CME Pit-Traded Soybean Future July 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 962-0 965-4 3-4 0.4% 930-0
High 969-0 982-0 13-0 1.3% 969-0
Low 961-0 965-0 4-0 0.4% 930-0
Close 969-4 976-6 7-2 0.7% 969-4
Range 8-0 17-0 9-0 112.5% 39-0
ATR 14-1 14-3 0-2 1.4% 0-0
Volume 19,309 13,927 -5,382 -27.9% 121,137
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1025-5 1018-1 986-1
R3 1008-5 1001-1 981-3
R2 991-5 991-5 979-7
R1 984-1 984-1 978-2 987-7
PP 974-5 974-5 974-5 976-4
S1 967-1 967-1 975-2 970-7
S2 957-5 957-5 973-5
S3 940-5 950-1 972-1
S4 923-5 933-1 967-3
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1073-1 1060-3 991-0
R3 1034-1 1021-3 980-2
R2 995-1 995-1 976-5
R1 982-3 982-3 973-1 988-6
PP 956-1 956-1 956-1 959-3
S1 943-3 943-3 965-7 949-6
S2 917-1 917-1 962-3
S3 878-1 904-3 958-6
S4 839-1 865-3 948-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982-0 944-0 38-0 3.9% 12-6 1.3% 86% True False 21,556
10 982-0 930-0 52-0 5.3% 13-7 1.4% 90% True False 25,115
20 988-0 930-0 58-0 5.9% 12-3 1.3% 81% False False 25,620
40 988-0 922-0 66-0 6.8% 12-4 1.3% 83% False False 25,192
60 1078-0 922-0 156-0 16.0% 12-2 1.3% 35% False False 21,774
80 1091-0 922-0 169-0 17.3% 12-5 1.3% 32% False False 19,392
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 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1054-2
2.618 1026-4
1.618 1009-4
1.000 999-0
0.618 992-4
HIGH 982-0
0.618 975-4
0.500 973-4
0.382 971-4
LOW 965-0
0.618 954-4
1.000 948-0
1.618 937-4
2.618 920-4
4.250 892-6
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 975-5 974-3
PP 974-5 971-7
S1 973-4 969-4

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

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