CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 953-0 947-0 -6-0 -0.6% 956-0
High 954-0 948-4 -5-4 -0.6% 971-4
Low 938-0 938-2 0-2 0.0% 938-0
Close 942-0 942-6 0-6 0.1% 942-6
Range 16-0 10-2 -5-6 -35.9% 33-4
ATR 16-3 15-7 -0-3 -2.7% 0-0
Volume 61,843 88,892 27,049 43.7% 355,181
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 973-7 968-5 948-3
R3 963-5 958-3 945-5
R2 953-3 953-3 944-5
R1 948-1 948-1 943-6 945-5
PP 943-1 943-1 943-1 942-0
S1 937-7 937-7 941-6 935-3
S2 932-7 932-7 940-7
S3 922-5 927-5 939-7
S4 912-3 917-3 937-1
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1051-2 1030-4 961-1
R3 1017-6 997-0 952-0
R2 984-2 984-2 948-7
R1 963-4 963-4 945-7 957-1
PP 950-6 950-6 950-6 947-4
S1 930-0 930-0 939-5 923-5
S2 917-2 917-2 936-5
S3 883-6 896-4 933-4
S4 850-2 863-0 924-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 971-4 938-0 33-4 3.6% 11-0 1.2% 14% False False 71,036
10 984-4 938-0 46-4 4.9% 14-7 1.6% 10% False False 73,860
20 984-4 920-0 64-4 6.8% 14-4 1.5% 35% False False 61,758
40 1050-0 911-0 139-0 14.7% 14-2 1.5% 23% False False 43,333
60 1079-4 911-0 168-4 17.9% 14-3 1.5% 19% False False 32,704
80 1087-4 911-0 176-4 18.7% 14-5 1.6% 18% False False 26,670
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 992-0
2.618 975-3
1.618 965-1
1.000 958-6
0.618 954-7
HIGH 948-4
0.618 944-5
0.500 943-3
0.382 942-1
LOW 938-2
0.618 931-7
1.000 928-0
1.618 921-5
2.618 911-3
4.250 894-6
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 943-3 954-6
PP 943-1 950-6
S1 943-0 946-6

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

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