CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 955-0 956-0 1-0 0.1% 1011-6
High 963-0 964-0 1-0 0.1% 1058-0
Low 955-0 955-0 0-0 0.0% 989-0
Close 962-4 967-0 4-4 0.5% 988-6
Range 8-0 9-0 1-0 12.5% 69-0
ATR 25-0 23-7 -1-1 -4.6% 0-0
Volume 5,000 3,152 -1,848 -37.0% 19,407
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 989-0 987-0 972-0
R3 980-0 978-0 969-4
R2 971-0 971-0 968-5
R1 969-0 969-0 967-7 970-0
PP 962-0 962-0 962-0 962-4
S1 960-0 960-0 966-1 961-0
S2 953-0 953-0 965-3
S3 944-0 951-0 964-4
S4 935-0 942-0 962-0
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1218-7 1172-7 1026-6
R3 1149-7 1103-7 1007-6
R2 1080-7 1080-7 1001-3
R1 1034-7 1034-7 995-1 1023-3
PP 1011-7 1011-7 1011-7 1006-2
S1 965-7 965-7 982-3 954-3
S2 942-7 942-7 976-1
S3 873-7 896-7 969-6
S4 804-7 827-7 950-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1058-0 955-0 103-0 10.7% 18-3 1.9% 12% False True 4,096
10 1058-0 955-0 103-0 10.7% 14-6 1.5% 12% False True 4,093
20 1058-0 915-0 143-0 14.8% 11-1 1.2% 36% False False 3,544
40 1058-0 891-0 167-0 17.3% 12-0 1.2% 46% False False 2,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1002-2
2.618 987-4
1.618 978-4
1.000 973-0
0.618 969-4
HIGH 964-0
0.618 960-4
0.500 959-4
0.382 958-4
LOW 955-0
0.618 949-4
1.000 946-0
1.618 940-4
2.618 931-4
4.250 916-6
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 964-4 980-4
PP 962-0 976-0
S1 959-4 971-4

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

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