CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 938-4 938-4 0-0 0.0% 952-4
High 938-4 949-0 10-4 1.1% 953-4
Low 938-4 936-0 -2-4 -0.3% 935-0
Close 938-4 947-2 8-6 0.9% 935-0
Range 0-0 13-0 13-0 18-4
ATR 7-1 7-4 0-3 5.9% 0-0
Volume 151 1,803 1,652 1,094.0% 3,023
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 983-1 978-1 954-3
R3 970-1 965-1 950-7
R2 957-1 957-1 949-5
R1 952-1 952-1 948-4 954-5
PP 944-1 944-1 944-1 945-2
S1 939-1 939-1 946-0 941-5
S2 931-1 931-1 944-7
S3 918-1 926-1 943-5
S4 905-1 913-1 940-1
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 996-5 984-3 945-1
R3 978-1 965-7 940-1
R2 959-5 959-5 938-3
R1 947-3 947-3 936-6 944-2
PP 941-1 941-1 941-1 939-5
S1 928-7 928-7 933-2 925-6
S2 922-5 922-5 931-5
S3 904-1 910-3 929-7
S4 885-5 891-7 924-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949-0 935-0 14-0 1.5% 2-5 0.3% 88% True False 880
10 953-4 935-0 18-4 2.0% 1-2 0.1% 66% False False 625
20 955-0 931-0 24-0 2.5% 1-4 0.2% 68% False False 664
40 986-4 912-4 74-0 7.8% 1-0 0.1% 47% False False 544
60 1049-4 912-4 137-0 14.5% 0-6 0.1% 25% False False 434
80 1059-4 912-4 147-0 15.5% 0-7 0.1% 24% False False 381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 1004-2
2.618 983-0
1.618 970-0
1.000 962-0
0.618 957-0
HIGH 949-0
0.618 944-0
0.500 942-4
0.382 941-0
LOW 936-0
0.618 928-0
1.000 923-0
1.618 915-0
2.618 902-0
4.250 880-6
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 945-5 945-5
PP 944-1 944-1
S1 942-4 942-4

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

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