CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 921-0 926-0 5-0 0.5% 942-6
High 924-4 926-0 1-4 0.2% 946-0
Low 919-0 917-0 -2-0 -0.2% 927-4
Close 920-6 918-0 -2-6 -0.3% 931-4
Range 5-4 9-0 3-4 63.6% 18-4
ATR 8-5 8-6 0-0 0.3% 0-0
Volume 1,432 1,412 -20 -1.4% 6,930
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 947-3 941-5 923-0
R3 938-3 932-5 920-4
R2 929-3 929-3 919-5
R1 923-5 923-5 918-7 922-0
PP 920-3 920-3 920-3 919-4
S1 914-5 914-5 917-1 913-0
S2 911-3 911-3 916-3
S3 902-3 905-5 915-4
S4 893-3 896-5 913-0
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 990-4 979-4 941-5
R3 972-0 961-0 936-5
R2 953-4 953-4 934-7
R1 942-4 942-4 933-2 938-6
PP 935-0 935-0 935-0 933-1
S1 924-0 924-0 929-6 920-2
S2 916-4 916-4 928-1
S3 898-0 905-4 926-3
S4 879-4 887-0 921-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 943-4 917-0 26-4 2.9% 5-2 0.6% 4% False True 1,603
10 965-0 917-0 48-0 5.2% 2-7 0.3% 2% False True 1,494
20 996-4 917-0 79-4 8.7% 2-4 0.3% 1% False True 1,453
40 996-4 917-0 79-4 8.7% 2-6 0.3% 1% False True 1,773
60 996-4 917-0 79-4 8.7% 2-4 0.3% 1% False True 1,404
80 996-4 912-4 84-0 9.2% 2-0 0.2% 7% False False 1,183
100 1041-0 912-4 128-4 14.0% 1-6 0.2% 4% False False 1,007
120 1059-4 912-4 147-0 16.0% 1-4 0.2% 4% False False 881
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 0-4
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 964-2
2.618 949-4
1.618 940-4
1.000 935-0
0.618 931-4
HIGH 926-0
0.618 922-4
0.500 921-4
0.382 920-4
LOW 917-0
0.618 911-4
1.000 908-0
1.618 902-4
2.618 893-4
4.250 878-6
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 921-4 926-0
PP 920-3 923-3
S1 919-1 920-5

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

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