CME Pit-Traded Soybean Future July 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 945-0 951-0 6-0 0.6% 970-0
High 953-4 965-4 12-0 1.3% 983-0
Low 943-0 948-4 5-4 0.6% 941-0
Close 953-4 961-4 8-0 0.8% 951-2
Range 10-4 17-0 6-4 61.9% 42-0
ATR 15-5 15-5 0-1 0.7% 0-0
Volume 28,575 35,089 6,514 22.8% 205,409
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 1009-4 1002-4 970-7
R3 992-4 985-4 966-1
R2 975-4 975-4 964-5
R1 968-4 968-4 963-0 972-0
PP 958-4 958-4 958-4 960-2
S1 951-4 951-4 960-0 955-0
S2 941-4 941-4 958-3
S3 924-4 934-4 956-7
S4 907-4 917-4 952-1
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1084-3 1059-7 974-3
R3 1042-3 1017-7 962-6
R2 1000-3 1000-3 959-0
R1 975-7 975-7 955-1 967-1
PP 958-3 958-3 958-3 954-0
S1 933-7 933-7 947-3 925-1
S2 916-3 916-3 943-4
S3 874-3 891-7 939-6
S4 832-3 849-7 928-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965-4 941-0 24-4 2.5% 13-6 1.4% 84% True False 37,935
10 983-0 941-0 42-0 4.4% 13-3 1.4% 49% False False 38,039
20 983-0 930-0 53-0 5.5% 13-4 1.4% 59% False False 32,585
40 988-0 930-0 58-0 6.0% 12-5 1.3% 54% False False 29,057
60 1034-4 922-0 112-4 11.7% 12-5 1.3% 35% False False 26,886
80 1085-0 922-0 163-0 17.0% 12-6 1.3% 24% False False 23,042
100 1091-0 922-0 169-0 17.6% 13-1 1.4% 23% False False 20,788
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 2-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1037-6
2.618 1010-0
1.618 993-0
1.000 982-4
0.618 976-0
HIGH 965-4
0.618 959-0
0.500 957-0
0.382 955-0
LOW 948-4
0.618 938-0
1.000 931-4
1.618 921-0
2.618 904-0
4.250 876-2
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 960-0 958-7
PP 958-4 956-3
S1 957-0 953-6

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

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