CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 976-0 979-4 3-4 0.4% 964-2
High 984-2 979-4 -4-6 -0.5% 996-4
Low 968-6 979-4 10-6 1.1% 964-2
Close 976-0 979-4 3-4 0.4% 990-2
Range 15-4 0-0 -15-4 -100.0% 32-2
ATR 9-3 9-0 -0-3 -4.5% 0-0
Volume 1,071 1,563 492 45.9% 7,735
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 979-4 979-4 979-4
R3 979-4 979-4 979-4
R2 979-4 979-4 979-4
R1 979-4 979-4 979-4 979-4
PP 979-4 979-4 979-4 979-4
S1 979-4 979-4 979-4 979-4
S2 979-4 979-4 979-4
S3 979-4 979-4 979-4
S4 979-4 979-4 979-4
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
5 991-4 968-6 22-6 2.3% 3-7 0.4% 47% False False 1,579
10 996-4 964-2 32-2 3.3% 2-4 0.3% 47% False False 1,570
20 996-4 922-0 74-4 7.6% 3-0 0.3% 77% False False 2,076
40 996-4 920-0 76-4 7.8% 2-6 0.3% 78% False False 1,568
60 996-4 912-4 84-0 8.6% 2-1 0.2% 80% False False 1,236
80 1041-0 912-4 128-4 13.1% 1-6 0.2% 52% False False 1,011
100 1056-0 912-4 143-4 14.7% 1-4 0.2% 47% False False 851
120 1059-4 912-4 147-0 15.0% 1-3 0.1% 46% False False 747
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 979-4
2.618 979-4
1.618 979-4
1.000 979-4
0.618 979-4
HIGH 979-4
0.618 979-4
0.500 979-4
0.382 979-4
LOW 979-4
0.618 979-4
1.000 979-4
1.618 979-4
2.618 979-4
4.250 979-4
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 979-4 978-4
PP 979-4 977-4
S1 979-4 976-4

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

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