CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 926-0 949-6 23-6 2.6% 941-0
High 936-0 949-6 13-6 1.5% 949-0
Low 926-0 949-6 23-6 2.6% 922-0
Close 935-6 949-6 14-0 1.5% 922-0
Range 10-0 0-0 -10-0 -100.0% 27-0
ATR 8-2 8-5 0-3 5.0% 0-0
Volume 266 309 43 16.2% 4,842
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 949-6 949-6 949-6
R3 949-6 949-6 949-6
R2 949-6 949-6 949-6
R1 949-6 949-6 949-6 949-6
PP 949-6 949-6 949-6 949-6
S1 949-6 949-6 949-6 949-6
S2 949-6 949-6 949-6
S3 949-6 949-6 949-6
S4 949-6 949-6 949-6
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1012-0 994-0 936-7
R3 985-0 967-0 929-3
R2 958-0 958-0 927-0
R1 940-0 940-0 924-4 935-4
PP 931-0 931-0 931-0 928-6
S1 913-0 913-0 919-4 908-4
S2 904-0 904-0 917-0
S3 877-0 886-0 914-5
S4 850-0 859-0 907-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949-6 921-0 28-6 3.0% 2-4 0.3% 100% True False 707
10 949-6 921-0 28-6 3.0% 2-4 0.3% 100% True False 793
20 953-4 921-0 32-4 3.4% 1-5 0.2% 88% False False 631
40 955-0 912-4 42-4 4.5% 1-3 0.1% 88% False False 575
60 1041-0 912-4 128-4 13.5% 0-7 0.1% 29% False False 477
80 1059-4 912-4 147-0 15.5% 1-0 0.1% 25% False False 423
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 949-6
2.618 949-6
1.618 949-6
1.000 949-6
0.618 949-6
HIGH 949-6
0.618 949-6
0.500 949-6
0.382 949-6
LOW 949-6
0.618 949-6
1.000 949-6
1.618 949-6
2.618 949-6
4.250 949-6
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 949-6 945-0
PP 949-6 940-1
S1 949-6 935-3

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

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