CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 951-0 955-4 4-4 0.5% 940-4
High 958-0 955-4 -2-4 -0.3% 948-4
Low 938-4 955-4 17-0 1.8% 911-0
Close 956-6 955-4 -1-2 -0.1% 915-4
Range 19-4 0-0 -19-4 -100.0% 37-4
ATR 22-0 20-4 -1-4 -6.7% 0-0
Volume 8,490 7,939 -551 -6.5% 30,069
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 955-4 955-4 955-4
R3 955-4 955-4 955-4
R2 955-4 955-4 955-4
R1 955-4 955-4 955-4 955-4
PP 955-4 955-4 955-4 955-4
S1 955-4 955-4 955-4 955-4
S2 955-4 955-4 955-4
S3 955-4 955-4 955-4
S4 955-4 955-4 955-4
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1037-4 1014-0 936-1
R3 1000-0 976-4 925-6
R2 962-4 962-4 922-3
R1 939-0 939-0 919-0 932-0
PP 925-0 925-0 925-0 921-4
S1 901-4 901-4 912-0 894-4
S2 887-4 887-4 908-5
S3 850-0 864-0 905-2
S4 812-4 826-4 894-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980-0 908-0 72-0 7.5% 14-4 1.5% 66% False False 7,724
10 980-0 908-0 72-0 7.5% 12-2 1.3% 66% False False 7,101
20 1012-0 908-0 104-0 10.9% 12-2 1.3% 46% False False 5,303
40 1058-0 908-0 150-0 15.7% 11-7 1.2% 32% False False 4,492
60 1058-0 891-0 167-0 17.5% 12-1 1.3% 39% False False 3,809
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 955-4
2.618 955-4
1.618 955-4
1.000 955-4
0.618 955-4
HIGH 955-4
0.618 955-4
0.500 955-4
0.382 955-4
LOW 955-4
0.618 955-4
1.000 955-4
1.618 955-4
2.618 955-4
4.250 955-4
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 955-4 959-2
PP 955-4 958-0
S1 955-4 956-6

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

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