CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 965-0 935-0 -30-0 -3.1% 991-0
High 965-0 935-0 -30-0 -3.1% 991-0
Low 963-0 935-0 -28-0 -2.9% 968-6
Close 961-4 935-0 -26-4 -2.8% 983-6
Range 2-0 0-0 -2-0 -100.0% 22-2
ATR 8-3 9-5 1-2 15.5% 0-0
Volume 2,293 1,245 -1,048 -45.7% 6,222
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 935-0 935-0 935-0
R3 935-0 935-0 935-0
R2 935-0 935-0 935-0
R1 935-0 935-0 935-0 935-0
PP 935-0 935-0 935-0 935-0
S1 935-0 935-0 935-0 935-0
S2 935-0 935-0 935-0
S3 935-0 935-0 935-0
S4 935-0 935-0 935-0
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
5 983-6 935-0 48-6 5.2% 0-6 0.1% 0% False True 1,323
10 991-4 935-0 56-4 6.0% 2-2 0.2% 0% False True 1,451
20 996-4 935-0 61-4 6.6% 2-4 0.3% 0% False True 1,775
40 996-4 920-0 76-4 8.2% 2-4 0.3% 20% False False 1,624
60 996-4 920-0 76-4 8.2% 2-1 0.2% 20% False False 1,304
80 996-4 912-4 84-0 9.0% 1-6 0.2% 27% False False 1,084
100 1049-4 912-4 137-0 14.7% 1-3 0.2% 16% False False 910
120 1059-4 912-4 147-0 15.7% 1-4 0.2% 15% False False 795
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 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 935-0
2.618 935-0
1.618 935-0
1.000 935-0
0.618 935-0
HIGH 935-0
0.618 935-0
0.500 935-0
0.382 935-0
LOW 935-0
0.618 935-0
1.000 935-0
1.618 935-0
2.618 935-0
4.250 935-0
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 935-0 952-4
PP 935-0 946-5
S1 935-0 940-7

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

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