CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 951-0 939-0 -12-0 -1.3% 936-4
High 955-0 957-0 2-0 0.2% 957-0
Low 946-0 936-0 -10-0 -1.1% 930-0
Close 952-0 954-0 2-0 0.2% 954-0
Range 9-0 21-0 12-0 133.3% 27-0
ATR 16-4 16-7 0-3 1.9% 0-0
Volume 62,196 62,864 668 1.1% 277,707
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1012-0 1004-0 965-4
R3 991-0 983-0 959-6
R2 970-0 970-0 957-7
R1 962-0 962-0 955-7 966-0
PP 949-0 949-0 949-0 951-0
S1 941-0 941-0 952-1 945-0
S2 928-0 928-0 950-1
S3 907-0 920-0 948-2
S4 886-0 899-0 942-4
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1028-0 1018-0 968-7
R3 1001-0 991-0 961-3
R2 974-0 974-0 959-0
R1 964-0 964-0 956-4 969-0
PP 947-0 947-0 947-0 949-4
S1 937-0 937-0 951-4 942-0
S2 920-0 920-0 949-0
S3 893-0 910-0 946-5
S4 866-0 883-0 939-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957-0 930-0 27-0 2.8% 16-1 1.7% 89% True False 55,541
10 957-0 911-0 46-0 4.8% 14-6 1.5% 93% True False 46,464
20 995-0 911-0 84-0 8.8% 13-7 1.5% 51% False False 35,264
40 1079-4 911-0 168-4 17.7% 14-3 1.5% 26% False False 23,933
60 1087-4 911-0 176-4 18.5% 15-0 1.6% 24% False False 19,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1046-2
2.618 1012-0
1.618 991-0
1.000 978-0
0.618 970-0
HIGH 957-0
0.618 949-0
0.500 946-4
0.382 944-0
LOW 936-0
0.618 923-0
1.000 915-0
1.618 902-0
2.618 881-0
4.250 846-6
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 951-4 950-4
PP 949-0 947-0
S1 946-4 943-4

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

View Archives - Comment on this page... - Back to Index of Symbols