CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 991-0 972-6 -18-2 -1.8% 964-2
High 991-0 972-6 -18-2 -1.8% 996-4
Low 987-0 972-6 -14-2 -1.4% 964-2
Close 989-4 972-6 -16-6 -1.7% 990-2
Range 4-0 0-0 -4-0 -100.0% 32-2
ATR 8-3 9-0 0-5 7.2% 0-0
Volume 822 1,740 918 111.7% 7,735
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 972-6 972-6 972-6
R3 972-6 972-6 972-6
R2 972-6 972-6 972-6
R1 972-6 972-6 972-6 972-6
PP 972-6 972-6 972-6 972-6
S1 972-6 972-6 972-6 972-6
S2 972-6 972-6 972-6
S3 972-6 972-6 972-6
S4 972-6 972-6 972-6
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1080-3 1067-5 1008-0
R3 1048-1 1035-3 999-1
R2 1015-7 1015-7 996-1
R1 1003-1 1003-1 993-2 1009-4
PP 983-5 983-5 983-5 986-7
S1 970-7 970-7 987-2 977-2
S2 951-3 951-3 984-3
S3 919-1 938-5 981-3
S4 886-7 906-3 972-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 996-4 972-6 23-6 2.4% 0-6 0.1% 0% False True 1,684
10 996-4 954-0 42-4 4.4% 1-6 0.2% 44% False False 1,797
20 996-4 920-0 76-4 7.9% 2-3 0.2% 69% False False 2,148
40 996-4 920-0 76-4 7.9% 2-3 0.2% 69% False False 1,520
60 996-4 912-4 84-0 8.6% 1-7 0.2% 72% False False 1,202
80 1041-0 912-4 128-4 13.2% 1-4 0.2% 47% False False 982
100 1056-0 912-4 143-4 14.8% 1-3 0.1% 42% False False 833
120 1059-4 912-4 147-0 15.1% 1-2 0.1% 41% False False 729
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 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 972-6
2.618 972-6
1.618 972-6
1.000 972-6
0.618 972-6
HIGH 972-6
0.618 972-6
0.500 972-6
0.382 972-6
LOW 972-6
0.618 972-6
1.000 972-6
1.618 972-6
2.618 972-6
4.250 972-6
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 972-6 982-1
PP 972-6 979-0
S1 972-6 975-7

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

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