CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 945-0 933-0 -12-0 -1.3% 925-0
High 947-0 948-0 1-0 0.1% 948-0
Low 936-0 926-4 -9-4 -1.0% 920-0
Close 943-0 945-0 2-0 0.2% 945-0
Range 11-0 21-4 10-4 95.5% 28-0
ATR 18-0 18-2 0-2 1.4% 0-0
Volume 116,039 108,012 -8,027 -6.9% 544,435
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1004-3 996-1 956-7
R3 982-7 974-5 950-7
R2 961-3 961-3 949-0
R1 953-1 953-1 947-0 957-2
PP 939-7 939-7 939-7 941-7
S1 931-5 931-5 943-0 935-6
S2 918-3 918-3 941-0
S3 896-7 910-1 939-1
S4 875-3 888-5 933-1
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1021-5 1011-3 960-3
R3 993-5 983-3 952-6
R2 965-5 965-5 950-1
R1 955-3 955-3 947-5 960-4
PP 937-5 937-5 937-5 940-2
S1 927-3 927-3 942-3 932-4
S2 909-5 909-5 939-7
S3 881-5 899-3 937-2
S4 853-5 871-3 929-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948-0 920-0 28-0 3.0% 17-6 1.9% 89% True False 108,887
10 948-0 900-0 48-0 5.1% 17-0 1.8% 94% True False 98,014
20 986-0 900-0 86-0 9.1% 15-4 1.6% 52% False False 86,697
40 1077-0 900-0 177-0 18.7% 16-5 1.8% 25% False False 76,333
60 1083-0 900-0 183-0 19.4% 17-3 1.8% 25% False False 62,087
80 1083-0 900-0 183-0 19.4% 17-5 1.9% 25% False False 50,880
100 1083-0 890-0 193-0 20.4% 16-3 1.7% 28% False False 42,401
120 1083-0 890-0 193-0 20.4% 15-4 1.6% 28% False False 36,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1039-3
2.618 1004-2
1.618 982-6
1.000 969-4
0.618 961-2
HIGH 948-0
0.618 939-6
0.500 937-2
0.382 934-6
LOW 926-4
0.618 913-2
1.000 905-0
1.618 891-6
2.618 870-2
4.250 835-1
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 942-3 941-3
PP 939-7 937-5
S1 937-2 934-0

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

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