CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 974-0 961-4 -12-4 -1.3% 965-4
High 978-0 961-4 -16-4 -1.7% 988-0
Low 970-4 946-0 -24-4 -2.5% 953-0
Close 971-0 950-4 -20-4 -2.1% 969-0
Range 7-4 15-4 8-0 106.7% 35-0
ATR 13-7 14-5 0-6 5.8% 0-0
Volume 18,694 26,249 7,555 40.4% 137,925
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 999-1 990-3 959-0
R3 983-5 974-7 954-6
R2 968-1 968-1 953-3
R1 959-3 959-3 951-7 956-0
PP 952-5 952-5 952-5 951-0
S1 943-7 943-7 949-1 940-4
S2 937-1 937-1 947-5
S3 921-5 928-3 946-2
S4 906-1 912-7 942-0
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
5 978-0 946-0 32-0 3.4% 10-1 1.1% 14% False True 20,359
10 988-0 946-0 42-0 4.4% 11-2 1.2% 11% False True 23,428
20 988-0 922-0 66-0 6.9% 11-7 1.3% 43% False False 25,878
40 1069-0 922-0 147-0 15.5% 12-2 1.3% 19% False False 22,962
60 1085-0 922-0 163-0 17.1% 12-3 1.3% 17% False False 19,106
80 1091-0 922-0 169-0 17.8% 13-1 1.4% 17% False False 17,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1027-3
2.618 1002-1
1.618 986-5
1.000 977-0
0.618 971-1
HIGH 961-4
0.618 955-5
0.500 953-6
0.382 951-7
LOW 946-0
0.618 936-3
1.000 930-4
1.618 920-7
2.618 905-3
4.250 880-1
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 953-6 962-0
PP 952-5 958-1
S1 951-5 954-3

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

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