CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 1011-0 999-2 -11-6 -1.2% 1038-0
High 1016-0 999-2 -16-6 -1.6% 1056-0
Low 1006-0 999-2 -6-6 -0.7% 1010-4
Close 1010-0 999-2 -10-6 -1.1% 1010-4
Range 10-0 0-0 -10-0 -100.0% 45-4
ATR 20-0 19-2 -0-5 -3.3% 0-0
Volume 1,516 2,108 592 39.1% 8,216
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 999-2 999-2 999-2
R3 999-2 999-2 999-2
R2 999-2 999-2 999-2
R1 999-2 999-2 999-2 999-2
PP 999-2 999-2 999-2 999-2
S1 999-2 999-2 999-2 999-2
S2 999-2 999-2 999-2
S3 999-2 999-2 999-2
S4 999-2 999-2 999-2
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 1016-0 982-0 34-0 3.4% 4-6 0.5% 51% False False 1,676
10 1079-4 982-0 97-4 9.8% 6-6 0.7% 18% False False 1,684
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 999-2
2.618 999-2
1.618 999-2
1.000 999-2
0.618 999-2
HIGH 999-2
0.618 999-2
0.500 999-2
0.382 999-2
LOW 999-2
0.618 999-2
1.000 999-2
1.618 999-2
2.618 999-2
4.250 999-2
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 999-2 1007-5
PP 999-2 1004-7
S1 999-2 1002-0

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

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