CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 1033-0 1021-4 -11-4 -1.1% 1039-0
High 1034-0 1027-4 -6-4 -0.6% 1077-0
Low 1017-0 1007-4 -9-4 -0.9% 1017-0
Close 1020-0 1008-4 -11-4 -1.1% 1020-0
Range 17-0 20-0 3-0 17.6% 60-0
ATR 20-4 20-3 0-0 -0.2% 0-0
Volume 56,570 40,461 -16,109 -28.5% 260,132
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 1074-4 1061-4 1019-4
R3 1054-4 1041-4 1014-0
R2 1034-4 1034-4 1012-1
R1 1021-4 1021-4 1010-3 1018-0
PP 1014-4 1014-4 1014-4 1012-6
S1 1001-4 1001-4 1006-5 998-0
S2 994-4 994-4 1004-7
S3 974-4 981-4 1003-0
S4 954-4 961-4 997-4
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 1007-4 69-4 6.9% 20-7 2.1% 1% False True 48,921
10 1077-0 1007-4 69-4 6.9% 19-7 2.0% 1% False True 50,771
20 1083-0 1007-4 75-4 7.5% 19-2 1.9% 1% False True 38,748
40 1083-0 960-0 123-0 12.2% 19-2 1.9% 39% False False 29,013
60 1083-0 890-0 193-0 19.1% 17-2 1.7% 61% False False 22,664
80 1083-0 890-0 193-0 19.1% 15-5 1.5% 61% False False 18,481
100 1083-0 890-0 193-0 19.1% 15-1 1.5% 61% False False 15,609
120 1083-0 890-0 193-0 19.1% 14-5 1.5% 61% False False 13,431
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 3-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1112-4
2.618 1079-7
1.618 1059-7
1.000 1047-4
0.618 1039-7
HIGH 1027-4
0.618 1019-7
0.500 1017-4
0.382 1015-1
LOW 1007-4
0.618 995-1
1.000 987-4
1.618 975-1
2.618 955-1
4.250 922-4
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 1017-4 1033-2
PP 1014-4 1025-0
S1 1011-4 1016-6

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

View Archives - Comment on this page... - Back to Index of Symbols