CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 1072-0 1082-0 10-0 0.9% 1070-0
High 1080-0 1091-0 11-0 1.0% 1071-0
Low 1067-0 1077-0 10-0 0.9% 1047-0
Close 1074-4 1075-4 1-0 0.1% 1065-4
Range 13-0 14-0 1-0 7.7% 24-0
ATR 17-6 17-5 -0-1 -0.5% 0-0
Volume 7,610 10,287 2,677 35.2% 48,975
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 1123-1 1113-3 1083-2
R3 1109-1 1099-3 1079-3
R2 1095-1 1095-1 1078-1
R1 1085-3 1085-3 1076-6 1083-2
PP 1081-1 1081-1 1081-1 1080-1
S1 1071-3 1071-3 1074-2 1069-2
S2 1067-1 1067-1 1072-7
S3 1053-1 1057-3 1071-5
S4 1039-1 1043-3 1067-6
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1133-1 1123-3 1078-6
R3 1109-1 1099-3 1072-1
R2 1085-1 1085-1 1069-7
R1 1075-3 1075-3 1067-6 1068-2
PP 1061-1 1061-1 1061-1 1057-5
S1 1051-3 1051-3 1063-2 1044-2
S2 1037-1 1037-1 1061-1
S3 1013-1 1027-3 1058-7
S4 989-1 1003-3 1052-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1091-0 1047-0 44-0 4.1% 12-2 1.1% 65% True False 10,840
10 1091-0 1017-0 74-0 6.9% 16-0 1.5% 79% True False 11,897
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 2-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1150-4
2.618 1127-5
1.618 1113-5
1.000 1105-0
0.618 1099-5
HIGH 1091-0
0.618 1085-5
0.500 1084-0
0.382 1082-3
LOW 1077-0
0.618 1068-3
1.000 1063-0
1.618 1054-3
2.618 1040-3
4.250 1017-4
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 1084-0 1074-5
PP 1081-1 1073-7
S1 1078-3 1073-0

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

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