CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 939-0 943-4 4-4 0.5% 957-4
High 949-0 943-4 -5-4 -0.6% 957-4
Low 939-0 943-4 4-4 0.5% 925-4
Close 941-4 943-4 2-0 0.2% 932-0
Range 10-0 0-0 -10-0 -100.0% 32-0
ATR 9-1 8-5 -0-4 -5.6% 0-0
Volume 1,624 1,606 -18 -1.1% 6,641
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 943-4 943-4 943-4
R3 943-4 943-4 943-4
R2 943-4 943-4 943-4
R1 943-4 943-4 943-4 943-4
PP 943-4 943-4 943-4 943-4
S1 943-4 943-4 943-4 943-4
S2 943-4 943-4 943-4
S3 943-4 943-4 943-4
S4 943-4 943-4 943-4
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1034-3 1015-1 949-5
R3 1002-3 983-1 940-6
R2 970-3 970-3 937-7
R1 951-1 951-1 934-7 944-6
PP 938-3 938-3 938-3 935-1
S1 919-1 919-1 929-1 912-6
S2 906-3 906-3 926-1
S3 874-3 887-1 923-2
S4 842-3 855-1 914-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949-0 925-4 23-4 2.5% 2-5 0.3% 77% False False 1,633
10 957-4 925-4 32-0 3.4% 2-2 0.2% 56% False False 1,112
20 957-4 921-0 36-4 3.9% 2-3 0.3% 62% False False 947
40 957-4 912-4 45-0 4.8% 1-5 0.2% 69% False False 758
60 1041-0 912-4 128-4 13.6% 1-2 0.1% 24% False False 618
80 1056-0 912-4 143-4 15.2% 1-1 0.1% 22% False False 519
100 1059-4 912-4 147-0 15.6% 1-1 0.1% 21% False False 460
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 943-4
2.618 943-4
1.618 943-4
1.000 943-4
0.618 943-4
HIGH 943-4
0.618 943-4
0.500 943-4
0.382 943-4
LOW 943-4
0.618 943-4
1.000 943-4
1.618 943-4
2.618 943-4
4.250 943-4
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 943-4 942-4
PP 943-4 941-4
S1 943-4 940-4

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

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