CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 1055-0 1045-0 -10-0 -0.9% 1049-0
High 1045-0 1056-0 11-0 1.1% 1098-0
Low 1031-0 1045-0 14-0 1.4% 1049-0
Close 1034-4 1056-4 22-0 2.1% 1079-4
Range 14-0 11-0 -3-0 -21.4% 49-0
ATR
Volume 784 1,097 313 39.9% 10,976
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 1085-4 1082-0 1062-4
R3 1074-4 1071-0 1059-4
R2 1063-4 1063-4 1058-4
R1 1060-0 1060-0 1057-4 1061-6
PP 1052-4 1052-4 1052-4 1053-3
S1 1049-0 1049-0 1055-4 1050-6
S2 1041-4 1041-4 1054-4
S3 1030-4 1038-0 1053-4
S4 1019-4 1027-0 1050-4
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1222-4 1200-0 1106-4
R3 1173-4 1151-0 1093-0
R2 1124-4 1124-4 1088-4
R1 1102-0 1102-0 1084-0 1113-2
PP 1075-4 1075-4 1075-4 1081-1
S1 1053-0 1053-0 1075-0 1064-2
S2 1026-4 1026-4 1070-4
S3 977-4 1004-0 1066-0
S4 928-4 955-0 1052-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1098-0 1031-0 67-0 6.3% 9-2 0.9% 38% False False 1,416
10 1098-0 1031-0 67-0 6.3% 10-6 1.0% 38% False False 1,702
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1102-6
2.618 1084-6
1.618 1073-6
1.000 1067-0
0.618 1062-6
HIGH 1056-0
0.618 1051-6
0.500 1050-4
0.382 1049-2
LOW 1045-0
0.618 1038-2
1.000 1034-0
1.618 1027-2
2.618 1016-2
4.250 998-2
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 1054-4 1052-1
PP 1052-4 1047-7
S1 1050-4 1043-4

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

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