CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 927-4 912-4 -15-0 -1.6% 930-0
High 927-4 912-4 -15-0 -1.6% 939-4
Low 927-4 912-4 -15-0 -1.6% 917-0
Close 927-4 912-4 -15-0 -1.6% 917-0
Range
ATR 10-0 10-3 0-3 3.5% 0-0
Volume 148 392 244 164.9% 1,890
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 912-4 912-4 912-4
R3 912-4 912-4 912-4
R2 912-4 912-4 912-4
R1 912-4 912-4 912-4 912-4
PP 912-4 912-4 912-4 912-4
S1 912-4 912-4 912-4 912-4
S2 912-4 912-4 912-4
S3 912-4 912-4 912-4
S4 912-4 912-4 912-4
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 992-0 977-0 929-3
R3 969-4 954-4 923-2
R2 947-0 947-0 921-1
R1 932-0 932-0 919-0 928-2
PP 924-4 924-4 924-4 922-5
S1 909-4 909-4 915-0 905-6
S2 902-0 902-0 912-7
S3 879-4 887-0 910-6
S4 857-0 864-4 904-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 929-2 912-4 16-6 1.8% 0-0 0.0% 0% False True 379
10 949-0 912-4 36-4 4.0% 0-6 0.1% 0% False True 376
20 1041-0 912-4 128-4 14.1% 0-5 0.1% 0% False True 347
40 1056-0 912-4 143-4 15.7% 0-4 0.1% 0% False True 280
60 1059-4 912-4 147-0 16.1% 0-6 0.1% 0% False True 263
Crabel Price Patterns
NR False
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 0-0
Fibonacci Retracements and Extensions
4.250 912-4
2.618 912-4
1.618 912-4
1.000 912-4
0.618 912-4
HIGH 912-4
0.618 912-4
0.500 912-4
0.382 912-4
LOW 912-4
0.618 912-4
1.000 912-4
1.618 912-4
2.618 912-4
4.250 912-4
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 912-4 920-0
PP 912-4 917-4
S1 912-4 915-0

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

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