CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 984-0 1001-0 17-0 1.7% 1038-0
High 992-0 1005-0 13-0 1.3% 1056-0
Low 982-0 1001-0 19-0 1.9% 1010-4
Close 985-2 1008-2 23-0 2.3% 1010-4
Range 10-0 4-0 -6-0 -60.0% 45-4
ATR 20-6 20-6 -0-1 -0.4% 0-0
Volume 1,404 1,769 365 26.0% 8,216
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 1016-6 1016-4 1010-4
R3 1012-6 1012-4 1009-3
R2 1008-6 1008-6 1009-0
R1 1008-4 1008-4 1008-5 1008-5
PP 1004-6 1004-6 1004-6 1004-6
S1 1004-4 1004-4 1007-7 1004-5
S2 1000-6 1000-6 1007-4
S3 996-6 1000-4 1007-1
S4 992-6 996-4 1006-0
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 7.3% 6-6 0.7% 35% False False 1,906
10 1098-0 982-0 116-0 11.5% 8-2 0.8% 23% False False 1,774
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 1022-0
2.618 1015-4
1.618 1011-4
1.000 1009-0
0.618 1007-4
HIGH 1005-0
0.618 1003-4
0.500 1003-0
0.382 1002-4
LOW 1001-0
0.618 998-4
1.000 997-0
1.618 994-4
2.618 990-4
4.250 984-0
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 1006-4 1004-2
PP 1004-6 1000-2
S1 1003-0 996-2

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

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