CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 947-0 969-4 22-4 2.4% 945-0
High 961-0 982-0 21-0 2.2% 961-0
Low 943-0 969-4 26-4 2.8% 939-0
Close 960-6 981-6 21-0 2.2% 960-6
Range 18-0 12-4 -5-4 -30.6% 22-0
ATR 15-5 16-1 0-3 2.5% 0-0
Volume 31,954 25,077 -6,877 -21.5% 153,789
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 1015-2 1011-0 988-5
R3 1002-6 998-4 985-2
R2 990-2 990-2 984-0
R1 986-0 986-0 982-7 988-1
PP 977-6 977-6 977-6 978-6
S1 973-4 973-4 980-5 975-5
S2 965-2 965-2 979-4
S3 952-6 961-0 978-2
S4 940-2 948-4 974-7
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1019-5 1012-1 972-7
R3 997-5 990-1 966-6
R2 975-5 975-5 964-6
R1 968-1 968-1 962-6 971-7
PP 953-5 953-5 953-5 955-4
S1 946-1 946-1 958-6 949-7
S2 931-5 931-5 956-6
S3 909-5 924-1 954-6
S4 887-5 902-1 948-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982-0 939-0 43-0 4.4% 14-6 1.5% 99% True False 29,129
10 982-0 922-0 60-0 6.1% 13-3 1.4% 100% True False 28,367
20 983-0 922-0 61-0 6.2% 12-4 1.3% 98% False False 24,941
40 1078-0 922-0 156-0 15.9% 12-7 1.3% 38% False False 18,938
60 1091-0 922-0 169-0 17.2% 13-2 1.4% 35% False False 16,821
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1035-1
2.618 1014-6
1.618 1002-2
1.000 994-4
0.618 989-6
HIGH 982-0
0.618 977-2
0.500 975-6
0.382 974-2
LOW 969-4
0.618 961-6
1.000 957-0
1.618 949-2
2.618 936-6
4.250 916-3
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 979-6 975-3
PP 977-6 968-7
S1 975-6 962-4

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

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