CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 1047-0 1030-0 -17-0 -1.6% 971-0
High 1053-0 1053-0 0-0 0.0% 1005-0
Low 1031-0 1030-0 -1-0 -0.1% 964-0
Close 1033-2 1044-6 11-4 1.1% 992-2
Range 22-0 23-0 1-0 4.5% 41-0
ATR 20-6 21-0 0-1 0.8% 0-0
Volume 22,525 26,073 3,548 15.8% 100,413
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 1111-5 1101-1 1057-3
R3 1088-5 1078-1 1051-1
R2 1065-5 1065-5 1049-0
R1 1055-1 1055-1 1046-7 1060-3
PP 1042-5 1042-5 1042-5 1045-2
S1 1032-1 1032-1 1042-5 1037-3
S2 1019-5 1019-5 1040-4
S3 996-5 1009-1 1038-3
S4 973-5 986-1 1032-1
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 1053-0 992-0 61-0 5.8% 19-7 1.9% 86% True False 21,707
10 1053-0 960-0 93-0 8.9% 18-6 1.8% 91% True False 20,776
20 1053-0 960-0 93-0 8.9% 19-5 1.9% 91% True False 19,138
40 1053-0 890-0 163-0 15.6% 15-7 1.5% 95% True False 14,154
60 1053-0 890-0 163-0 15.6% 14-2 1.4% 95% True False 11,394
80 1058-0 890-0 168-0 16.1% 14-1 1.4% 92% False False 9,572
100 1058-0 890-0 168-0 16.1% 13-5 1.3% 92% False False 8,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1150-6
2.618 1113-2
1.618 1090-2
1.000 1076-0
0.618 1067-2
HIGH 1053-0
0.618 1044-2
0.500 1041-4
0.382 1038-6
LOW 1030-0
0.618 1015-6
1.000 1007-0
1.618 992-6
2.618 969-6
4.250 932-2
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 1043-5 1040-3
PP 1042-5 1035-7
S1 1041-4 1031-4

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

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