CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 1059-0 1042-0 -17-0 -1.6% 1067-0
High 1060-0 1061-0 1-0 0.1% 1071-0
Low 1041-0 1042-0 1-0 0.1% 1039-0
Close 1060-6 1058-6 -2-0 -0.2% 1058-6
Range 19-0 19-0 0-0 0.0% 32-0
ATR 20-2 20-1 -0-1 -0.4% 0-0
Volume 25,462 25,911 449 1.8% 99,516
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1110-7 1103-7 1069-2
R3 1091-7 1084-7 1064-0
R2 1072-7 1072-7 1062-2
R1 1065-7 1065-7 1060-4 1069-3
PP 1053-7 1053-7 1053-7 1055-6
S1 1046-7 1046-7 1057-0 1050-3
S2 1034-7 1034-7 1055-2
S3 1015-7 1027-7 1053-4
S4 996-7 1008-7 1048-2
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1152-2 1137-4 1076-3
R3 1120-2 1105-4 1067-4
R2 1088-2 1088-2 1064-5
R1 1073-4 1073-4 1061-5 1064-7
PP 1056-2 1056-2 1056-2 1052-0
S1 1041-4 1041-4 1055-7 1032-7
S2 1024-2 1024-2 1052-7
S3 992-2 1009-4 1050-0
S4 960-2 977-4 1041-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1071-0 1039-0 32-0 3.0% 18-2 1.7% 62% False False 24,306
10 1071-0 992-0 79-0 7.5% 19-0 1.8% 84% False False 23,007
20 1071-0 960-0 111-0 10.5% 19-7 1.9% 89% False False 21,649
40 1071-0 890-0 181-0 17.1% 17-2 1.6% 93% False False 16,684
60 1071-0 890-0 181-0 17.1% 14-6 1.4% 93% False False 13,140
80 1071-0 890-0 181-0 17.1% 14-2 1.4% 93% False False 10,793
100 1071-0 890-0 181-0 17.1% 13-4 1.3% 93% False False 9,267
120 1098-0 890-0 208-0 19.6% 13-1 1.2% 81% False False 8,031
Crabel Price Patterns
NR False
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 3-0
Fibonacci Retracements and Extensions
4.250 1141-6
2.618 1110-6
1.618 1091-6
1.000 1080-0
0.618 1072-6
HIGH 1061-0
0.618 1053-6
0.500 1051-4
0.382 1049-2
LOW 1042-0
0.618 1030-2
1.000 1023-0
1.618 1011-2
2.618 992-2
4.250 961-2
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 1056-3 1055-7
PP 1053-7 1052-7
S1 1051-4 1050-0

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

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