CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 963-0 973-0 10-0 1.0% 943-6
High 971-0 974-0 3-0 0.3% 974-0
Low 963-0 968-0 5-0 0.5% 943-6
Close 969-4 973-2 3-6 0.4% 973-2
Range 8-0 6-0 -2-0 -25.0% 30-2
ATR 8-5 8-4 -0-2 -2.2% 0-0
Volume 2,140 2,776 636 29.7% 13,607
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 989-6 987-4 976-4
R3 983-6 981-4 974-7
R2 977-6 977-6 974-3
R1 975-4 975-4 973-6 976-5
PP 971-6 971-6 971-6 972-2
S1 969-4 969-4 972-6 970-5
S2 965-6 965-6 972-1
S3 959-6 963-4 971-5
S4 953-6 957-4 970-0
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1054-3 1044-1 989-7
R3 1024-1 1013-7 981-5
R2 993-7 993-7 978-6
R1 983-5 983-5 976-0 988-6
PP 963-5 963-5 963-5 966-2
S1 953-3 953-3 970-4 958-4
S2 933-3 933-3 967-6
S3 903-1 923-1 964-7
S4 872-7 892-7 956-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974-0 943-6 30-2 3.1% 2-6 0.3% 98% True False 2,721
10 974-0 925-0 49-0 5.0% 3-4 0.4% 98% True False 2,281
20 974-0 920-0 54-0 5.5% 3-1 0.3% 99% True False 2,066
40 974-0 920-0 54-0 5.5% 2-4 0.3% 99% True False 1,348
60 974-0 912-4 61-4 6.3% 1-7 0.2% 99% True False 1,077
80 1041-0 912-4 128-4 13.2% 1-4 0.2% 47% False False 876
100 1059-4 912-4 147-0 15.1% 1-4 0.1% 41% False False 755
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
4.250 999-4
2.618 989-6
1.618 983-6
1.000 980-0
0.618 977-6
HIGH 974-0
0.618 971-6
0.500 971-0
0.382 970-2
LOW 968-0
0.618 964-2
1.000 962-0
1.618 958-2
2.618 952-2
4.250 942-4
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 972-4 970-1
PP 971-6 967-1
S1 971-0 964-0

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

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