CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 933-4 937-0 3-4 0.4% 939-0
High 933-4 937-0 3-4 0.4% 949-0
Low 925-0 937-0 12-0 1.3% 920-0
Close 928-2 937-0 8-6 0.9% 932-6
Range 8-4 0-0 -8-4 -100.0% 29-0
ATR 9-2 9-2 0-0 -0.4% 0-0
Volume 1,904 2,390 486 25.5% 11,476
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 937-0 937-0 937-0
R3 937-0 937-0 937-0
R2 937-0 937-0 937-0
R1 937-0 937-0 937-0 937-0
PP 937-0 937-0 937-0 937-0
S1 937-0 937-0 937-0 937-0
S2 937-0 937-0 937-0
S3 937-0 937-0 937-0
S4 937-0 937-0 937-0
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
5 943-4 920-0 23-4 2.5% 3-1 0.3% 72% False False 2,829
10 957-4 920-0 37-4 4.0% 3-4 0.4% 45% False False 2,145
20 957-4 920-0 37-4 4.0% 3-1 0.3% 45% False False 1,442
40 957-4 920-0 37-4 4.0% 2-0 0.2% 45% False False 1,041
60 1012-4 912-4 100-0 10.7% 1-4 0.2% 25% False False 820
80 1049-4 912-4 137-0 14.6% 1-2 0.1% 18% False False 664
100 1059-4 912-4 147-0 15.7% 1-2 0.1% 17% False False 578
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 937-0
2.618 937-0
1.618 937-0
1.000 937-0
0.618 937-0
HIGH 937-0
0.618 937-0
0.500 937-0
0.382 937-0
LOW 937-0
0.618 937-0
1.000 937-0
1.618 937-0
2.618 937-0
4.250 937-0
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 937-0 934-4
PP 937-0 932-0
S1 937-0 929-4

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

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