CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 957-4 941-0 -16-4 -1.7% 923-4
High 957-4 941-0 -16-4 -1.7% 952-0
Low 951-0 938-0 -13-0 -1.4% 921-0
Close 951-2 941-6 -9-4 -1.0% 952-0
Range 6-4 3-0 -3-4 -53.8% 31-0
ATR 7-5 8-0 0-3 5.2% 0-0
Volume 751 1,051 300 39.9% 2,114
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 949-2 948-4 943-3
R3 946-2 945-4 942-5
R2 943-2 943-2 942-2
R1 942-4 942-4 942-0 942-7
PP 940-2 940-2 940-2 940-4
S1 939-4 939-4 941-4 939-7
S2 937-2 937-2 941-2
S3 934-2 936-4 940-7
S4 931-2 933-4 940-1
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
5 957-4 938-0 19-4 2.1% 2-4 0.3% 19% False True 740
10 957-4 921-0 36-4 3.9% 2-4 0.3% 57% False False 723
20 957-4 921-0 36-4 3.9% 1-7 0.2% 57% False False 674
40 957-4 912-4 45-0 4.8% 1-3 0.1% 65% False False 620
60 1041-0 912-4 128-4 13.6% 1-1 0.1% 23% False False 517
80 1059-4 912-4 147-0 15.6% 1-0 0.1% 20% False False 450
100 1059-4 912-4 147-0 15.6% 1-1 0.1% 20% False False 394
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 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 953-6
2.618 948-7
1.618 945-7
1.000 944-0
0.618 942-7
HIGH 941-0
0.618 939-7
0.500 939-4
0.382 939-1
LOW 938-0
0.618 936-1
1.000 935-0
1.618 933-1
2.618 930-1
4.250 925-2
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 941-0 947-6
PP 940-2 945-6
S1 939-4 943-6

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

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