CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 1001-0 1008-0 7-0 0.7% 979-0
High 1005-0 1008-0 3-0 0.3% 1005-0
Low 996-0 997-0 1-0 0.1% 973-0
Close 1000-0 998-6 -1-2 -0.1% 1000-0
Range 9-0 11-0 2-0 22.2% 32-0
ATR 14-5 14-3 -0-2 -1.8% 0-0
Volume 34,834 32,219 -2,615 -7.5% 243,138
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 1034-2 1027-4 1004-6
R3 1023-2 1016-4 1001-6
R2 1012-2 1012-2 1000-6
R1 1005-4 1005-4 999-6 1003-3
PP 1001-2 1001-2 1001-2 1000-2
S1 994-4 994-4 997-6 992-3
S2 990-2 990-2 996-6
S3 979-2 983-4 995-6
S4 968-2 972-4 992-6
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1088-5 1076-3 1017-5
R3 1056-5 1044-3 1008-6
R2 1024-5 1024-5 1005-7
R1 1012-3 1012-3 1002-7 1018-4
PP 992-5 992-5 992-5 995-6
S1 980-3 980-3 997-1 986-4
S2 960-5 960-5 994-1
S3 928-5 948-3 991-2
S4 896-5 916-3 982-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1008-0 980-0 28-0 2.8% 11-6 1.2% 67% True False 41,496
10 1008-0 955-4 52-4 5.3% 12-3 1.2% 82% True False 68,931
20 1008-0 931-0 77-0 7.7% 13-1 1.3% 88% True False 69,221
40 1008-0 922-0 86-0 8.6% 13-3 1.3% 89% True False 69,030
60 1008-0 911-0 97-0 9.7% 14-1 1.4% 90% True False 63,710
80 1076-0 911-0 165-0 16.5% 14-0 1.4% 53% False False 52,414
100 1087-4 911-0 176-4 17.7% 14-2 1.4% 50% False False 44,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1054-6
2.618 1036-6
1.618 1025-6
1.000 1019-0
0.618 1014-6
HIGH 1008-0
0.618 1003-6
0.500 1002-4
0.382 1001-2
LOW 997-0
0.618 990-2
1.000 986-0
1.618 979-2
2.618 968-2
4.250 950-2
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 1002-4 1000-4
PP 1001-2 999-7
S1 1000-0 999-3

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

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