CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 951-4 952-4 1-0 0.1% 952-0
High 951-4 952-4 1-0 0.1% 952-0
Low 951-4 952-4 1-0 0.1% 940-0
Close 951-4 952-4 1-0 0.1% 951-4
Range
ATR 8-6 8-2 -0-4 -6.3% 0-0
Volume 351 386 35 10.0% 2,768
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 952-4 952-4 952-4
R3 952-4 952-4 952-4
R2 952-4 952-4 952-4
R1 952-4 952-4 952-4 952-4
PP 952-4 952-4 952-4 952-4
S1 952-4 952-4 952-4 952-4
S2 952-4 952-4 952-4
S3 952-4 952-4 952-4
S4 952-4 952-4 952-4
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 983-7 979-5 958-1
R3 971-7 967-5 954-6
R2 959-7 959-7 953-6
R1 955-5 955-5 952-5 951-6
PP 947-7 947-7 947-7 945-7
S1 943-5 943-5 950-3 939-6
S2 935-7 935-7 949-2
S3 923-7 931-5 948-2
S4 911-7 919-5 944-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 952-4 940-0 12-4 1.3% 1-5 0.2% 100% True False 563
10 955-0 940-0 15-0 1.6% 1-4 0.2% 83% False False 566
20 955-0 912-4 42-4 4.5% 0-6 0.1% 94% False False 566
40 1041-0 912-4 128-4 13.5% 0-6 0.1% 31% False False 443
60 1056-0 912-4 143-4 15.1% 0-5 0.1% 28% False False 375
80 1059-4 912-4 147-0 15.4% 0-6 0.1% 27% False False 334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Fibonacci Retracements and Extensions
4.250 952-4
2.618 952-4
1.618 952-4
1.000 952-4
0.618 952-4
HIGH 952-4
0.618 952-4
0.500 952-4
0.382 952-4
LOW 952-4
0.618 952-4
1.000 952-4
1.618 952-4
2.618 952-4
4.250 952-4
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 952-4 950-3
PP 952-4 948-3
S1 952-4 946-2

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

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