-7 965-0
R3 976-5 972-7 962-4
R2 967-5 967-5 961-5
R1 963-7 963-7 960-7 961-2
PP 958-5 958-5 958-5 957-3
S1 954-7 954-7 959-1 952-2
S2 949-5 949-5 958-3
S3 940-5 945-7 957-4
S4 931-5 936-7 955-0
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
5 976-0 949-0 27-0 2.8% 12-0 1.3% 41% False False 62,138
10 976-0 922-0 54-0 5.6% 13-7 1.5% 70% False False 69,552
20 976-0 922-0 54-0 5.6% 13-5 1.4% 70% False False 70,133
40 984-4 911-0 73-4 7.7% 14-2 1.5% 67% False False 58,869
60 1076-0 911-0 165-0 17.2% 14-2 1.5% 30% False False 44,704
80 1087-4 911-0 176-4 18.4% 14-3 1.5% 28% False False 36,316
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 1-7
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1000-6
2.618 986-0
1.618 977-0
1.000 971-4
0.618 968-0
HIGH 962-4
0.618 959-0
0.500 958-0
0.382 957-0
LOW 953-4
0.618 948-0
1.000 944-4
1.618 939-0
2.618 930-0
4.250 915-2
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 959-3 964-6
PP 958-5 963-1
S1 958-0 961-5

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

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