CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 981-0 972-0 -9-0 -0.9% 1023-4
High 986-0 974-4 -11-4 -1.2% 1024-4
Low 972-0 962-4 -9-4 -1.0% 970-0
Close 974-0 963-4 -10-4 -1.1% 974-0
Range 14-0 12-0 -2-0 -14.3% 54-4
ATR 20-1 19-4 -0-5 -2.9% 0-0
Volume 80,001 76,864 -3,137 -3.9% 458,111
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 1002-7 995-1 970-1
R3 990-7 983-1 966-6
R2 978-7 978-7 965-6
R1 971-1 971-1 964-5 969-0
PP 966-7 966-7 966-7 965-6
S1 959-1 959-1 962-3 957-0
S2 954-7 954-7 961-2
S3 942-7 947-1 960-2
S4 930-7 935-1 956-7
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1153-0 1118-0 1004-0
R3 1098-4 1063-4 989-0
R2 1044-0 1044-0 984-0
R1 1009-0 1009-0 979-0 999-2
PP 989-4 989-4 989-4 984-5
S1 954-4 954-4 969-0 944-6
S2 935-0 935-0 964-0
S3 880-4 900-0 959-0
S4 826-0 845-4 944-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993-0 962-4 30-4 3.2% 16-7 1.8% 3% False True 90,624
10 1064-4 962-4 102-0 10.6% 16-1 1.7% 1% False True 87,156
20 1074-4 962-4 112-0 11.6% 16-4 1.7% 1% False True 69,007
40 1083-0 962-4 120-4 12.5% 17-7 1.9% 1% False True 52,654
60 1083-0 960-0 123-0 12.8% 18-2 1.9% 3% False False 41,252
80 1083-0 890-0 193-0 20.0% 16-5 1.7% 38% False False 33,131
100 1083-0 890-0 193-0 20.0% 15-4 1.6% 38% False False 27,679
120 1083-0 890-0 193-0 20.0% 15-2 1.6% 38% False False 23,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1025-4
2.618 1005-7
1.618 993-7
1.000 986-4
0.618 981-7
HIGH 974-4
0.618 969-7
0.500 968-4
0.382 967-1
LOW 962-4
0.618 955-1
1.000 950-4
1.618 943-1
2.618 931-1
4.250 911-4
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 968-4 977-6
PP 966-7 973-0
S1 965-1 968-2

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

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