CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 973-0 970-0 -3-0 -0.3% 991-0
High 973-0 970-0 -3-0 -0.3% 991-0
Low 971-4 970-0 -1-4 -0.2% 968-6
Close 972-4 970-0 -2-4 -0.3% 983-6
Range 1-4 0-0 -1-4 -100.0% 22-2
ATR 8-7 8-4 -0-4 -5.1% 0-0
Volume 832 1,223 391 47.0% 6,222
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 970-0 970-0 970-0
R3 970-0 970-0 970-0
R2 970-0 970-0 970-0
R1 970-0 970-0 970-0 970-0
PP 970-0 970-0 970-0 970-0
S1 970-0 970-0 970-0 970-0
S2 970-0 970-0 970-0
S3 970-0 970-0 970-0
S4 970-0 970-0 970-0
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1047-7 1038-1 996-0
R3 1025-5 1015-7 989-7
R2 1003-3 1003-3 987-7
R1 993-5 993-5 985-6 987-3
PP 981-1 981-1 981-1 978-0
S1 971-3 971-3 981-6 965-1
S2 958-7 958-7 979-5
S3 936-5 949-1 977-5
S4 914-3 926-7 971-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984-2 968-6 15-4 1.6% 3-3 0.4% 8% False False 1,143
10 996-4 968-6 27-6 2.9% 2-1 0.2% 5% False False 1,413
20 996-4 938-0 58-4 6.0% 2-3 0.2% 55% False False 1,726
40 996-4 920-0 76-4 7.9% 2-6 0.3% 65% False False 1,584
60 996-4 920-0 76-4 7.9% 2-1 0.2% 65% False False 1,269
80 1012-4 912-4 100-0 10.3% 1-6 0.2% 58% False False 1,047
100 1049-4 912-4 137-0 14.1% 1-4 0.2% 42% False False 876
120 1059-4 912-4 147-0 15.2% 1-3 0.1% 39% False False 769
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 970-0
2.618 970-0
1.618 970-0
1.000 970-0
0.618 970-0
HIGH 970-0
0.618 970-0
0.500 970-0
0.382 970-0
LOW 970-0
0.618 970-0
1.000 970-0
1.618 970-0
2.618 970-0
4.250 970-0
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 970-0 976-7
PP 970-0 974-5
S1 970-0 972-2

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

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