CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 968-0 998-0 30-0 3.1% 971-0
High 1000-0 1005-0 5-0 0.5% 1005-0
Low 968-0 992-0 24-0 2.5% 964-0
Close 995-6 992-2 -3-4 -0.4% 992-2
Range 32-0 13-0 -19-0 -59.4% 41-0
ATR 20-4 20-0 -0-4 -2.6% 0-0
Volume 16,469 24,310 7,841 47.6% 100,413
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1035-3 1026-7 999-3
R3 1022-3 1013-7 995-7
R2 1009-3 1009-3 994-5
R1 1000-7 1000-7 993-4 998-5
PP 996-3 996-3 996-3 995-2
S1 987-7 987-7 991-0 985-5
S2 983-3 983-3 989-7
S3 970-3 974-7 988-5
S4 957-3 961-7 985-1
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1110-1 1092-1 1014-6
R3 1069-1 1051-1 1003-4
R2 1028-1 1028-1 999-6
R1 1010-1 1010-1 996-0 1019-1
PP 987-1 987-1 987-1 991-4
S1 969-1 969-1 988-4 978-1
S2 946-1 946-1 984-6
S3 905-1 928-1 981-0
S4 864-1 887-1 969-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1005-0 964-0 41-0 4.1% 17-1 1.7% 69% True False 20,082
10 1024-0 960-0 64-0 6.4% 21-3 2.2% 50% False False 21,201
20 1025-0 960-0 65-0 6.6% 18-0 1.8% 50% False False 16,803
40 1025-0 890-0 135-0 13.6% 14-3 1.4% 76% False False 12,608
60 1025-0 890-0 135-0 13.6% 13-6 1.4% 76% False False 10,236
80 1058-0 890-0 168-0 16.9% 13-2 1.3% 61% False False 8,622
100 1058-0 890-0 168-0 16.9% 13-1 1.3% 61% False False 7,387
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 3-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1060-2
2.618 1039-0
1.618 1026-0
1.000 1018-0
0.618 1013-0
HIGH 1005-0
0.618 1000-0
0.500 998-4
0.382 997-0
LOW 992-0
0.618 984-0
1.000 979-0
1.618 971-0
2.618 958-0
4.250 936-6
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 998-4 990-3
PP 996-3 988-3
S1 994-3 986-4

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

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