CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 926-0 908-0 -18-0 -1.9% 921-0
High 926-0 915-0 -11-0 -1.2% 926-0
Low 923-0 908-0 -15-0 -1.6% 903-4
Close 922-6 909-4 -13-2 -1.4% 915-2
Range 3-0 7-0 4-0 133.3% 22-4
ATR 8-4 9-0 0-4 5.3% 0-0
Volume 877 2,302 1,425 162.5% 9,303
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 931-7 927-5 913-3
R3 924-7 920-5 911-3
R2 917-7 917-7 910-6
R1 913-5 913-5 910-1 915-6
PP 910-7 910-7 910-7 911-7
S1 906-5 906-5 908-7 908-6
S2 903-7 903-7 908-2
S3 896-7 899-5 907-5
S4 889-7 892-5 905-5
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 982-3 971-3 927-5
R3 959-7 948-7 921-4
R2 937-3 937-3 919-3
R1 926-3 926-3 917-2 920-5
PP 914-7 914-7 914-7 912-0
S1 903-7 903-7 913-2 898-1
S2 892-3 892-3 911-1
S3 869-7 881-3 909-0
S4 847-3 858-7 902-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-0 903-4 22-4 2.5% 6-0 0.7% 27% False False 1,927
10 943-4 903-4 40-0 4.4% 5-5 0.6% 15% False False 1,765
20 984-2 903-4 80-6 8.9% 3-6 0.4% 7% False False 1,514
40 996-4 903-4 93-0 10.2% 3-0 0.3% 6% False False 1,831
60 996-4 903-4 93-0 10.2% 2-7 0.3% 6% False False 1,518
80 996-4 903-4 93-0 10.2% 2-3 0.3% 6% False False 1,280
100 1041-0 903-4 137-4 15.1% 2-0 0.2% 4% False False 1,088
120 1056-0 903-4 152-4 16.8% 1-6 0.2% 4% False False 946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 944-6
2.618 933-3
1.618 926-3
1.000 922-0
0.618 919-3
HIGH 915-0
0.618 912-3
0.500 911-4
0.382 910-5
LOW 908-0
0.618 903-5
1.000 901-0
1.618 896-5
2.618 889-5
4.250 878-2
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 911-4 917-0
PP 910-7 914-4
S1 910-1 912-0

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

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