CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 1061-4 1045-0 -16-4 -1.6% 1067-0
High 1066-0 1057-0 -9-0 -0.8% 1071-0
Low 1039-6 1041-0 1-2 0.1% 1039-0
Close 1041-0 1054-4 13-4 1.3% 1058-6
Range 26-2 16-0 -10-2 -39.0% 32-0
ATR 20-2 20-0 -0-2 -1.5% 0-0
Volume 36,094 32,059 -4,035 -11.2% 99,516
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 1098-7 1092-5 1063-2
R3 1082-7 1076-5 1058-7
R2 1066-7 1066-7 1057-3
R1 1060-5 1060-5 1056-0 1063-6
PP 1050-7 1050-7 1050-7 1052-3
S1 1044-5 1044-5 1053-0 1047-6
S2 1034-7 1034-7 1051-5
S3 1018-7 1028-5 1050-1
S4 1002-7 1012-5 1045-6
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 1083-0 1039-6 43-2 4.1% 19-3 1.8% 34% False False 27,954
10 1083-0 1030-0 53-0 5.0% 19-1 1.8% 46% False False 26,146
20 1083-0 960-0 123-0 11.7% 18-6 1.8% 77% False False 23,376
40 1083-0 922-0 161-0 15.3% 18-0 1.7% 82% False False 18,415
60 1083-0 890-0 193-0 18.3% 15-3 1.5% 85% False False 14,624
80 1083-0 890-0 193-0 18.3% 14-7 1.4% 85% False False 12,029
100 1083-0 890-0 193-0 18.3% 14-0 1.3% 85% False False 10,273
120 1083-0 890-0 193-0 18.3% 13-4 1.3% 85% False False 8,918
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1125-0
2.618 1098-7
1.618 1082-7
1.000 1073-0
0.618 1066-7
HIGH 1057-0
0.618 1050-7
0.500 1049-0
0.382 1047-1
LOW 1041-0
0.618 1031-1
1.000 1025-0
1.618 1015-1
2.618 999-1
4.250 973-0
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 1052-5 1061-3
PP 1050-7 1059-1
S1 1049-0 1056-6

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

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