CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 948-0 936-0 -12-0 -1.3% 940-0
High 948-0 936-0 -12-0 -1.3% 957-0
Low 925-0 924-0 -1-0 -0.1% 924-0
Close 925-4 926-0 0-4 0.1% 926-0
Range 23-0 12-0 -11-0 -47.8% 33-0
ATR 15-2 15-0 -0-2 -1.5% 0-0
Volume 572 409 -163 -28.5% 7,124
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 964-5 957-3 932-5
R3 952-5 945-3 929-2
R2 940-5 940-5 928-2
R1 933-3 933-3 927-1 931-0
PP 928-5 928-5 928-5 927-4
S1 921-3 921-3 924-7 919-0
S2 916-5 916-5 923-6
S3 904-5 909-3 922-6
S4 892-5 897-3 919-3
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1034-5 1013-3 944-1
R3 1001-5 980-3 935-1
R2 968-5 968-5 932-0
R1 947-3 947-3 929-0 941-4
PP 935-5 935-5 935-5 932-6
S1 914-3 914-3 923-0 908-4
S2 902-5 902-5 920-0
S3 869-5 881-3 916-7
S4 836-5 848-3 907-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957-0 924-0 33-0 3.6% 11-6 1.3% 6% False True 1,424
10 959-0 924-0 35-0 3.8% 10-2 1.1% 6% False True 6,771
20 978-4 924-0 54-4 5.9% 12-4 1.4% 4% False True 39,522
40 993-0 900-0 93-0 10.0% 13-7 1.5% 28% False False 62,821
60 1077-0 900-0 177-0 19.1% 15-1 1.6% 15% False False 63,120
80 1083-0 900-0 183-0 19.8% 16-1 1.7% 14% False False 55,298
100 1083-0 900-0 183-0 19.8% 16-4 1.8% 14% False False 47,599
120 1083-0 890-0 193-0 20.8% 15-4 1.7% 19% False False 41,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 987-0
2.618 967-3
1.618 955-3
1.000 948-0
0.618 943-3
HIGH 936-0
0.618 931-3
0.500 930-0
0.382 928-5
LOW 924-0
0.618 916-5
1.000 912-0
1.618 904-5
2.618 892-5
4.250 873-0
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 930-0 940-4
PP 928-5 935-5
S1 927-3 930-7

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

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