CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	937-4	948-0	10-4	1.1%	928-2
High	937-4	955-0	17-4	1.9%	937-4
Low	937-4	948-0	10-4	1.1%	925-6
Close	937-4	956-4	19-0	2.0%	937-4
Range	0-0	7-0	7-0		11-6
ATR	8-2	9-0	0-5	7.9%	0-0
Volume	327	253	-74	-22.6%	4,001

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	974-1	972-3	960-3
R3	967-1	965-3	958-3
R2	960-1	960-1	957-6
R1	958-3	958-3	957-1	959-2
PP	953-1	953-1	953-1	953-5
S1	951-3	951-3	955-7	952-2
S2	946-1	946-1	955-2
S3	939-1	944-3	954-5
S4	932-1	937-3	952-5

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	968-7	964-7	944-0
R3	957-1	953-1	940-6
R2	945-3	945-3	939-5
R1	941-3	941-3	938-5	943-3
PP	933-5	933-5	933-5	934-4
S1	929-5	929-5	936-3	931-5
S2	921-7	921-7	935-3
S3	910-1	917-7	934-2
S4	898-3	906-1	931-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	955-0	925-6	29-2	3.1%	1-5	0.2%	105%	True	False	796
10	955-0	912-4	42-4	4.4%	0-6	0.1%	104%	True	False	546
20	955-0	912-4	42-4	4.4%	1-0	0.1%	104%	True	False	471
40	1041-0	912-4	128-4	13.4%	0-4	0.1%	34%	False	False	368
60	1059-4	912-4	147-0	15.4%	0-7	0.1%	30%	False	False	330

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	0-0
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	984-6
2.618	973-3
1.618	966-3
1.000	962-0
0.618	959-3
HIGH	955-0
0.618	952-3
0.500	951-4
0.382	950-5
LOW	948-0
0.618	943-5
1.000	941-0
1.618	936-5
2.618	929-5
4.250	918-2

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	954-7	952-7
PP	953-1	949-2
S1	951-4	945-5

Download as Excel Spreadsheet

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

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