CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 922-0 933-4 11-4 1.2% 939-0
High 927-0 933-4 6-4 0.7% 949-0
Low 922-0 925-0 3-0 0.3% 920-0
Close 932-6 928-2 -4-4 -0.5% 932-6
Range 5-0 8-4 3-4 70.0% 29-0
ATR 9-3 9-2 0-0 -0.6% 0-0
Volume 5,787 1,904 -3,883 -67.1% 11,476
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 954-3 949-7 932-7
R3 945-7 941-3 930-5
R2 937-3 937-3 929-6
R1 932-7 932-7 929-0 930-7
PP 928-7 928-7 928-7 928-0
S1 924-3 924-3 927-4 922-3
S2 920-3 920-3 926-6
S3 911-7 915-7 925-7
S4 903-3 907-3 923-5
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1020-7 1005-7 948-6
R3 991-7 976-7 940-6
R2 962-7 962-7 938-1
R1 947-7 947-7 935-3 940-7
PP 933-7 933-7 933-7 930-4
S1 918-7 918-7 930-1 911-7
S2 904-7 904-7 927-3
S3 875-7 889-7 924-6
S4 846-7 860-7 916-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949-0 920-0 29-0 3.1% 5-1 0.5% 28% False False 2,676
10 957-4 920-0 37-4 4.0% 3-4 0.4% 22% False False 2,002
20 957-4 920-0 37-4 4.0% 3-1 0.3% 22% False False 1,348
40 957-4 914-2 43-2 4.7% 2-0 0.2% 32% False False 994
60 1015-0 912-4 102-4 11.0% 1-4 0.2% 15% False False 781
80 1049-4 912-4 137-0 14.8% 1-2 0.1% 11% False False 637
100 1059-4 912-4 147-0 15.8% 1-2 0.1% 11% False False 557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 969-5
2.618 955-6
1.618 947-2
1.000 942-0
0.618 938-6
HIGH 933-4
0.618 930-2
0.500 929-2
0.382 928-2
LOW 925-0
0.618 919-6
1.000 916-4
1.618 911-2
2.618 902-6
4.250 888-7
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 929-2 927-6
PP 928-7 927-2
S1 928-5 926-6

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

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