CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 952-0 957-4 5-4 0.6% 923-4
High 952-0 957-4 5-4 0.6% 952-0
Low 952-0 957-4 5-4 0.6% 921-0
Close 952-0 957-4 5-4 0.6% 952-0
Range
ATR 7-7 7-6 -0-1 -2.2% 0-0
Volume 401 955 554 138.2% 2,114
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 957-4 957-4 957-4
R3 957-4 957-4 957-4
R2 957-4 957-4 957-4
R1 957-4 957-4 957-4 957-4
PP 957-4 957-4 957-4 957-4
S1 957-4 957-4 957-4 957-4
S2 957-4 957-4 957-4
S3 957-4 957-4 957-4
S4 957-4 957-4 957-4
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1034-5 1024-3 969-0
R3 1003-5 993-3 960-4
R2 972-5 972-5 957-5
R1 962-3 962-3 954-7 967-4
PP 941-5 941-5 941-5 944-2
S1 931-3 931-3 949-1 936-4
S2 910-5 910-5 946-3
S3 879-5 900-3 943-4
S4 848-5 869-3 935-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957-4 926-0 31-4 3.3% 2-5 0.3% 100% True False 494
10 957-4 921-0 36-4 3.8% 2-7 0.3% 100% True False 739
20 957-4 921-0 36-4 3.8% 1-7 0.2% 100% True False 668
40 957-4 912-4 45-0 4.7% 1-1 0.1% 100% True False 594
60 1041-0 912-4 128-4 13.4% 1-0 0.1% 35% False False 497
80 1059-4 912-4 147-0 15.4% 0-7 0.1% 31% False False 436
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Fibonacci Retracements and Extensions
4.250 957-4
2.618 957-4
1.618 957-4
1.000 957-4
0.618 957-4
HIGH 957-4
0.618 957-4
0.500 957-4
0.382 957-4
LOW 957-4
0.618 957-4
1.000 957-4
1.618 957-4
2.618 957-4
4.250 957-4
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 957-4 955-6
PP 957-4 954-0
S1 957-4 952-2

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

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