CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 981-0 977-0 -4-0 -0.4% 953-0
High 983-0 994-4 11-4 1.2% 972-4
Low 974-0 974-4 0-4 0.1% 942-0
Close 977-0 993-0 16-0 1.6% 962-0
Range 9-0 20-0 11-0 122.2% 30-4
ATR 14-3 14-6 0-3 2.8% 0-0
Volume 107,865 73,992 -33,873 -31.4% 158,733
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1047-3 1040-1 1004-0
R3 1027-3 1020-1 998-4
R2 1007-3 1007-3 996-5
R1 1000-1 1000-1 994-7 1003-6
PP 987-3 987-3 987-3 989-1
S1 980-1 980-1 991-1 983-6
S2 967-3 967-3 989-3
S3 947-3 960-1 987-4
S4 927-3 940-1 982-0
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1050-3 1036-5 978-6
R3 1019-7 1006-1 970-3
R2 989-3 989-3 967-5
R1 975-5 975-5 964-6 982-4
PP 958-7 958-7 958-7 962-2
S1 945-1 945-1 959-2 952-0
S2 928-3 928-3 956-3
S3 897-7 914-5 953-5
S4 867-3 884-1 945-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 994-4 957-4 37-0 3.7% 13-4 1.4% 96% True False 79,868
10 994-4 942-0 52-4 5.3% 12-4 1.3% 97% True False 59,158
20 994-4 941-0 53-4 5.4% 12-6 1.3% 97% True False 46,028
40 994-4 930-0 64-4 6.5% 12-3 1.2% 98% True False 35,701
60 994-4 922-0 72-4 7.3% 12-3 1.3% 98% True False 32,229
80 1078-0 922-0 156-0 15.7% 12-3 1.2% 46% False False 27,559
100 1091-0 922-0 169-0 17.0% 12-6 1.3% 42% False False 24,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1079-4
2.618 1046-7
1.618 1026-7
1.000 1014-4
0.618 1006-7
HIGH 994-4
0.618 986-7
0.500 984-4
0.382 982-1
LOW 974-4
0.618 962-1
1.000 954-4
1.618 942-1
2.618 922-1
4.250 889-4
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 990-1 988-3
PP 987-3 983-7
S1 984-4 979-2

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

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