CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 950-0 956-0 6-0 0.6% 955-4
High 962-0 978-4 16-4 1.7% 966-0
Low 945-0 952-0 7-0 0.7% 938-0
Close 961-4 952-4 -9-0 -0.9% 945-0
Range 17-0 26-4 9-4 55.9% 28-0
ATR 17-3 18-0 0-5 3.7% 0-0
Volume 50,516 78,385 27,869 55.2% 295,257
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1040-4 1023-0 967-1
R3 1014-0 996-4 959-6
R2 987-4 987-4 957-3
R1 970-0 970-0 954-7 965-4
PP 961-0 961-0 961-0 958-6
S1 943-4 943-4 950-1 939-0
S2 934-4 934-4 947-5
S3 908-0 917-0 945-2
S4 881-4 890-4 937-7
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1033-5 1017-3 960-3
R3 1005-5 989-3 952-6
R2 977-5 977-5 950-1
R1 961-3 961-3 947-5 955-4
PP 949-5 949-5 949-5 946-6
S1 933-3 933-3 942-3 927-4
S2 921-5 921-5 939-7
S3 893-5 905-3 937-2
S4 865-5 877-3 929-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978-4 938-0 40-4 4.3% 15-5 1.6% 36% True False 68,704
10 978-4 920-0 58-4 6.1% 16-2 1.7% 56% True False 86,385
20 978-4 900-0 78-4 8.2% 16-2 1.7% 67% True False 85,707
40 1074-4 900-0 174-4 18.3% 15-7 1.7% 30% False False 79,705
60 1083-0 900-0 183-0 19.2% 16-7 1.8% 29% False False 66,853
80 1083-0 900-0 183-0 19.2% 17-3 1.8% 29% False False 55,276
100 1083-0 890-0 193-0 20.3% 17-0 1.8% 32% False False 46,370
120 1083-0 890-0 193-0 20.3% 15-6 1.7% 32% False False 39,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1091-1
2.618 1047-7
1.618 1021-3
1.000 1005-0
0.618 994-7
HIGH 978-4
0.618 968-3
0.500 965-2
0.382 962-1
LOW 952-0
0.618 935-5
1.000 925-4
1.618 909-1
2.618 882-5
4.250 839-3
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 965-2 958-2
PP 961-0 956-3
S1 956-6 954-3

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

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