CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 955-0 954-0 -1-0 -0.1% 964-0
High 955-4 959-0 3-4 0.4% 978-0
Low 946-0 952-0 6-0 0.6% 946-0
Close 950-4 956-0 5-4 0.6% 950-4
Range 9-4 7-0 -2-4 -26.3% 32-0
ATR 14-2 13-7 -0-3 -2.9% 0-0
Volume 36,488 25,534 -10,954 -30.0% 111,630
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 976-5 973-3 959-7
R3 969-5 966-3 957-7
R2 962-5 962-5 957-2
R1 959-3 959-3 956-5 961-0
PP 955-5 955-5 955-5 956-4
S1 952-3 952-3 955-3 954-0
S2 948-5 948-5 954-6
S3 941-5 945-3 954-1
S4 934-5 938-3 952-1
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1054-1 1034-3 968-1
R3 1022-1 1002-3 959-2
R2 990-1 990-1 956-3
R1 970-3 970-3 953-3 964-2
PP 958-1 958-1 958-1 955-1
S1 938-3 938-3 947-5 932-2
S2 926-1 926-1 944-5
S3 894-1 906-3 941-6
S4 862-1 874-3 932-7
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 3.3% 9-3 1.0% 31% False False 23,693
10 988-0 946-0 42-0 4.4% 10-7 1.1% 24% False False 26,125
20 988-0 939-0 49-0 5.1% 11-5 1.2% 35% False False 26,245
40 1034-4 922-0 112-4 11.8% 12-0 1.3% 30% False False 23,968
60 1085-0 922-0 163-0 17.1% 12-3 1.3% 21% False False 19,730
80 1091-0 922-0 169-0 17.7% 13-1 1.4% 20% False False 17,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 988-6
2.618 977-3
1.618 970-3
1.000 966-0
0.618 963-3
HIGH 959-0
0.618 956-3
0.500 955-4
0.382 954-5
LOW 952-0
0.618 947-5
1.000 945-0
1.618 940-5
2.618 933-5
4.250 922-2
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 955-7 955-2
PP 955-5 954-4
S1 955-4 953-6

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

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