CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 960-0 964-0 4-0 0.4% 981-4
High 970-4 967-4 -3-0 -0.3% 983-0
Low 960-0 961-0 1-0 0.1% 953-0
Close 966-0 964-6 -1-2 -0.1% 964-6
Range 10-4 6-4 -4-0 -38.1% 30-0
ATR 16-7 16-1 -0-6 -4.4% 0-0
Volume 24,405 17,367 -7,038 -28.8% 88,321
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 983-7 980-7 968-3
R3 977-3 974-3 966-4
R2 970-7 970-7 966-0
R1 967-7 967-7 965-3 969-3
PP 964-3 964-3 964-3 965-2
S1 961-3 961-3 964-1 962-7
S2 957-7 957-7 963-4
S3 951-3 954-7 963-0
S4 944-7 948-3 961-1
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1056-7 1040-7 981-2
R3 1026-7 1010-7 973-0
R2 996-7 996-7 970-2
R1 980-7 980-7 967-4 973-7
PP 966-7 966-7 966-7 963-4
S1 950-7 950-7 962-0 943-7
S2 936-7 936-7 959-2
S3 906-7 920-7 956-4
S4 876-7 890-7 948-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 995-4 953-0 42-4 4.4% 9-7 1.0% 28% False False 22,211
10 1034-4 953-0 81-4 8.4% 12-1 1.3% 14% False False 20,217
20 1078-0 953-0 125-0 13.0% 11-7 1.2% 9% False False 14,937
40 1091-0 953-0 138-0 14.3% 12-6 1.3% 9% False False 13,592
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 995-1
2.618 984-4
1.618 978-0
1.000 974-0
0.618 971-4
HIGH 967-4
0.618 965-0
0.500 964-2
0.382 963-4
LOW 961-0
0.618 957-0
1.000 954-4
1.618 950-4
2.618 944-0
4.250 933-3
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 964-5 963-6
PP 964-3 962-6
S1 964-2 961-6

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

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