CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 1039-0 1058-4 19-4 1.9% 1055-0
High 1065-0 1074-4 9-4 0.9% 1067-0
Low 1039-0 1058-4 19-4 1.9% 1028-4
Close 1061-6 1062-0 0-2 0.0% 1043-0
Range 26-0 16-0 -10-0 -38.5% 38-4
ATR 19-4 19-2 -0-2 -1.3% 0-0
Volume 55,984 51,468 -4,516 -8.1% 230,045
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 1113-0 1103-4 1070-6
R3 1097-0 1087-4 1066-3
R2 1081-0 1081-0 1064-7
R1 1071-4 1071-4 1063-4 1076-2
PP 1065-0 1065-0 1065-0 1067-3
S1 1055-4 1055-4 1060-4 1060-2
S2 1049-0 1049-0 1059-1
S3 1033-0 1039-4 1057-5
S4 1017-0 1023-4 1053-2
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 1074-4 1028-4 46-0 4.3% 19-7 1.9% 73% True False 53,717
10 1074-4 1028-4 46-0 4.3% 18-2 1.7% 73% True False 43,660
20 1083-0 1010-0 73-0 6.9% 19-0 1.8% 71% False False 33,596
40 1083-0 960-0 123-0 11.6% 18-5 1.8% 83% False False 25,427
60 1083-0 890-0 193-0 18.2% 16-1 1.5% 89% False False 19,779
80 1083-0 890-0 193-0 18.2% 15-0 1.4% 89% False False 16,239
100 1083-0 890-0 193-0 18.2% 14-4 1.4% 89% False False 13,763
120 1083-0 890-0 193-0 18.2% 14-2 1.3% 89% False False 11,872
Crabel Price Patterns
NR True
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 2-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1142-4
2.618 1116-3
1.618 1100-3
1.000 1090-4
0.618 1084-3
HIGH 1074-4
0.618 1068-3
0.500 1066-4
0.382 1064-5
LOW 1058-4
0.618 1048-5
1.000 1042-4
1.618 1032-5
2.618 1016-5
4.250 990-4
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 1066-4 1058-6
PP 1065-0 1055-4
S1 1063-4 1052-2

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

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