CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 912-4 912-0 -0-4 -0.1% 942-6
High 918-4 912-0 -6-4 -0.7% 946-0
Low 912-4 903-4 -9-0 -1.0% 927-4
Close 912-4 917-0 4-4 0.5% 931-4
Range 6-0 8-4 2-4 41.7% 18-4
ATR 8-4 8-4 0-0 0.4% 0-0
Volume 1,116 1,881 765 68.5% 6,930
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 936-3 935-1 921-5
R3 927-7 926-5 919-3
R2 919-3 919-3 918-4
R1 918-1 918-1 917-6 918-6
PP 910-7 910-7 910-7 911-1
S1 909-5 909-5 916-2 910-2
S2 902-3 902-3 915-4
S3 893-7 901-1 914-5
S4 885-3 892-5 912-3
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
5 935-0 903-4 31-4 3.4% 7-2 0.8% 43% False True 1,385
10 946-0 903-4 42-4 4.6% 4-1 0.4% 32% False True 1,439
20 991-4 903-4 88-0 9.6% 3-2 0.3% 15% False True 1,445
40 996-4 903-4 93-0 10.1% 2-7 0.3% 15% False True 1,803
60 996-4 903-4 93-0 10.1% 2-5 0.3% 15% False True 1,427
80 996-4 903-4 93-0 10.1% 2-1 0.2% 15% False True 1,211
100 1041-0 903-4 137-4 15.0% 1-7 0.2% 10% False True 1,031
120 1059-4 903-4 156-0 17.0% 1-5 0.2% 9% False True 901
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 948-1
2.618 934-2
1.618 925-6
1.000 920-4
0.618 917-2
HIGH 912-0
0.618 908-6
0.500 907-6
0.382 906-6
LOW 903-4
0.618 898-2
1.000 895-0
1.618 889-6
2.618 881-2
4.250 867-3
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 913-7 916-2
PP 910-7 915-4
S1 907-6 914-6

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

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