CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 931-0 921-0 -10-0 -1.1% 942-6
High 935-0 924-4 -10-4 -1.1% 946-0
Low 927-4 919-0 -8-4 -0.9% 927-4
Close 931-4 920-6 -10-6 -1.2% 931-4
Range 7-4 5-4 -2-0 -26.7% 18-4
ATR 8-3 8-5 0-2 3.5% 0-0
Volume 1,087 1,432 345 31.7% 6,930
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 937-7 934-7 923-6
R3 932-3 929-3 922-2
R2 926-7 926-7 921-6
R1 923-7 923-7 921-2 922-5
PP 921-3 921-3 921-3 920-6
S1 918-3 918-3 920-2 917-1
S2 915-7 915-7 919-6
S3 910-3 912-7 919-2
S4 904-7 907-3 917-6
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 990-4 979-4 941-5
R3 972-0 961-0 936-5
R2 953-4 953-4 934-7
R1 942-4 942-4 933-2 938-6
PP 935-0 935-0 935-0 933-1
S1 924-0 924-0 929-6 920-2
S2 916-4 916-4 928-1
S3 898-0 905-4 926-3
S4 879-4 887-0 921-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 946-0 919-0 27-0 2.9% 3-4 0.4% 6% False True 1,410
10 970-0 919-0 51-0 5.5% 2-0 0.2% 3% False True 1,475
20 996-4 919-0 77-4 8.4% 2-0 0.2% 2% False True 1,435
40 996-4 919-0 77-4 8.4% 2-4 0.3% 2% False True 1,761
60 996-4 919-0 77-4 8.4% 2-3 0.3% 2% False True 1,386
80 996-4 912-4 84-0 9.1% 2-0 0.2% 10% False False 1,167
100 1041-0 912-4 128-4 14.0% 1-5 0.2% 6% False False 994
120 1059-4 912-4 147-0 16.0% 1-4 0.2% 6% False False 872
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947-7
2.618 938-7
1.618 933-3
1.000 930-0
0.618 927-7
HIGH 924-4
0.618 922-3
0.500 921-6
0.382 921-1
LOW 919-0
0.618 915-5
1.000 913-4
1.618 910-1
2.618 904-5
4.250 895-5
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 921-6 930-4
PP 921-3 927-2
S1 921-1 924-0

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

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