CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 972-6 976-0 3-2 0.3% 964-2
High 972-6 984-2 11-4 1.2% 996-4
Low 972-6 968-6 -4-0 -0.4% 964-2
Close 972-6 976-0 3-2 0.3% 990-2
Range 0-0 15-4 15-4 32-2
ATR 9-0 9-3 0-4 5.2% 0-0
Volume 1,740 1,071 -669 -38.4% 7,735
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 1022-7 1014-7 984-4
R3 1007-3 999-3 980-2
R2 991-7 991-7 978-7
R1 983-7 983-7 977-3 983-6
PP 976-3 976-3 976-3 976-2
S1 968-3 968-3 974-5 968-2
S2 960-7 960-7 973-1
S3 945-3 952-7 971-6
S4 929-7 937-3 967-4
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1080-3 1067-5 1008-0
R3 1048-1 1035-3 999-1
R2 1015-7 1015-7 996-1
R1 1003-1 1003-1 993-2 1009-4
PP 983-5 983-5 983-5 986-7
S1 970-7 970-7 987-2 977-2
S2 951-3 951-3 984-3
S3 919-1 938-5 981-3
S4 886-7 906-3 972-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 996-4 968-6 27-6 2.8% 3-7 0.4% 26% False True 1,577
10 996-4 963-0 33-4 3.4% 3-3 0.3% 39% False False 1,628
20 996-4 920-0 76-4 7.8% 3-1 0.3% 73% False False 2,121
40 996-4 920-0 76-4 7.8% 2-6 0.3% 73% False False 1,534
60 996-4 912-4 84-0 8.6% 2-1 0.2% 76% False False 1,212
80 1041-0 912-4 128-4 13.2% 1-6 0.2% 49% False False 994
100 1056-0 912-4 143-4 14.7% 1-4 0.2% 44% False False 839
120 1059-4 912-4 147-0 15.1% 1-3 0.1% 43% False False 737
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 0-7
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 1050-1
2.618 1024-7
1.618 1009-3
1.000 999-6
0.618 993-7
HIGH 984-2
0.618 978-3
0.500 976-4
0.382 974-5
LOW 968-6
0.618 959-1
1.000 953-2
1.618 943-5
2.618 928-1
4.250 902-7
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 976-4 979-7
PP 976-3 978-5
S1 976-1 977-2

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

View Archives - Comment on this page... - Back to Index of Symbols