CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 900-0 911-4 11-4 1.3% 926-0
High 917-0 920-0 3-0 0.3% 936-4
Low 900-0 911-4 11-4 1.3% 900-0
Close 914-2 918-6 4-4 0.5% 895-2
Range 17-0 8-4 -8-4 -50.0% 36-4
ATR 16-6 16-1 -0-5 -3.5% 0-0
Volume 15,257 12,927 -2,330 -15.3% 24,039
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 942-2 939-0 923-3
R3 933-6 930-4 921-1
R2 925-2 925-2 920-2
R1 922-0 922-0 919-4 923-5
PP 916-6 916-6 916-6 917-4
S1 913-4 913-4 918-0 915-1
S2 908-2 908-2 917-2
S3 899-6 905-0 916-3
S4 891-2 896-4 914-1
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1020-1 994-1 915-3
R3 983-5 957-5 905-2
R2 947-1 947-1 902-0
R1 921-1 921-1 898-5 915-7
PP 910-5 910-5 910-5 908-0
S1 884-5 884-5 891-7 879-3
S2 874-1 874-1 888-4
S3 837-5 848-1 885-2
S4 801-1 811-5 875-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 936-4 890-0 46-4 5.1% 12-3 1.3% 62% False False 10,014
10 936-4 890-0 46-4 5.1% 8-5 0.9% 62% False False 6,919
20 980-0 890-0 90-0 9.8% 10-2 1.1% 32% False False 7,042
40 1058-0 890-0 168-0 18.3% 11-5 1.3% 17% False False 5,644
60 1058-0 890-0 168-0 18.3% 11-2 1.2% 17% False False 4,845
80 1058-0 890-0 168-0 18.3% 11-2 1.2% 17% False False 4,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 956-1
2.618 942-2
1.618 933-6
1.000 928-4
0.618 925-2
HIGH 920-0
0.618 916-6
0.500 915-6
0.382 914-6
LOW 911-4
0.618 906-2
1.000 903-0
1.618 897-6
2.618 889-2
4.250 875-3
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 917-6 914-1
PP 916-6 909-5
S1 915-6 905-0

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

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