CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 941-4 948-0 6-4 0.7% 960-0
High 956-4 951-4 -5-0 -0.5% 977-0
Low 940-0 945-2 5-2 0.6% 931-0
Close 952-4 946-4 -6-0 -0.6% 942-0
Range 16-4 6-2 -10-2 -62.1% 46-0
ATR 16-6 16-1 -0-5 -4.1% 0-0
Volume 53,024 74,371 21,347 40.3% 366,063
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 966-4 962-6 950-0
R3 960-2 956-4 948-2
R2 954-0 954-0 947-5
R1 950-2 950-2 947-1 949-0
PP 947-6 947-6 947-6 947-1
S1 944-0 944-0 945-7 942-6
S2 941-4 941-4 945-3
S3 935-2 937-6 944-6
S4 929-0 931-4 943-0
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
5 956-4 933-0 23-4 2.5% 11-5 1.2% 57% False False 61,273
10 977-0 931-0 46-0 4.9% 14-7 1.6% 34% False False 68,139
20 977-0 922-0 55-0 5.8% 14-3 1.5% 45% False False 68,845
40 984-4 922-0 62-4 6.6% 14-3 1.5% 39% False False 66,547
60 1000-0 911-0 89-0 9.4% 14-2 1.5% 40% False False 54,203
80 1079-4 911-0 168-4 17.8% 14-3 1.5% 21% False False 43,508
100 1087-4 911-0 176-4 18.6% 14-5 1.5% 20% False False 36,717
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 978-0
2.618 967-7
1.618 961-5
1.000 957-6
0.618 955-3
HIGH 951-4
0.618 949-1
0.500 948-3
0.382 947-5
LOW 945-2
0.618 941-3
1.000 939-0
1.618 935-1
2.618 928-7
4.250 918-6
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 948-3 946-1
PP 947-6 945-5
S1 947-1 945-2

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

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