CME Pit-Traded Soybean Future July 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 966-0 969-4 3-4 0.4% 930-0
High 968-0 972-4 4-4 0.5% 969-0
Low 961-0 951-0 -10-0 -1.0% 930-0
Close 967-4 950-4 -17-0 -1.8% 969-4
Range 7-0 21-4 14-4 207.1% 39-0
ATR 14-1 14-5 0-4 3.8% 0-0
Volume 34,566 42,124 7,558 21.9% 121,137
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 1022-4 1008-0 962-3
R3 1001-0 986-4 956-3
R2 979-4 979-4 954-4
R1 965-0 965-0 952-4 961-4
PP 958-0 958-0 958-0 956-2
S1 943-4 943-4 948-4 940-0
S2 936-4 936-4 946-4
S3 915-0 922-0 944-5
S4 893-4 900-4 938-5
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1073-1 1060-3 991-0
R3 1034-1 1021-3 980-2
R2 995-1 995-1 976-5
R1 982-3 982-3 973-1 988-6
PP 956-1 956-1 956-1 959-3
S1 943-3 943-3 965-7 949-6
S2 917-1 917-1 962-3
S3 878-1 904-3 958-6
S4 839-1 865-3 948-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 983-0 951-0 32-0 3.4% 12-6 1.3% -2% False True 29,797
10 983-0 930-0 53-0 5.6% 12-4 1.3% 39% False False 28,857
20 983-0 930-0 53-0 5.6% 12-2 1.3% 39% False False 26,536
40 988-0 922-0 66-0 6.9% 12-4 1.3% 43% False False 26,799
60 1078-0 922-0 156-0 16.4% 12-4 1.3% 18% False False 23,151
80 1091-0 922-0 169-0 17.8% 12-5 1.3% 17% False False 20,385
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 1-3
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1063-7
2.618 1028-6
1.618 1007-2
1.000 994-0
0.618 985-6
HIGH 972-4
0.618 964-2
0.500 961-6
0.382 959-2
LOW 951-0
0.618 937-6
1.000 929-4
1.618 916-2
2.618 894-6
4.250 859-5
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 961-6 967-0
PP 958-0 961-4
S1 954-2 956-0

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

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