CME Pit-Traded Soybean Future September 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 946-2 949-0 2-6 0.3% 951-0
High 946-2 949-0 2-6 0.3% 951-0
Low 946-2 941-0 -5-2 -0.6% 935-0
Close 946-2 944-4 -1-6 -0.2% 944-4
Range 0-0 8-0 8-0 16-0
ATR 10-5 10-3 -0-1 -1.7% 0-0
Volume 757 119 -638 -84.3% 1,619
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 968-7 964-5 948-7
R3 960-7 956-5 946-6
R2 952-7 952-7 946-0
R1 948-5 948-5 945-2 946-6
PP 944-7 944-7 944-7 943-7
S1 940-5 940-5 943-6 938-6
S2 936-7 936-7 943-0
S3 928-7 932-5 942-2
S4 920-7 924-5 940-1
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 991-4 984-0 953-2
R3 975-4 968-0 948-7
R2 959-4 959-4 947-3
R1 952-0 952-0 946-0 947-6
PP 943-4 943-4 943-4 941-3
S1 936-0 936-0 943-0 931-6
S2 927-4 927-4 941-5
S3 911-4 920-0 940-1
S4 895-4 904-0 935-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958-2 935-0 23-2 2.5% 2-5 0.3% 41% False False 394
10 1012-4 935-0 77-4 8.2% 1-2 0.1% 12% False False 400
20 1041-0 935-0 106-0 11.2% 0-5 0.1% 9% False False 303
40 1059-4 935-0 124-4 13.2% 0-5 0.1% 8% False False 277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 983-0
2.618 970-0
1.618 962-0
1.000 957-0
0.618 954-0
HIGH 949-0
0.618 946-0
0.500 945-0
0.382 944-0
LOW 941-0
0.618 936-0
1.000 933-0
1.618 928-0
2.618 920-0
4.250 907-0
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 945-0 943-5
PP 944-7 942-7
S1 944-5 942-0

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

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