CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 917-4 967-0 49-4 5.4% 933-0
High 921-4 986-0 64-4 7.0% 945-0
Low 915-0 967-0 52-0 5.7% 910-0
Close 921-0 974-6 53-6 5.8% 925-4
Range 6-4 19-0 12-4 192.3% 35-0
ATR 19-4 22-6 3-2 16.7% 0-0
Volume 3,634 1,855 -1,779 -49.0% 11,134
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 1032-7 1022-7 985-2
R3 1013-7 1003-7 980-0
R2 994-7 994-7 978-2
R1 984-7 984-7 976-4 989-7
PP 975-7 975-7 975-7 978-4
S1 965-7 965-7 973-0 970-7
S2 956-7 956-7 971-2
S3 937-7 946-7 969-4
S4 918-7 927-7 964-2
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1031-7 1013-5 944-6
R3 996-7 978-5 935-1
R2 961-7 961-7 931-7
R1 943-5 943-5 928-6 935-2
PP 926-7 926-7 926-7 922-5
S1 908-5 908-5 922-2 900-2
S2 891-7 891-7 919-1
S3 856-7 873-5 915-7
S4 821-7 838-5 906-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 986-0 915-0 71-0 7.3% 6-3 0.7% 84% True False 2,015
10 986-0 910-0 76-0 7.8% 8-0 0.8% 85% True False 2,389
20 1008-0 891-0 117-0 12.0% 12-2 1.3% 72% False False 2,544
40 1098-0 891-0 207-0 21.2% 10-4 1.1% 40% False False 2,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1066-6
2.618 1035-6
1.618 1016-6
1.000 1005-0
0.618 997-6
HIGH 986-0
0.618 978-6
0.500 976-4
0.382 974-2
LOW 967-0
0.618 955-2
1.000 948-0
1.618 936-2
2.618 917-2
4.250 886-2
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 976-4 966-5
PP 975-7 958-5
S1 975-3 950-4

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

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