CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 944-0 952-0 8-0 0.8% 954-0
High 952-4 969-0 16-4 1.7% 971-0
Low 944-0 951-0 7-0 0.7% 932-0
Close 952-6 966-6 14-0 1.5% 933-4
Range 8-4 18-0 9-4 111.8% 39-0
ATR 14-5 14-7 0-2 1.7% 0-0
Volume 21,007 28,281 7,274 34.6% 141,628
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 1016-2 1009-4 976-5
R3 998-2 991-4 971-6
R2 980-2 980-2 970-0
R1 973-4 973-4 968-3 976-7
PP 962-2 962-2 962-2 964-0
S1 955-4 955-4 965-1 958-7
S2 944-2 944-2 963-4
S3 926-2 937-4 961-6
S4 908-2 919-4 956-7
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
5 969-0 930-0 39-0 4.0% 13-6 1.4% 94% True False 29,886
10 971-0 930-0 41-0 4.2% 13-3 1.4% 90% False False 28,093
20 988-0 930-0 58-0 6.0% 12-1 1.2% 63% False False 25,374
40 988-0 922-0 66-0 6.8% 12-2 1.3% 68% False False 25,330
60 1078-0 922-0 156-0 16.1% 12-2 1.3% 29% False False 21,402
80 1091-0 922-0 169-0 17.5% 12-6 1.3% 26% False False 19,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1045-4
2.618 1016-1
1.618 998-1
1.000 987-0
0.618 980-1
HIGH 969-0
0.618 962-1
0.500 960-0
0.382 957-7
LOW 951-0
0.618 939-7
1.000 933-0
1.618 921-7
2.618 903-7
4.250 874-4
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 964-4 961-0
PP 962-2 955-2
S1 960-0 949-4

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

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