CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 938-4 925-4 -13-0 -1.4% 952-4
High 949-0 925-4 -23-4 -2.5% 953-4
Low 936-0 925-4 -10-4 -1.1% 935-0
Close 947-2 925-4 -21-6 -2.3% 935-0
Range 13-0 0-0 -13-0 -100.0% 18-4
ATR 7-4 8-4 1-0 13.5% 0-0
Volume 1,803 1,523 -280 -15.5% 3,023
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 925-4 925-4 925-4
R3 925-4 925-4 925-4
R2 925-4 925-4 925-4
R1 925-4 925-4 925-4 925-4
PP 925-4 925-4 925-4 925-4
S1 925-4 925-4 925-4 925-4
S2 925-4 925-4 925-4
S3 925-4 925-4 925-4
S4 925-4 925-4 925-4
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
5 949-0 925-4 23-4 2.5% 2-5 0.3% 0% False True 1,129
10 953-4 925-4 28-0 3.0% 1-2 0.1% 0% False True 737
20 955-0 925-4 29-4 3.2% 1-3 0.2% 0% False True 665
40 986-4 912-4 74-0 8.0% 1-0 0.1% 18% False False 581
60 1049-4 912-4 137-0 14.8% 0-6 0.1% 9% False False 458
80 1059-4 912-4 147-0 15.9% 0-7 0.1% 9% False False 400
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 925-4
2.618 925-4
1.618 925-4
1.000 925-4
0.618 925-4
HIGH 925-4
0.618 925-4
0.500 925-4
0.382 925-4
LOW 925-4
0.618 925-4
1.000 925-4
1.618 925-4
2.618 925-4
4.250 925-4
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 925-4 937-2
PP 925-4 933-3
S1 925-4 929-3

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

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