CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 926-0 912-4 -13-4 -1.5% 942-6
High 926-0 918-4 -7-4 -0.8% 946-0
Low 917-0 912-4 -4-4 -0.5% 927-4
Close 918-0 912-4 -5-4 -0.6% 931-4
Range 9-0 6-0 -3-0 -33.3% 18-4
ATR 8-6 8-4 -0-2 -2.2% 0-0
Volume 1,412 1,116 -296 -21.0% 6,930
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 932-4 928-4 915-6
R3 926-4 922-4 914-1
R2 920-4 920-4 913-5
R1 916-4 916-4 913-0 915-4
PP 914-4 914-4 914-4 914-0
S1 910-4 910-4 912-0 909-4
S2 908-4 908-4 911-3
S3 902-4 904-4 910-7
S4 896-4 898-4 909-2
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
5 942-0 912-4 29-4 3.2% 5-5 0.6% 0% False True 1,498
10 946-0 912-4 33-4 3.7% 3-2 0.4% 0% False True 1,376
20 996-4 912-4 84-0 9.2% 2-6 0.3% 0% False True 1,429
40 996-4 912-4 84-0 9.2% 2-6 0.3% 0% False True 1,782
60 996-4 912-4 84-0 9.2% 2-5 0.3% 0% False True 1,420
80 996-4 912-4 84-0 9.2% 2-0 0.2% 0% False True 1,195
100 1041-0 912-4 128-4 14.1% 1-6 0.2% 0% False True 1,015
120 1059-4 912-4 147-0 16.1% 1-5 0.2% 0% False True 887
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 944-0
2.618 934-2
1.618 928-2
1.000 924-4
0.618 922-2
HIGH 918-4
0.618 916-2
0.500 915-4
0.382 914-6
LOW 912-4
0.618 908-6
1.000 906-4
1.618 902-6
2.618 896-6
4.250 887-0
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 915-4 919-2
PP 914-4 917-0
S1 913-4 914-6

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

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