CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 1053-0 1033-0 -20-0 -1.9% 1039-0
High 1059-0 1034-0 -25-0 -2.4% 1077-0
Low 1025-0 1017-0 -8-0 -0.8% 1017-0
Close 1030-0 1020-0 -10-0 -1.0% 1020-0
Range 34-0 17-0 -17-0 -50.0% 60-0
ATR 20-6 20-4 -0-2 -1.3% 0-0
Volume 44,098 56,570 12,472 28.3% 260,132
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1074-5 1064-3 1029-3
R3 1057-5 1047-3 1024-5
R2 1040-5 1040-5 1023-1
R1 1030-3 1030-3 1021-4 1027-0
PP 1023-5 1023-5 1023-5 1022-0
S1 1013-3 1013-3 1018-4 1010-0
S2 1006-5 1006-5 1016-7
S3 989-5 996-3 1015-3
S4 972-5 979-3 1010-5
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1218-0 1179-0 1053-0
R3 1158-0 1119-0 1036-4
R2 1098-0 1098-0 1031-0
R1 1059-0 1059-0 1025-4 1048-4
PP 1038-0 1038-0 1038-0 1032-6
S1 999-0 999-0 1014-4 988-4
S2 978-0 978-0 1009-0
S3 918-0 939-0 1003-4
S4 858-0 879-0 987-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1077-0 1017-0 60-0 5.9% 22-1 2.2% 5% False True 52,026
10 1077-0 1017-0 60-0 5.9% 19-1 1.9% 5% False True 49,017
20 1083-0 1017-0 66-0 6.5% 18-7 1.9% 5% False True 37,826
40 1083-0 960-0 123-0 12.1% 19-2 1.9% 49% False False 28,482
60 1083-0 890-0 193-0 18.9% 16-7 1.7% 67% False False 22,045
80 1083-0 890-0 193-0 18.9% 15-4 1.5% 67% False False 18,002
100 1083-0 890-0 193-0 18.9% 15-1 1.5% 67% False False 15,222
120 1083-0 890-0 193-0 18.9% 14-4 1.4% 67% False False 13,104
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 3-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1106-2
2.618 1078-4
1.618 1061-4
1.000 1051-0
0.618 1044-4
HIGH 1034-0
0.618 1027-4
0.500 1025-4
0.382 1023-4
LOW 1017-0
0.618 1006-4
1.000 1000-0
1.618 989-4
2.618 972-4
4.250 944-6
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 1025-4 1047-0
PP 1023-5 1038-0
S1 1021-7 1029-0

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

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