CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 942-0 949-0 7-0 0.7% 933-4
High 942-0 951-0 9-0 1.0% 951-0
Low 942-0 938-0 -4-0 -0.4% 925-0
Close 942-0 943-2 1-2 0.1% 943-2
Range 0-0 13-0 13-0 26-0
ATR 8-6 9-1 0-2 3.4% 0-0
Volume 1,483 2,349 866 58.4% 9,207
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 983-1 976-1 950-3
R3 970-1 963-1 946-7
R2 957-1 957-1 945-5
R1 950-1 950-1 944-4 947-1
PP 944-1 944-1 944-1 942-4
S1 937-1 937-1 942-0 934-1
S2 931-1 931-1 940-7
S3 918-1 924-1 939-5
S4 905-1 911-1 936-1
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1017-6 1006-4 957-4
R3 991-6 980-4 950-3
R2 965-6 965-6 948-0
R1 954-4 954-4 945-5 960-1
PP 939-6 939-6 939-6 942-4
S1 928-4 928-4 940-7 934-1
S2 913-6 913-6 938-4
S3 887-6 902-4 936-1
S4 861-6 876-4 929-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951-0 925-0 26-0 2.8% 4-2 0.5% 70% True False 1,841
10 951-0 920-0 31-0 3.3% 3-7 0.4% 75% True False 2,291
20 957-4 920-0 37-4 4.0% 3-1 0.3% 62% False False 1,514
40 957-4 920-0 37-4 4.0% 2-2 0.2% 62% False False 1,089
60 986-4 912-4 74-0 7.8% 1-6 0.2% 42% False False 892
80 1049-4 912-4 137-0 14.5% 1-3 0.1% 22% False False 722
100 1059-4 912-4 147-0 15.6% 1-3 0.1% 21% False False 622
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 21 trading days
Fibonacci Retracements and Extensions
4.250 1006-2
2.618 985-0
1.618 972-0
1.000 964-0
0.618 959-0
HIGH 951-0
0.618 946-0
0.500 944-4
0.382 943-0
LOW 938-0
0.618 930-0
1.000 925-0
1.618 917-0
2.618 904-0
4.250 882-6
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 944-4 944-4
PP 944-1 944-1
S1 943-5 943-5

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

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