CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 955-4 958-0 2-4 0.3% 924-0
High 962-4 975-0 12-4 1.3% 962-4
Low 952-2 957-0 4-6 0.5% 922-0
Close 961-6 968-4 6-6 0.7% 961-6
Range 10-2 18-0 7-6 75.6% 40-4
ATR 15-5 15-7 0-1 1.1% 0-0
Volume 64,849 45,955 -18,894 -29.1% 328,054
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1020-7 1012-5 978-3
R3 1002-7 994-5 973-4
R2 984-7 984-7 971-6
R1 976-5 976-5 970-1 980-6
PP 966-7 966-7 966-7 968-7
S1 958-5 958-5 966-7 962-6
S2 948-7 948-7 965-2
S3 930-7 940-5 963-4
S4 912-7 922-5 958-5
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1070-2 1056-4 984-0
R3 1029-6 1016-0 972-7
R2 989-2 989-2 969-1
R1 975-4 975-4 965-4 982-3
PP 948-6 948-6 948-6 952-2
S1 935-0 935-0 958-0 941-7
S2 908-2 908-2 954-3
S3 867-6 894-4 950-5
S4 827-2 854-0 939-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975-0 936-0 39-0 4.0% 14-3 1.5% 83% True False 61,511
10 975-0 922-0 53-0 5.5% 15-4 1.6% 88% True False 68,541
20 984-4 922-0 62-4 6.5% 14-6 1.5% 74% False False 72,721
40 984-4 911-0 73-4 7.6% 14-5 1.5% 78% False False 56,659
60 1076-0 911-0 165-0 17.0% 14-1 1.5% 35% False False 42,868
80 1087-4 911-0 176-4 18.2% 14-4 1.5% 33% False False 34,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1051-4
2.618 1022-1
1.618 1004-1
1.000 993-0
0.618 986-1
HIGH 975-0
0.618 968-1
0.500 966-0
0.382 963-7
LOW 957-0
0.618 945-7
1.000 939-0
1.618 927-7
2.618 909-7
4.250 880-4
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 967-5 966-3
PP 966-7 964-1
S1 966-0 962-0

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

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