CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 935-4 941-4 6-0 0.6% 960-0
High 945-0 956-4 11-4 1.2% 977-0
Low 934-0 940-0 6-0 0.6% 931-0
Close 944-4 952-4 8-0 0.8% 942-0
Range 11-0 16-4 5-4 50.0% 46-0
ATR 16-7 16-6 0-0 -0.1% 0-0
Volume 47,924 53,024 5,100 10.6% 366,063
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 999-1 992-3 961-5
R3 982-5 975-7 957-0
R2 966-1 966-1 955-4
R1 959-3 959-3 954-0 962-6
PP 949-5 949-5 949-5 951-3
S1 942-7 942-7 951-0 946-2
S2 933-1 933-1 949-4
S3 916-5 926-3 948-0
S4 900-1 909-7 943-3
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1088-0 1061-0 967-2
R3 1042-0 1015-0 954-5
R2 996-0 996-0 950-3
R1 969-0 969-0 946-2 959-4
PP 950-0 950-0 950-0 945-2
S1 923-0 923-0 937-6 913-4
S2 904-0 904-0 933-5
S3 858-0 877-0 929-3
S4 812-0 831-0 916-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956-4 931-0 25-4 2.7% 15-0 1.6% 84% True False 61,673
10 977-0 931-0 46-0 4.8% 15-1 1.6% 47% False False 66,960
20 977-0 922-0 55-0 5.8% 15-1 1.6% 55% False False 68,228
40 984-4 922-0 62-4 6.6% 14-6 1.6% 49% False False 65,920
60 1029-4 911-0 118-4 12.4% 14-4 1.5% 35% False False 53,250
80 1079-4 911-0 168-4 17.7% 14-3 1.5% 25% False False 42,724
100 1087-4 911-0 176-4 18.5% 14-6 1.5% 24% False False 36,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1026-5
2.618 999-6
1.618 983-2
1.000 973-0
0.618 966-6
HIGH 956-4
0.618 950-2
0.500 948-2
0.382 946-2
LOW 940-0
0.618 929-6
1.000 923-4
1.618 913-2
2.618 896-6
4.250 869-7
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 951-1 949-7
PP 949-5 947-3
S1 948-2 944-6

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

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