CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 966-0 980-0 14-0 1.4% 955-0
High 966-0 985-0 19-0 2.0% 985-0
Low 957-0 965-0 8-0 0.8% 955-0
Close 959-4 974-6 15-2 1.6% 974-6
Range 9-0 20-0 11-0 122.2% 30-0
ATR 21-6 22-1 0-2 1.2% 0-0
Volume 3,548 3,140 -408 -11.5% 19,360
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1034-7 1024-7 985-6
R3 1014-7 1004-7 980-2
R2 994-7 994-7 978-3
R1 984-7 984-7 976-5 979-7
PP 974-7 974-7 974-7 972-4
S1 964-7 964-7 972-7 959-7
S2 954-7 954-7 971-1
S3 934-7 944-7 969-2
S4 914-7 924-7 963-6
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1061-5 1048-1 991-2
R3 1031-5 1018-1 983-0
R2 1001-5 1001-5 980-2
R1 988-1 988-1 977-4 994-7
PP 971-5 971-5 971-5 975-0
S1 958-1 958-1 972-0 964-7
S2 941-5 941-5 969-2
S3 911-5 928-1 966-4
S4 881-5 898-1 958-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985-0 955-0 30-0 3.1% 10-4 1.1% 66% True False 3,872
10 1058-0 955-0 103-0 10.6% 13-5 1.4% 19% False False 3,876
20 1058-0 915-0 143-0 14.7% 12-6 1.3% 42% False False 3,861
40 1058-0 891-0 167-0 17.1% 12-5 1.3% 50% False False 3,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1070-0
2.618 1037-3
1.618 1017-3
1.000 1005-0
0.618 997-3
HIGH 985-0
0.618 977-3
0.500 975-0
0.382 972-5
LOW 965-0
0.618 952-5
1.000 945-0
1.618 932-5
2.618 912-5
4.250 880-0
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 975-0 973-4
PP 974-7 972-2
S1 974-7 971-0

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

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