CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 945-4 951-0 5-4 0.6% 940-4
High 980-0 958-0 -22-0 -2.2% 948-4
Low 943-0 938-4 -4-4 -0.5% 911-0
Close 967-4 956-6 -10-6 -1.1% 915-4
Range 37-0 19-4 -17-4 -47.3% 37-4
ATR 21-3 22-0 0-4 2.5% 0-0
Volume 7,005 8,490 1,485 21.2% 30,069
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 1009-5 1002-5 967-4
R3 990-1 983-1 962-1
R2 970-5 970-5 960-3
R1 963-5 963-5 958-4 967-1
PP 951-1 951-1 951-1 952-6
S1 944-1 944-1 955-0 947-5
S2 931-5 931-5 953-1
S3 912-1 924-5 951-3
S4 892-5 905-1 946-0
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1037-4 1014-0 936-1
R3 1000-0 976-4 925-6
R2 962-4 962-4 922-3
R1 939-0 939-0 919-0 932-0
PP 925-0 925-0 925-0 921-4
S1 901-4 901-4 912-0 894-4
S2 887-4 887-4 908-5
S3 850-0 864-0 905-2
S4 812-4 826-4 894-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980-0 908-0 72-0 7.5% 16-1 1.7% 68% False False 7,646
10 980-0 908-0 72-0 7.5% 13-2 1.4% 68% False False 6,742
20 1012-0 908-0 104-0 10.9% 12-4 1.3% 47% False False 5,132
40 1058-0 908-0 150-0 15.7% 11-7 1.2% 33% False False 4,338
60 1058-0 891-0 167-0 17.5% 12-2 1.3% 39% False False 3,706
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1040-7
2.618 1009-0
1.618 989-4
1.000 977-4
0.618 970-0
HIGH 958-0
0.618 950-4
0.500 948-2
0.382 946-0
LOW 938-4
0.618 926-4
1.000 919-0
1.618 907-0
2.618 887-4
4.250 855-5
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 953-7 952-4
PP 951-1 948-2
S1 948-2 944-0

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

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