CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 946-0 935-4 -10-4 -1.1% 960-0
High 946-0 945-0 -1-0 -0.1% 977-0
Low 933-0 934-0 1-0 0.1% 931-0
Close 936-0 944-4 8-4 0.9% 942-0
Range 13-0 11-0 -2-0 -15.4% 46-0
ATR 17-2 16-7 -0-4 -2.6% 0-0
Volume 30 47,924 47,894 159,646.7% 366,063
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 974-1 970-3 950-4
R3 963-1 959-3 947-4
R2 952-1 952-1 946-4
R1 948-3 948-3 945-4 950-2
PP 941-1 941-1 941-1 942-1
S1 937-3 937-3 943-4 939-2
S2 930-1 930-1 942-4
S3 919-1 926-3 941-4
S4 908-1 915-3 938-4
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1088-0 1061-0 967-2
R3 1042-0 1015-0 954-5
R2 996-0 996-0 950-3
R1 969-0 969-0 946-2 959-4
PP 950-0 950-0 950-0 945-2
S1 923-0 923-0 937-6 913-4
S2 904-0 904-0 933-5
S3 858-0 877-0 929-3
S4 812-0 831-0 916-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974-0 931-0 43-0 4.6% 14-2 1.5% 31% False False 70,383
10 977-0 931-0 46-0 4.9% 14-4 1.5% 29% False False 68,420
20 977-0 922-0 55-0 5.8% 15-0 1.6% 41% False False 68,481
40 984-4 922-0 62-4 6.6% 14-5 1.6% 36% False False 65,781
60 1029-4 911-0 118-4 12.5% 14-2 1.5% 28% False False 52,620
80 1079-4 911-0 168-4 17.8% 14-4 1.5% 20% False False 42,295
100 1087-4 911-0 176-4 18.7% 14-6 1.6% 19% False False 35,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 991-6
2.618 973-6
1.618 962-6
1.000 956-0
0.618 951-6
HIGH 945-0
0.618 940-6
0.500 939-4
0.382 938-2
LOW 934-0
0.618 927-2
1.000 923-0
1.618 916-2
2.618 905-2
4.250 887-2
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 942-7 942-7
PP 941-1 941-1
S1 939-4 939-4

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

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