CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 1082-0 1071-0 -11-0 -1.0% 1070-0
High 1091-0 1077-0 -14-0 -1.3% 1071-0
Low 1077-0 1051-0 -26-0 -2.4% 1047-0
Close 1075-4 1052-2 -23-2 -2.2% 1065-4
Range 14-0 26-0 12-0 85.7% 24-0
ATR 17-5 18-2 0-5 3.4% 0-0
Volume 10,287 10,316 29 0.3% 48,975
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 1138-1 1121-1 1066-4
R3 1112-1 1095-1 1059-3
R2 1086-1 1086-1 1057-0
R1 1069-1 1069-1 1054-5 1064-5
PP 1060-1 1060-1 1060-1 1057-6
S1 1043-1 1043-1 1049-7 1038-5
S2 1034-1 1034-1 1047-4
S3 1008-1 1017-1 1045-1
S4 982-1 991-1 1038-0
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 1051-0 40-0 3.8% 15-6 1.5% 3% False True 10,382
10 1091-0 1036-0 55-0 5.2% 16-1 1.5% 30% False False 11,959
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 3-0
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1187-4
2.618 1145-1
1.618 1119-1
1.000 1103-0
0.618 1093-1
HIGH 1077-0
0.618 1067-1
0.500 1064-0
0.382 1060-7
LOW 1051-0
0.618 1034-7
1.000 1025-0
1.618 1008-7
2.618 982-7
4.250 940-4
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 1064-0 1071-0
PP 1060-1 1064-6
S1 1056-1 1058-4

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

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