CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 930-0 944-0 14-0 1.5% 954-0
High 939-4 952-4 13-0 1.4% 971-0
Low 930-0 944-0 14-0 1.5% 932-0
Close 937-4 952-6 15-2 1.6% 933-4
Range 9-4 8-4 -1-0 -10.5% 39-0
ATR 14-4 14-5 0-0 0.2% 0-0
Volume 27,280 21,007 -6,273 -23.0% 141,628
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 975-2 972-4 957-3
R3 966-6 964-0 955-1
R2 958-2 958-2 954-2
R1 955-4 955-4 953-4 956-7
PP 949-6 949-6 949-6 950-4
S1 947-0 947-0 952-0 948-3
S2 941-2 941-2 951-2
S3 932-6 938-4 950-3
S4 924-2 930-0 948-1
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1062-4 1037-0 955-0
R3 1023-4 998-0 944-2
R2 984-4 984-4 940-5
R1 959-0 959-0 937-1 952-2
PP 945-4 945-4 945-4 942-1
S1 920-0 920-0 929-7 913-2
S2 906-4 906-4 926-3
S3 867-4 881-0 922-6
S4 828-4 842-0 912-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 971-0 930-0 41-0 4.3% 14-3 1.5% 55% False False 29,096
10 978-0 930-0 48-0 5.0% 12-3 1.3% 47% False False 27,134
20 988-0 930-0 58-0 6.1% 11-5 1.2% 39% False False 25,521
40 988-0 922-0 66-0 6.9% 12-0 1.3% 47% False False 25,231
60 1078-0 922-0 156-0 16.4% 12-4 1.3% 20% False False 21,132
80 1091-0 922-0 169-0 17.7% 12-7 1.3% 18% False False 18,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 988-5
2.618 974-6
1.618 966-2
1.000 961-0
0.618 957-6
HIGH 952-4
0.618 949-2
0.500 948-2
0.382 947-2
LOW 944-0
0.618 938-6
1.000 935-4
1.618 930-2
2.618 921-6
4.250 907-7
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 951-2 948-7
PP 949-6 945-1
S1 948-2 941-2

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

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