CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 963-0 966-0 3-0 0.3% 1011-6
High 964-6 966-0 1-2 0.1% 1058-0
Low 958-0 957-0 -1-0 -0.1% 989-0
Close 964-6 959-4 -5-2 -0.5% 988-6
Range 6-6 9-0 2-2 33.3% 69-0
ATR 22-6 21-6 -1-0 -4.3% 0-0
Volume 4,520 3,548 -972 -21.5% 19,407
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 987-7 982-5 964-4
R3 978-7 973-5 962-0
R2 969-7 969-7 961-1
R1 964-5 964-5 960-3 962-6
PP 960-7 960-7 960-7 959-7
S1 955-5 955-5 958-5 953-6
S2 951-7 951-7 957-7
S3 942-7 946-5 957-0
S4 933-7 937-5 954-4
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 1006-0 955-0 51-0 5.3% 10-0 1.0% 9% False False 4,213
10 1058-0 955-0 103-0 10.7% 13-1 1.4% 4% False False 3,869
20 1058-0 915-0 143-0 14.9% 11-6 1.2% 31% False False 3,778
40 1058-0 891-0 167-0 17.4% 12-1 1.3% 41% False False 3,113
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1004-2
2.618 989-4
1.618 980-4
1.000 975-0
0.618 971-4
HIGH 966-0
0.618 962-4
0.500 961-4
0.382 960-4
LOW 957-0
0.618 951-4
1.000 948-0
1.618 942-4
2.618 933-4
4.250 918-6
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 961-4 960-4
PP 960-7 960-1
S1 960-1 959-7

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

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