CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 923-4 926-0 2-4 0.3% 941-0
High 923-4 936-0 12-4 1.4% 949-0
Low 921-0 926-0 5-0 0.5% 922-0
Close 921-4 935-6 14-2 1.5% 922-0
Range 2-4 10-0 7-4 300.0% 27-0
ATR 7-6 8-2 0-4 6.2% 0-0
Volume 596 266 -330 -55.4% 4,842
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 962-5 959-1 941-2
R3 952-5 949-1 938-4
R2 942-5 942-5 937-5
R1 939-1 939-1 936-5 940-7
PP 932-5 932-5 932-5 933-4
S1 929-1 929-1 934-7 930-7
S2 922-5 922-5 933-7
S3 912-5 919-1 933-0
S4 902-5 909-1 930-2
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% 5-1 0.5% 53% False False 1,006
10 953-4 921-0 32-4 3.5% 2-4 0.3% 45% False False 781
20 953-4 921-0 32-4 3.5% 1-5 0.2% 45% False False 687
40 955-0 912-4 42-4 4.5% 1-3 0.1% 55% False False 579
60 1041-0 912-4 128-4 13.7% 0-7 0.1% 18% False False 474
80 1059-4 912-4 147-0 15.7% 1-0 0.1% 16% False False 420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 978-4
2.618 962-1
1.618 952-1
1.000 946-0
0.618 942-1
HIGH 936-0
0.618 932-1
0.500 931-0
0.382 929-7
LOW 926-0
0.618 919-7
1.000 916-0
1.618 909-7
2.618 899-7
4.250 883-4
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 934-1 933-3
PP 932-5 930-7
S1 931-0 928-4

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

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