CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 1050-4 1010-4 -40-0 -3.8% 1038-0
High 1055-0 1010-4 -44-4 -4.2% 1056-0
Low 1046-0 1010-4 -35-4 -3.4% 1010-4
Close 1046-6 1010-4 -36-2 -3.5% 1010-4
Range 9-0 0-0 -9-0 -100.0% 45-4
ATR
Volume 3,680 1,584 -2,096 -57.0% 8,216
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1010-4 1010-4 1010-4
R3 1010-4 1010-4 1010-4
R2 1010-4 1010-4 1010-4
R1 1010-4 1010-4 1010-4 1010-4
PP 1010-4 1010-4 1010-4 1010-4
S1 1010-4 1010-4 1010-4 1010-4
S2 1010-4 1010-4 1010-4
S3 1010-4 1010-4 1010-4
S4 1010-4 1010-4 1010-4
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 1010-4 45-4 4.5% 8-5 0.9% 0% False True 1,643
10 1098-0 1010-4 87-4 8.7% 8-6 0.9% 0% False True 1,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1010-4
2.618 1010-4
1.618 1010-4
1.000 1010-4
0.618 1010-4
HIGH 1010-4
0.618 1010-4
0.500 1010-4
0.382 1010-4
LOW 1010-4
0.618 1010-4
1.000 1010-4
1.618 1010-4
2.618 1010-4
4.250 1010-4
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 1010-4 1033-2
PP 1010-4 1025-5
S1 1010-4 1018-1

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

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