CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 946-0 943-4 -2-4 -0.3% 973-0
High 946-0 943-4 -2-4 -0.3% 973-0
Low 946-0 939-0 -7-0 -0.7% 935-0
Close 946-0 944-2 -1-6 -0.2% 941-6
Range 0-0 4-4 4-4 38-0
ATR 8-3 8-3 -0-1 -1.2% 0-0
Volume 447 1,639 1,192 266.7% 7,221
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 955-6 954-4 946-6
R3 951-2 950-0 945-4
R2 946-6 946-6 945-1
R1 945-4 945-4 944-5 946-1
PP 942-2 942-2 942-2 942-4
S1 941-0 941-0 943-7 941-5
S2 937-6 937-6 943-3
S3 933-2 936-4 943-0
S4 928-6 932-0 941-6
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1063-7 1040-7 962-5
R3 1025-7 1002-7 952-2
R2 987-7 987-7 948-6
R1 964-7 964-7 945-2 957-3
PP 949-7 949-7 949-7 946-2
S1 926-7 926-7 938-2 919-3
S2 911-7 911-7 934-6
S3 873-7 888-7 931-2
S4 835-7 850-7 920-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 946-0 935-0 11-0 1.2% 0-7 0.1% 84% False False 1,254
10 983-6 935-0 48-6 5.2% 0-6 0.1% 19% False False 1,320
20 996-4 935-0 61-4 6.5% 2-1 0.2% 15% False False 1,474
40 996-4 920-0 76-4 8.1% 2-2 0.2% 32% False False 1,668
60 996-4 920-0 76-4 8.1% 2-1 0.2% 32% False False 1,341
80 996-4 912-4 84-0 8.9% 1-7 0.2% 38% False False 1,124
100 1041-0 912-4 128-4 13.6% 1-4 0.2% 25% False False 952
120 1059-4 912-4 147-0 15.6% 1-4 0.2% 22% False False 836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 962-5
2.618 955-2
1.618 950-6
1.000 948-0
0.618 946-2
HIGH 943-4
0.618 941-6
0.500 941-2
0.382 940-6
LOW 939-0
0.618 936-2
1.000 934-4
1.618 931-6
2.618 927-2
4.250 919-7
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 943-2 943-5
PP 942-2 943-1
S1 941-2 942-4

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

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