CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	1010-4	984-0	-26-4	-2.6%	1038-0
High	1010-4	992-0	-18-4	-1.8%	1056-0
Low	1010-4	982-0	-28-4	-2.8%	1010-4
Close	1010-4	985-2	-25-2	-2.5%	1010-4
Range	0-0	10-0	10-0		45-4
ATR	0-0	20-6	20-6		0-0
Volume	1,584	1,404	-180	-11.4%	8,216

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1016-3	1010-7	990-6
R3	1006-3	1000-7	988-0
R2	996-3	996-3	987-1
R1	990-7	990-7	986-1	993-5
PP	986-3	986-3	986-3	987-6
S1	980-7	980-7	984-3	983-5
S2	976-3	976-3	983-3
S3	966-3	970-7	982-4
S4	956-3	960-7	979-6

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1162-1	1131-7	1035-4
R3	1116-5	1086-3	1023-0
R2	1071-1	1071-1	1018-7
R1	1040-7	1040-7	1014-5	1033-2
PP	1025-5	1025-5	1025-5	1021-7
S1	995-3	995-3	1006-3	987-6
S2	980-1	980-1	1002-1
S3	934-5	949-7	998-0
S4	889-1	904-3	985-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1056-0	982-0	74-0	7.5%	8-6	0.9%	4%	False	True	1,709
10	1098-0	982-0	116-0	11.8%	8-6	0.9%	3%	False	True	1,804

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	0-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1034-4
2.618	1018-1
1.618	1008-1
1.000	1002-0
0.618	998-1
HIGH	992-0
0.618	988-1
0.500	987-0
0.382	985-7
LOW	982-0
0.618	975-7
1.000	972-0
1.618	965-7
2.618	955-7
4.250	939-4

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	987-0	1018-4
PP	986-3	1007-3
S1	985-7	996-3

Download as Excel Spreadsheet

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

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