CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 947-4 940-4 -7-0 -0.7% 956-0
High 952-0 948-0 -4-0 -0.4% 971-4
Low 943-4 935-4 -8-0 -0.8% 938-0
Close 948-0 947-4 -0-4 -0.1% 942-6
Range 8-4 12-4 4-0 47.1% 33-4
ATR 15-4 15-2 -0-2 -1.4% 0-0
Volume 66,010 58,073 -7,937 -12.0% 355,181
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 981-1 976-7 954-3
R3 968-5 964-3 951-0
R2 956-1 956-1 949-6
R1 951-7 951-7 948-5 954-0
PP 943-5 943-5 943-5 944-6
S1 939-3 939-3 946-3 941-4
S2 931-1 931-1 945-2
S3 918-5 926-7 944-0
S4 906-1 914-3 940-5
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
5 971-4 935-4 36-0 3.8% 11-1 1.2% 33% False True 67,998
10 971-4 935-4 36-0 3.8% 12-6 1.3% 33% False True 75,654
20 984-4 930-0 54-4 5.8% 14-3 1.5% 32% False False 63,613
40 1029-4 911-0 118-4 12.5% 14-1 1.5% 31% False False 45,761
60 1079-4 911-0 168-4 17.8% 14-1 1.5% 22% False False 34,222
80 1087-4 911-0 176-4 18.6% 14-5 1.5% 21% False False 28,034
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1001-1
2.618 980-6
1.618 968-2
1.000 960-4
0.618 955-6
HIGH 948-0
0.618 943-2
0.500 941-6
0.382 940-2
LOW 935-4
0.618 927-6
1.000 923-0
1.618 915-2
2.618 902-6
4.250 882-3
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 945-5 946-2
PP 943-5 945-0
S1 941-6 943-6

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

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