CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 925-4 921-4 -4-0 -0.4% 926-0
High 926-4 921-4 -5-0 -0.5% 926-4
Low 925-4 915-0 -10-4 -1.1% 908-0
Close 926-2 914-6 -11-4 -1.2% 914-6
Range 1-0 6-4 5-4 550.0% 18-4
ATR 9-0 9-1 0-1 1.8% 0-0
Volume 1,991 1,706 -285 -14.3% 8,949
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 936-5 932-1 918-3
R3 930-1 925-5 916-4
R2 923-5 923-5 916-0
R1 919-1 919-1 915-3 918-1
PP 917-1 917-1 917-1 916-4
S1 912-5 912-5 914-1 911-5
S2 910-5 910-5 913-4
S3 904-1 906-1 913-0
S4 897-5 899-5 911-1
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 971-7 961-7 924-7
R3 953-3 943-3 919-7
R2 934-7 934-7 918-1
R1 924-7 924-7 916-4 920-5
PP 916-3 916-3 916-3 914-2
S1 906-3 906-3 913-0 902-1
S2 897-7 897-7 911-3
S3 879-3 887-7 909-5
S4 860-7 869-3 904-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-4 908-0 18-4 2.0% 4-4 0.5% 36% False False 1,789
10 926-4 903-4 23-0 2.5% 5-6 0.6% 49% False False 1,825
20 973-0 903-4 69-4 7.6% 3-5 0.4% 16% False False 1,620
40 996-4 903-4 93-0 10.2% 3-2 0.3% 12% False False 1,729
60 996-4 903-4 93-0 10.2% 3-0 0.3% 12% False False 1,598
80 996-4 903-4 93-0 10.2% 2-4 0.3% 12% False False 1,340
100 1041-0 903-4 137-4 15.0% 2-1 0.2% 8% False False 1,141
120 1056-0 903-4 152-4 16.7% 1-7 0.2% 7% False False 987
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 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 949-1
2.618 938-4
1.618 932-0
1.000 928-0
0.618 925-4
HIGH 921-4
0.618 919-0
0.500 918-2
0.382 917-4
LOW 915-0
0.618 911-0
1.000 908-4
1.618 904-4
2.618 898-0
4.250 887-3
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 918-2 919-6
PP 917-1 918-1
S1 915-7 916-3

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

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