CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 989-4 1005-0 15-4 1.6% 986-0
High 1011-4 1007-4 -4-0 -0.4% 1005-0
Low 989-4 1000-0 10-4 1.1% 982-0
Close 1008-0 1006-6 -1-2 -0.1% 985-2
Range 22-0 7-4 -14-4 -65.9% 23-0
ATR 17-5 17-0 -0-6 -3.9% 0-0
Volume 9,755 12,268 2,513 25.8% 62,053
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 1027-2 1024-4 1010-7
R3 1019-6 1017-0 1008-6
R2 1012-2 1012-2 1008-1
R1 1009-4 1009-4 1007-4 1010-7
PP 1004-6 1004-6 1004-6 1005-4
S1 1002-0 1002-0 1006-0 1003-3
S2 997-2 997-2 1005-3
S3 989-6 994-4 1004-6
S4 982-2 987-0 1002-5
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1059-6 1045-4 997-7
R3 1036-6 1022-4 991-5
R2 1013-6 1013-6 989-4
R1 999-4 999-4 987-3 995-1
PP 990-6 990-6 990-6 988-4
S1 976-4 976-4 983-1 972-1
S2 967-6 967-6 981-0
S3 944-6 953-4 978-7
S4 921-6 930-4 972-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1011-4 984-0 27-4 2.7% 12-2 1.2% 83% False False 9,618
10 1011-4 942-0 69-4 6.9% 13-5 1.4% 93% False False 10,853
20 1011-4 890-0 121-4 12.1% 12-2 1.2% 96% False False 9,171
40 1011-4 890-0 121-4 12.1% 11-5 1.2% 96% False False 7,522
60 1058-0 890-0 168-0 16.7% 12-2 1.2% 69% False False 6,383
80 1058-0 890-0 168-0 16.7% 12-0 1.2% 69% False False 5,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1039-3
2.618 1027-1
1.618 1019-5
1.000 1015-0
0.618 1012-1
HIGH 1007-4
0.618 1004-5
0.500 1003-6
0.382 1002-7
LOW 1000-0
0.618 995-3
1.000 992-4
1.618 987-7
2.618 980-3
4.250 968-1
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 1005-6 1004-1
PP 1004-6 1001-3
S1 1003-6 998-6

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

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