CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 954-0 950-0 -4-0 -0.4% 1023-4
High 954-0 959-0 5-0 0.5% 1024-4
Low 941-4 949-6 8-2 0.9% 970-0
Close 950-0 954-0 4-0 0.4% 974-0
Range 12-4 9-2 -3-2 -26.0% 54-4
ATR 19-6 19-0 -0-6 -3.8% 0-0
Volume 77,967 91,082 13,115 16.8% 458,111
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 982-0 977-2 959-1
R3 972-6 968-0 956-4
R2 963-4 963-4 955-6
R1 958-6 958-6 954-7 961-1
PP 954-2 954-2 954-2 955-4
S1 949-4 949-4 953-1 951-7
S2 945-0 945-0 952-2
S3 935-6 940-2 951-4
S4 926-4 931-0 948-7
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
5 993-0 941-4 51-4 5.4% 13-0 1.4% 24% False False 84,474
10 1048-4 941-4 107-0 11.2% 15-7 1.7% 12% False False 87,348
20 1074-4 941-4 133-0 13.9% 15-6 1.7% 9% False False 72,608
40 1083-0 941-4 141-4 14.8% 17-4 1.8% 9% False False 55,678
60 1083-0 941-4 141-4 14.8% 18-0 1.9% 9% False False 43,545
80 1083-0 890-0 193-0 20.2% 16-7 1.8% 33% False False 35,150
100 1083-0 890-0 193-0 20.2% 15-5 1.6% 33% False False 29,306
120 1083-0 890-0 193-0 20.2% 15-2 1.6% 33% False False 25,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 998-2
2.618 983-2
1.618 974-0
1.000 968-2
0.618 964-6
HIGH 959-0
0.618 955-4
0.500 954-3
0.382 953-2
LOW 949-6
0.618 944-0
1.000 940-4
1.618 934-6
2.618 925-4
4.250 910-4
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 954-3 958-0
PP 954-2 956-5
S1 954-1 955-3

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

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