CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 951-0 952-0 1-0 0.1% 958-0
High 964-4 963-0 -1-4 -0.2% 984-4
Low 942-4 951-0 8-4 0.9% 942-4
Close 950-0 961-0 11-0 1.2% 961-0
Range 22-0 12-0 -10-0 -45.5% 42-0
ATR 17-4 17-1 -0-3 -1.8% 0-0
Volume 87,355 78,486 -8,869 -10.2% 383,422
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 994-3 989-5 967-5
R3 982-3 977-5 964-2
R2 970-3 970-3 963-2
R1 965-5 965-5 962-1 968-0
PP 958-3 958-3 958-3 959-4
S1 953-5 953-5 959-7 956-0
S2 946-3 946-3 958-6
S3 934-3 941-5 957-6
S4 922-3 929-5 954-3
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1088-5 1066-7 984-1
R3 1046-5 1024-7 972-4
R2 1004-5 1004-5 968-6
R1 982-7 982-7 964-7 993-6
PP 962-5 962-5 962-5 968-1
S1 940-7 940-7 957-1 951-6
S2 920-5 920-5 953-2
S3 878-5 898-7 949-4
S4 836-5 856-7 937-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984-4 942-4 42-0 4.4% 18-5 1.9% 44% False False 76,684
10 984-4 936-0 48-4 5.0% 16-3 1.7% 52% False False 62,558
20 984-4 911-0 73-4 7.6% 15-4 1.6% 68% False False 53,069
40 1076-0 911-0 165-0 17.2% 14-4 1.5% 30% False False 35,798
60 1087-4 911-0 176-4 18.4% 14-6 1.5% 28% False False 27,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1014-0
2.618 994-3
1.618 982-3
1.000 975-0
0.618 970-3
HIGH 963-0
0.618 958-3
0.500 957-0
0.382 955-5
LOW 951-0
0.618 943-5
1.000 939-0
1.618 931-5
2.618 919-5
4.250 900-0
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 959-5 959-2
PP 958-3 957-4
S1 957-0 955-6

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

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