CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 943-4 922-0 -21-4 -2.3% 957-4
High 943-4 922-0 -21-4 -2.3% 957-4
Low 943-4 920-0 -23-4 -2.5% 925-4
Close 943-4 926-0 -17-4 -1.9% 932-0
Range 0-0 2-0 2-0 32-0
ATR 8-5 9-5 1-1 12.4% 0-0
Volume 1,606 2,459 853 53.1% 6,641
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 928-5 929-3 927-1
R3 926-5 927-3 926-4
R2 924-5 924-5 926-3
R1 925-3 925-3 926-1 925-0
PP 922-5 922-5 922-5 922-4
S1 923-3 923-3 925-7 923-0
S2 920-5 920-5 925-5
S3 918-5 921-3 925-4
S4 916-5 919-3 924-7
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
5 949-0 920-0 29-0 3.1% 2-3 0.3% 21% False True 1,914
10 957-4 920-0 37-4 4.0% 2-4 0.3% 16% False True 1,327
20 957-4 920-0 37-4 4.0% 2-4 0.3% 16% False True 1,060
40 957-4 912-4 45-0 4.9% 1-5 0.2% 30% False False 816
60 1041-0 912-4 128-4 13.9% 1-3 0.1% 11% False False 656
80 1056-0 912-4 143-4 15.5% 1-1 0.1% 9% False False 544
100 1059-4 912-4 147-0 15.9% 1-1 0.1% 9% False False 482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 930-4
2.618 927-2
1.618 925-2
1.000 924-0
0.618 923-2
HIGH 922-0
0.618 921-2
0.500 921-0
0.382 920-6
LOW 920-0
0.618 918-6
1.000 918-0
1.618 916-6
2.618 914-6
4.250 911-4
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 924-3 934-4
PP 922-5 931-5
S1 921-0 928-7

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

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