CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 947-0 952-0 5-0 0.5% 923-4
High 950-0 952-0 2-0 0.2% 952-0
Low 947-0 952-0 5-0 0.5% 921-0
Close 948-6 952-0 3-2 0.3% 952-0
Range 3-0 0-0 -3-0 -100.0% 31-0
ATR 8-2 7-7 -0-3 -4.3% 0-0
Volume 542 401 -141 -26.0% 2,114
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 952-0 952-0 952-0
R3 952-0 952-0 952-0
R2 952-0 952-0 952-0
R1 952-0 952-0 952-0 952-0
PP 952-0 952-0 952-0 952-0
S1 952-0 952-0 952-0 952-0
S2 952-0 952-0 952-0
S3 952-0 952-0 952-0
S4 952-0 952-0 952-0
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1034-5 1024-3 969-0
R3 1003-5 993-3 960-4
R2 972-5 972-5 957-5
R1 962-3 962-3 954-7 967-4
PP 941-5 941-5 941-5 944-2
S1 931-3 931-3 949-1 936-4
S2 910-5 910-5 946-3
S3 879-5 900-3 943-4
S4 848-5 869-3 935-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 952-0 921-0 31-0 3.3% 3-1 0.3% 100% True False 422
10 952-0 921-0 31-0 3.3% 2-7 0.3% 100% True False 695
20 953-4 921-0 32-4 3.4% 1-7 0.2% 95% False False 637
40 955-0 912-4 42-4 4.5% 1-2 0.1% 93% False False 573
60 1041-0 912-4 128-4 13.5% 1-0 0.1% 31% False False 483
80 1059-4 912-4 147-0 15.4% 1-0 0.1% 27% False False 427
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 952-0
2.618 952-0
1.618 952-0
1.000 952-0
0.618 952-0
HIGH 952-0
0.618 952-0
0.500 952-0
0.382 952-0
LOW 952-0
0.618 952-0
1.000 952-0
1.618 952-0
2.618 952-0
4.250 952-0
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 952-0 951-1
PP 952-0 950-3
S1 952-0 949-4

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

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