CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 962-0 963-0 1-0 0.1% 924-0
High 962-4 966-0 3-4 0.4% 962-4
Low 953-4 942-0 -11-4 -1.2% 922-0
Close 960-0 942-4 -17-4 -1.8% 961-6
Range 9-0 24-0 15-0 166.7% 40-4
ATR 15-3 16-0 0-5 4.0% 0-0
Volume 62,583 60,563 -2,020 -3.2% 328,054
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 1022-1 1006-3 955-6
R3 998-1 982-3 949-1
R2 974-1 974-1 946-7
R1 958-3 958-3 944-6 954-2
PP 950-1 950-1 950-1 948-1
S1 934-3 934-3 940-2 930-2
S2 926-1 926-1 938-1
S3 902-1 910-3 935-7
S4 878-1 886-3 929-2
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1070-2 1056-4 984-0
R3 1029-6 1016-0 972-7
R2 989-2 989-2 969-1
R1 975-4 975-4 965-4 982-3
PP 948-6 948-6 948-6 952-2
S1 935-0 935-0 958-0 941-7
S2 908-2 908-2 954-3
S3 867-6 894-4 950-5
S4 827-2 854-0 939-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 976-0 942-0 34-0 3.6% 14-2 1.5% 1% False True 60,316
10 976-0 922-0 54-0 5.7% 13-7 1.5% 38% False False 66,069
20 976-0 922-0 54-0 5.7% 13-5 1.5% 38% False False 68,793
40 984-4 911-0 73-4 7.8% 14-5 1.5% 43% False False 59,689
60 1076-0 911-0 165-0 17.5% 14-3 1.5% 19% False False 45,653
80 1087-4 911-0 176-4 18.7% 14-4 1.5% 18% False False 36,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1068-0
2.618 1028-7
1.618 1004-7
1.000 990-0
0.618 980-7
HIGH 966-0
0.618 956-7
0.500 954-0
0.382 951-1
LOW 942-0
0.618 927-1
1.000 918-0
1.618 903-1
2.618 879-1
4.250 840-0
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 954-0 959-0
PP 950-1 953-4
S1 946-3 948-0

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

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