CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 922-0 923-4 1-4 0.2% 941-0
High 922-0 923-4 1-4 0.2% 949-0
Low 922-0 921-0 -1-0 -0.1% 922-0
Close 922-0 921-4 -0-4 -0.1% 922-0
Range 0-0 2-4 2-4 27-0
ATR 8-1 7-6 -0-3 -5.0% 0-0
Volume 845 596 -249 -29.5% 4,842
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 929-4 928-0 922-7
R3 927-0 925-4 922-2
R2 924-4 924-4 922-0
R1 923-0 923-0 921-6 922-4
PP 922-0 922-0 922-0 921-6
S1 920-4 920-4 921-2 920-0
S2 919-4 919-4 921-0
S3 917-0 918-0 920-6
S4 914-4 915-4 920-1
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1012-0 994-0 936-7
R3 985-0 967-0 929-3
R2 958-0 958-0 927-0
R1 940-0 940-0 924-4 935-4
PP 931-0 931-0 931-0 928-6
S1 913-0 913-0 919-4 908-4
S2 904-0 904-0 917-0
S3 877-0 886-0 914-5
S4 850-0 859-0 907-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949-0 921-0 28-0 3.0% 3-1 0.3% 2% False True 983
10 953-4 921-0 32-4 3.5% 1-4 0.2% 2% False True 807
20 955-0 921-0 34-0 3.7% 1-4 0.2% 1% False True 686
40 958-2 912-4 45-6 5.0% 1-1 0.1% 20% False False 581
60 1049-4 912-4 137-0 14.9% 0-6 0.1% 7% False False 477
80 1059-4 912-4 147-0 16.0% 0-7 0.1% 6% False False 416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 934-1
2.618 930-0
1.618 927-4
1.000 926-0
0.618 925-0
HIGH 923-4
0.618 922-4
0.500 922-2
0.382 922-0
LOW 921-0
0.618 919-4
1.000 918-4
1.618 917-0
2.618 914-4
4.250 910-3
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 922-2 923-2
PP 922-0 922-5
S1 921-6 922-1

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

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