CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 1045-0 1050-4 5-4 0.5% 1049-0
High 1056-0 1055-0 -1-0 -0.1% 1098-0
Low 1045-0 1046-0 1-0 0.1% 1049-0
Close 1056-4 1046-6 -9-6 -0.9% 1079-4
Range 11-0 9-0 -2-0 -18.2% 49-0
ATR
Volume 1,097 3,680 2,583 235.5% 10,976
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 1076-2 1070-4 1051-6
R3 1067-2 1061-4 1049-2
R2 1058-2 1058-2 1048-3
R1 1052-4 1052-4 1047-5 1050-7
PP 1049-2 1049-2 1049-2 1048-4
S1 1043-4 1043-4 1045-7 1041-7
S2 1040-2 1040-2 1045-1
S3 1031-2 1034-4 1044-2
S4 1022-2 1025-4 1041-6
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1222-4 1200-0 1106-4
R3 1173-4 1151-0 1093-0
R2 1124-4 1124-4 1088-4
R1 1102-0 1102-0 1084-0 1113-2
PP 1075-4 1075-4 1075-4 1081-1
S1 1053-0 1053-0 1075-0 1064-2
S2 1026-4 1026-4 1070-4
S3 977-4 1004-0 1066-0
S4 928-4 955-0 1052-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1079-4 1031-0 48-4 4.6% 8-5 0.8% 32% False False 1,692
10 1098-0 1031-0 67-0 6.4% 9-7 0.9% 24% False False 1,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1093-2
2.618 1078-4
1.618 1069-4
1.000 1064-0
0.618 1060-4
HIGH 1055-0
0.618 1051-4
0.500 1050-4
0.382 1049-4
LOW 1046-0
0.618 1040-4
1.000 1037-0
1.618 1031-4
2.618 1022-4
4.250 1007-6
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 1050-4 1045-5
PP 1049-2 1044-5
S1 1048-0 1043-4

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

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