CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 973-0 964-2 -8-6 -0.9% 943-6
High 974-0 964-2 -9-6 -1.0% 974-0
Low 968-0 964-2 -3-6 -0.4% 943-6
Close 973-2 964-2 -9-0 -0.9% 973-2
Range 6-0 0-0 -6-0 -100.0% 30-2
ATR 8-4 8-4 0-0 0.4% 0-0
Volume 2,776 838 -1,938 -69.8% 13,607
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 964-2 964-2 964-2
R3 964-2 964-2 964-2
R2 964-2 964-2 964-2
R1 964-2 964-2 964-2 964-2
PP 964-2 964-2 964-2 964-2
S1 964-2 964-2 964-2 964-2
S2 964-2 964-2 964-2
S3 964-2 964-2 964-2
S4 964-2 964-2 964-2
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1054-3 1044-1 989-7
R3 1024-1 1013-7 981-5
R2 993-7 993-7 978-6
R1 983-5 983-5 976-0 988-6
PP 963-5 963-5 963-5 966-2
S1 953-3 953-3 970-4 958-4
S2 933-3 933-3 967-6
S3 903-1 923-1 964-7
S4 872-7 892-7 956-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974-0 950-0 24-0 2.5% 2-6 0.3% 59% False False 2,380
10 974-0 937-0 37-0 3.8% 2-6 0.3% 74% False False 2,174
20 974-0 920-0 54-0 5.6% 3-1 0.3% 82% False False 2,088
40 974-0 920-0 54-0 5.6% 2-4 0.3% 82% False False 1,362
60 974-0 912-4 61-4 6.4% 1-7 0.2% 84% False False 1,078
80 1041-0 912-4 128-4 13.3% 1-4 0.2% 40% False False 884
100 1059-4 912-4 147-0 15.2% 1-4 0.2% 35% False False 759
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 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 964-2
2.618 964-2
1.618 964-2
1.000 964-2
0.618 964-2
HIGH 964-2
0.618 964-2
0.500 964-2
0.382 964-2
LOW 964-2
0.618 964-2
1.000 964-2
1.618 964-2
2.618 964-2
4.250 964-2
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 964-2 968-4
PP 964-2 967-1
S1 964-2 965-5

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

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