CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 983-6 973-0 -10-6 -1.1% 991-0
High 983-6 973-0 -10-6 -1.1% 991-0
Low 983-6 971-4 -12-2 -1.2% 968-6
Close 983-6 972-4 -11-2 -1.1% 983-6
Range 0-0 1-4 1-4 22-2
ATR 8-5 8-7 0-2 3.0% 0-0
Volume 1,026 832 -194 -18.9% 6,222
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 976-7 976-1 973-3
R3 975-3 974-5 972-7
R2 973-7 973-7 972-6
R1 973-1 973-1 972-5 972-6
PP 972-3 972-3 972-3 972-1
S1 971-5 971-5 972-3 971-2
S2 970-7 970-7 972-2
S3 969-3 970-1 972-1
S4 967-7 968-5 971-5
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1047-7 1038-1 996-0
R3 1025-5 1015-7 989-7
R2 1003-3 1003-3 987-7
R1 993-5 993-5 985-6 987-3
PP 981-1 981-1 981-1 978-0
S1 971-3 971-3 981-6 965-1
S2 958-7 958-7 979-5
S3 936-5 949-1 977-5
S4 914-3 926-7 971-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984-2 968-6 15-4 1.6% 3-3 0.3% 24% False False 1,246
10 996-4 968-6 27-6 2.9% 2-1 0.2% 14% False False 1,395
20 996-4 937-0 59-4 6.1% 2-3 0.2% 60% False False 1,784
40 996-4 920-0 76-4 7.9% 2-6 0.3% 69% False False 1,566
60 996-4 914-2 82-2 8.5% 2-1 0.2% 71% False False 1,258
80 1015-0 912-4 102-4 10.5% 1-6 0.2% 59% False False 1,032
100 1049-4 912-4 137-0 14.1% 1-4 0.2% 44% False False 866
120 1059-4 912-4 147-0 15.1% 1-3 0.1% 41% False False 761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 979-3
2.618 976-7
1.618 975-3
1.000 974-4
0.618 973-7
HIGH 973-0
0.618 972-3
0.500 972-2
0.382 972-1
LOW 971-4
0.618 970-5
1.000 970-0
1.618 969-1
2.618 967-5
4.250 965-1
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 972-3 977-5
PP 972-3 975-7
S1 972-2 974-2

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

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