CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 926-4 912-0 -14-4 -1.6% 967-0
High 926-4 929-2 2-6 0.3% 977-0
Low 926-4 912-0 -14-4 -1.6% 891-0
Close 926-4 929-2 2-6 0.3% 929-2
Range 0-0 17-2 17-2 86-0
ATR 24-3 23-7 -0-4 -2.1% 0-0
Volume 2,718 3,759 1,041 38.3% 12,909
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 975-2 969-4 938-6
R3 958-0 952-2 934-0
R2 940-6 940-6 932-3
R1 935-0 935-0 930-7 937-7
PP 923-4 923-4 923-4 925-0
S1 917-6 917-6 927-5 920-5
S2 906-2 906-2 926-1
S3 889-0 900-4 924-4
S4 871-6 883-2 919-6
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1190-3 1145-7 976-4
R3 1104-3 1059-7 952-7
R2 1018-3 1018-3 945-0
R1 973-7 973-7 937-1 953-1
PP 932-3 932-3 932-3 922-0
S1 887-7 887-7 921-3 867-1
S2 846-3 846-3 913-4
S3 760-3 801-7 905-5
S4 674-3 715-7 882-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 977-0 891-0 86-0 9.3% 20-7 2.2% 44% False False 2,581
10 1011-0 891-0 120-0 12.9% 15-3 1.6% 32% False False 2,210
20 1079-4 891-0 188-4 20.3% 11-0 1.2% 20% False False 1,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1002-4
2.618 974-3
1.618 957-1
1.000 946-4
0.618 939-7
HIGH 929-2
0.618 922-5
0.500 920-5
0.382 918-5
LOW 912-0
0.618 901-3
1.000 894-6
1.618 884-1
2.618 866-7
4.250 838-6
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 926-3 922-7
PP 923-4 916-4
S1 920-5 910-1

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

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