CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 994-0 1004-0 10-0 1.0% 968-0
High 1015-0 1015-4 0-4 0.0% 998-6
Low 994-0 1002-0 8-0 0.8% 962-4
Close 1006-0 1015-0 9-0 0.9% 995-0
Range 21-0 13-4 -7-4 -35.7% 36-2
ATR 14-4 14-4 -0-1 -0.5% 0-0
Volume 63,754 101,232 37,478 58.8% 423,376
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 1051-3 1046-5 1022-3
R3 1037-7 1033-1 1018-6
R2 1024-3 1024-3 1017-4
R1 1019-5 1019-5 1016-2 1022-0
PP 1010-7 1010-7 1010-7 1012-0
S1 1006-1 1006-1 1013-6 1008-4
S2 997-3 997-3 1012-4
S3 983-7 992-5 1011-2
S4 970-3 979-1 1007-5
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1094-1 1080-7 1015-0
R3 1057-7 1044-5 1005-0
R2 1021-5 1021-5 1001-5
R1 1008-3 1008-3 998-3 1015-0
PP 985-3 985-3 985-3 988-6
S1 972-1 972-1 991-5 978-6
S2 949-1 949-1 988-3
S3 912-7 935-7 985-0
S4 876-5 899-5 975-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1015-4 982-4 33-0 3.3% 12-3 1.2% 98% True False 78,125
10 1015-4 957-4 58-0 5.7% 12-7 1.3% 99% True False 78,996
20 1015-4 941-0 74-4 7.3% 13-1 1.3% 99% True False 58,953
40 1015-4 930-0 85-4 8.4% 12-2 1.2% 99% True False 42,358
60 1015-4 922-0 93-4 9.2% 12-4 1.2% 99% True False 37,176
80 1078-0 922-0 156-0 15.4% 12-4 1.2% 60% False False 31,619
100 1091-0 922-0 169-0 16.7% 12-5 1.2% 55% False False 27,782
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1072-7
2.618 1050-7
1.618 1037-3
1.000 1029-0
0.618 1023-7
HIGH 1015-4
0.618 1010-3
0.500 1008-6
0.382 1007-1
LOW 1002-0
0.618 993-5
1.000 988-4
1.618 980-1
2.618 966-5
4.250 944-5
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 1012-7 1010-6
PP 1010-7 1006-4
S1 1008-6 1002-2

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

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