CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 950-0 953-0 3-0 0.3% 965-4
High 958-0 953-4 -4-4 -0.5% 983-0
Low 941-0 942-0 1-0 0.1% 950-4
Close 950-0 951-2 1-2 0.1% 959-6
Range 17-0 11-4 -5-4 -32.4% 32-4
ATR 16-5 16-2 -0-3 -2.2% 0-0
Volume 40,717 85,276 44,559 109.4% 164,290
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 983-3 978-7 957-5
R3 971-7 967-3 954-3
R2 960-3 960-3 953-3
R1 955-7 955-7 952-2 952-3
PP 948-7 948-7 948-7 947-2
S1 944-3 944-3 950-2 940-7
S2 937-3 937-3 949-1
S3 925-7 932-7 948-1
S4 914-3 921-3 944-7
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1061-7 1043-3 977-5
R3 1029-3 1010-7 968-6
R2 996-7 996-7 965-6
R1 978-3 978-3 962-6 971-3
PP 964-3 964-3 964-3 961-0
S1 945-7 945-7 956-6 938-7
S2 931-7 931-7 953-6
S3 899-3 913-3 950-6
S4 866-7 880-7 941-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 983-0 941-0 42-0 4.4% 13-0 1.4% 24% False False 48,004
10 983-0 941-0 42-0 4.4% 12-7 1.4% 24% False False 38,900
20 983-0 930-0 53-0 5.6% 13-0 1.4% 40% False False 33,447
40 988-0 922-0 66-0 6.9% 12-3 1.3% 44% False False 29,662
60 1069-0 922-0 147-0 15.5% 12-4 1.3% 20% False False 26,457
80 1085-0 922-0 163-0 17.1% 12-4 1.3% 18% False False 22,691
100 1091-0 922-0 169-0 17.8% 13-1 1.4% 17% False False 20,443
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1002-3
2.618 983-5
1.618 972-1
1.000 965-0
0.618 960-5
HIGH 953-4
0.618 949-1
0.500 947-6
0.382 946-3
LOW 942-0
0.618 934-7
1.000 930-4
1.618 923-3
2.618 911-7
4.250 893-1
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 950-1 961-0
PP 948-7 957-6
S1 947-6 954-4

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

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