CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 964-0 968-4 4-4 0.5% 965-4
High 973-6 976-0 2-2 0.2% 988-0
Low 964-0 968-4 4-4 0.5% 953-0
Close 970-4 970-6 0-2 0.0% 969-0
Range 9-6 7-4 -2-2 -23.1% 35-0
ATR 14-7 14-3 -0-4 -3.5% 0-0
Volume 18,696 11,503 -7,193 -38.5% 137,925
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 994-2 990-0 974-7
R3 986-6 982-4 972-6
R2 979-2 979-2 972-1
R1 975-0 975-0 971-4 977-1
PP 971-6 971-6 971-6 972-6
S1 967-4 967-4 970-0 969-5
S2 964-2 964-2 969-3
S3 956-6 960-0 968-6
S4 949-2 952-4 966-5
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1075-0 1057-0 988-2
R3 1040-0 1022-0 978-5
R2 1005-0 1005-0 975-3
R1 987-0 987-0 972-2 996-0
PP 970-0 970-0 970-0 974-4
S1 952-0 952-0 965-6 961-0
S2 935-0 935-0 962-5
S3 900-0 917-0 959-3
S4 865-0 882-0 949-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 976-0 953-0 23-0 2.4% 9-1 0.9% 77% True False 25,845
10 988-0 953-0 35-0 3.6% 10-7 1.1% 51% False False 23,908
20 988-0 922-0 66-0 6.8% 12-1 1.2% 74% False False 26,137
40 1078-0 922-0 156-0 16.1% 12-3 1.3% 31% False False 22,348
60 1085-0 922-0 163-0 16.8% 12-3 1.3% 30% False False 18,813
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1007-7
2.618 995-5
1.618 988-1
1.000 983-4
0.618 980-5
HIGH 976-0
0.618 973-1
0.500 972-2
0.382 971-3
LOW 968-4
0.618 963-7
1.000 961-0
1.618 956-3
2.618 948-7
4.250 936-5
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 972-2 969-7
PP 971-6 968-7
S1 971-2 968-0

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

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