CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 957-4 957-4 0-0 0.0% 923-4
High 957-4 957-4 0-0 0.0% 952-0
Low 957-4 951-0 -6-4 -0.7% 921-0
Close 957-4 951-2 -6-2 -0.7% 952-0
Range 0-0 6-4 6-4 31-0
ATR 7-6 7-5 -0-1 -1.1% 0-0
Volume 955 751 -204 -21.4% 2,114
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 972-6 968-4 954-7
R3 966-2 962-0 953-0
R2 959-6 959-6 952-4
R1 955-4 955-4 951-7 954-3
PP 953-2 953-2 953-2 952-6
S1 949-0 949-0 950-5 947-7
S2 946-6 946-6 950-0
S3 940-2 942-4 949-4
S4 933-6 936-0 947-5
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
5 957-4 947-0 10-4 1.1% 1-7 0.2% 40% True False 591
10 957-4 921-0 36-4 3.8% 3-4 0.4% 83% True False 799
20 957-4 921-0 36-4 3.8% 2-1 0.2% 83% True False 697
40 957-4 912-4 45-0 4.7% 1-2 0.1% 86% True False 608
60 1041-0 912-4 128-4 13.5% 1-1 0.1% 30% False False 504
80 1059-4 912-4 147-0 15.5% 1-0 0.1% 26% False False 439
100 1059-4 912-4 147-0 15.5% 1-1 0.1% 26% False False 384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 985-1
2.618 974-4
1.618 968-0
1.000 964-0
0.618 961-4
HIGH 957-4
0.618 955-0
0.500 954-2
0.382 953-4
LOW 951-0
0.618 947-0
1.000 944-4
1.618 940-4
2.618 934-0
4.250 923-3
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 954-2 954-2
PP 953-2 953-2
S1 952-2 952-2

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

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