CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 1038-0 1040-0 2-0 0.2% 1055-0
High 1040-4 1048-0 7-4 0.7% 1067-0
Low 1028-4 1030-0 1-4 0.1% 1028-4
Close 1035-6 1043-0 7-2 0.7% 1043-0
Range 12-0 18-0 6-0 50.0% 38-4
ATR 19-0 19-0 -0-1 -0.4% 0-0
Volume 60,633 47,528 -13,105 -21.6% 230,045
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1094-3 1086-5 1052-7
R3 1076-3 1068-5 1048-0
R2 1058-3 1058-3 1046-2
R1 1050-5 1050-5 1044-5 1054-4
PP 1040-3 1040-3 1040-3 1042-2
S1 1032-5 1032-5 1041-3 1036-4
S2 1022-3 1022-3 1039-6
S3 1004-3 1014-5 1038-0
S4 986-3 996-5 1033-1
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1161-5 1140-7 1064-1
R3 1123-1 1102-3 1053-5
R2 1084-5 1084-5 1050-0
R1 1063-7 1063-7 1046-4 1055-0
PP 1046-1 1046-1 1046-1 1041-6
S1 1025-3 1025-3 1039-4 1016-4
S2 1007-5 1007-5 1036-0
S3 969-1 986-7 1032-3
S4 930-5 948-3 1021-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1067-0 1028-4 38-4 3.7% 16-0 1.5% 38% False False 46,009
10 1083-0 1028-4 54-4 5.2% 17-5 1.7% 27% False False 37,486
20 1083-0 992-0 91-0 8.7% 18-3 1.8% 56% False False 30,246
40 1083-0 960-0 123-0 11.8% 18-0 1.7% 67% False False 23,181
60 1083-0 890-0 193-0 18.5% 15-6 1.5% 79% False False 18,204
80 1083-0 890-0 193-0 18.5% 14-7 1.4% 79% False False 14,979
100 1083-0 890-0 193-0 18.5% 14-1 1.4% 79% False False 12,719
120 1083-0 890-0 193-0 18.5% 13-7 1.3% 79% False False 11,007
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 4-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1124-4
2.618 1095-1
1.618 1077-1
1.000 1066-0
0.618 1059-1
HIGH 1048-0
0.618 1041-1
0.500 1039-0
0.382 1036-7
LOW 1030-0
0.618 1018-7
1.000 1012-0
1.618 1000-7
2.618 982-7
4.250 953-4
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 1041-5 1043-4
PP 1040-3 1043-3
S1 1039-0 1043-1

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

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