CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 960-0 964-0 4-0 0.4% 965-4
High 970-4 973-6 3-2 0.3% 988-0
Low 960-0 964-0 4-0 0.4% 953-0
Close 969-0 970-4 1-4 0.2% 969-0
Range 10-4 9-6 -0-6 -7.1% 35-0
ATR 15-2 14-7 -0-3 -2.6% 0-0
Volume 26,654 18,696 -7,958 -29.9% 137,925
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 998-5 994-3 975-7
R3 988-7 984-5 973-1
R2 979-1 979-1 972-2
R1 974-7 974-7 971-3 977-0
PP 969-3 969-3 969-3 970-4
S1 965-1 965-1 969-5 967-2
S2 959-5 959-5 968-6
S3 949-7 955-3 967-7
S4 940-1 945-5 965-1
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1075-0 1057-0 988-2
R3 1040-0 1022-0 978-5
R2 1005-0 1005-0 975-3
R1 987-0 987-0 972-2 996-0
PP 970-0 970-0 970-0 974-4
S1 952-0 952-0 965-6 961-0
S2 935-0 935-0 962-5
S3 900-0 917-0 959-3
S4 865-0 882-0 949-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 988-0 953-0 35-0 3.6% 12-2 1.3% 50% False False 28,556
10 988-0 953-0 35-0 3.6% 11-3 1.2% 50% False False 25,265
20 988-0 922-0 66-0 6.8% 12-2 1.3% 73% False False 26,649
40 1078-0 922-0 156-0 16.1% 12-3 1.3% 31% False False 22,222
60 1085-0 922-0 163-0 16.8% 12-5 1.3% 30% False False 18,793
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1015-2
2.618 999-2
1.618 989-4
1.000 983-4
0.618 979-6
HIGH 973-6
0.618 970-0
0.500 968-7
0.382 967-6
LOW 964-0
0.618 958-0
1.000 954-2
1.618 948-2
2.618 938-4
4.250 922-4
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 970-0 968-1
PP 969-3 965-6
S1 968-7 963-3

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

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