CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 942-6 943-0 0-2 0.0% 948-0
High 942-6 949-0 6-2 0.7% 955-0
Low 942-6 941-0 -1-6 -0.2% 940-0
Close 942-6 949-0 6-2 0.7% 940-0
Range 0-0 8-0 8-0 15-0
ATR 8-5 8-4 0-0 -0.5% 0-0
Volume 157 1,511 1,354 862.4% 2,506
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 970-3 967-5 953-3
R3 962-3 959-5 951-2
R2 954-3 954-3 950-4
R1 951-5 951-5 949-6 953-0
PP 946-3 946-3 946-3 947-0
S1 943-5 943-5 948-2 945-0
S2 938-3 938-3 947-4
S3 930-3 935-5 946-6
S4 922-3 927-5 944-5
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 990-0 980-0 948-2
R3 975-0 965-0 944-1
R2 960-0 960-0 942-6
R1 950-0 950-0 941-3 947-4
PP 945-0 945-0 945-0 943-6
S1 935-0 935-0 938-5 932-4
S2 930-0 930-0 937-2
S3 915-0 920-0 935-7
S4 900-0 905-0 931-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 952-0 940-0 12-0 1.3% 1-5 0.2% 75% False False 567
10 955-0 931-0 24-0 2.5% 1-5 0.2% 75% False False 702
20 955-0 912-4 42-4 4.5% 0-6 0.1% 86% False False 566
40 1041-0 912-4 128-4 13.5% 0-6 0.1% 28% False False 438
60 1059-4 912-4 147-0 15.5% 0-6 0.1% 25% False False 376
80 1059-4 912-4 147-0 15.5% 1-0 0.1% 25% False False 323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 983-0
2.618 970-0
1.618 962-0
1.000 957-0
0.618 954-0
HIGH 949-0
0.618 946-0
0.500 945-0
0.382 944-0
LOW 941-0
0.618 936-0
1.000 933-0
1.618 928-0
2.618 920-0
4.250 907-0
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 947-5 948-1
PP 946-3 947-3
S1 945-0 946-4

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

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