CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 955-4 959-0 3-4 0.4% 925-0
High 966-0 960-0 -6-0 -0.6% 948-0
Low 955-4 949-4 -6-0 -0.6% 920-0
Close 965-4 951-4 -14-0 -1.5% 945-0
Range 10-4 10-4 0-0 0.0% 28-0
ATR 18-3 18-2 -0-1 -0.9% 0-0
Volume 80,635 82,989 2,354 2.9% 544,435
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 985-1 978-7 957-2
R3 974-5 968-3 954-3
R2 964-1 964-1 953-3
R1 957-7 957-7 952-4 955-6
PP 953-5 953-5 953-5 952-5
S1 947-3 947-3 950-4 945-2
S2 943-1 943-1 949-5
S3 932-5 936-7 948-5
S4 922-1 926-3 945-6
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1021-5 1011-3 960-3
R3 993-5 983-3 952-6
R2 965-5 965-5 950-1
R1 955-3 955-3 947-5 960-4
PP 937-5 937-5 937-5 940-2
S1 927-3 927-3 942-3 932-4
S2 909-5 909-5 939-7
S3 881-5 899-3 937-2
S4 853-5 871-3 929-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 966-0 920-0 46-0 4.8% 14-4 1.5% 68% False False 101,659
10 966-0 900-0 66-0 6.9% 15-3 1.6% 78% False False 97,449
20 966-0 900-0 66-0 6.9% 15-2 1.6% 78% False False 87,035
40 1074-4 900-0 174-4 18.3% 15-7 1.7% 30% False False 78,021
60 1083-0 900-0 183-0 19.2% 17-0 1.8% 28% False False 64,114
80 1083-0 900-0 183-0 19.2% 17-4 1.8% 28% False False 52,698
100 1083-0 890-0 193-0 20.3% 16-3 1.7% 32% False False 43,912
120 1083-0 890-0 193-0 20.3% 15-4 1.6% 32% False False 37,572
Crabel Price Patterns
NR False
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 1-6
Fibonacci Retracements and Extensions
4.250 1004-5
2.618 987-4
1.618 977-0
1.000 970-4
0.618 966-4
HIGH 960-0
0.618 956-0
0.500 954-6
0.382 953-4
LOW 949-4
0.618 943-0
1.000 939-0
1.618 932-4
2.618 922-0
4.250 904-7
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 954-6 949-6
PP 953-5 948-0
S1 952-5 946-2

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

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