CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 1000-0 992-0 -8-0 -0.8% 890-0
High 1005-0 992-0 -13-0 -1.3% 970-0
Low 995-0 982-0 -13-0 -1.3% 890-0
Close 999-0 990-2 -8-6 -0.9% 968-0
Range 10-0 10-0 0-0 0.0% 80-0
ATR 17-5 17-5 0-0 -0.3% 0-0
Volume 14,589 12,275 -2,314 -15.9% 56,504
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 1018-1 1014-1 995-6
R3 1008-1 1004-1 993-0
R2 998-1 998-1 992-1
R1 994-1 994-1 991-1 991-1
PP 988-1 988-1 988-1 986-4
S1 984-1 984-1 989-3 981-1
S2 978-1 978-1 988-3
S3 968-1 974-1 987-4
S4 958-1 964-1 984-6
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1182-5 1155-3 1012-0
R3 1102-5 1075-3 990-0
R2 1022-5 1022-5 982-5
R1 995-3 995-3 975-3 1009-0
PP 942-5 942-5 942-5 949-4
S1 915-3 915-3 960-5 929-0
S2 862-5 862-5 953-3
S3 782-5 835-3 946-0
S4 702-5 755-3 924-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1005-0 942-0 63-0 6.4% 14-7 1.5% 77% False False 12,089
10 1005-0 890-0 115-0 11.6% 14-6 1.5% 87% False False 11,498
20 1005-0 890-0 115-0 11.6% 11-0 1.1% 87% False False 8,252
40 1012-0 890-0 122-0 12.3% 11-5 1.2% 82% False False 6,777
60 1058-0 890-0 168-0 17.0% 11-5 1.2% 60% False False 5,745
80 1058-0 890-0 168-0 17.0% 11-7 1.2% 60% False False 4,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
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
Fibonacci Retracements and Extensions
4.250 1034-4
2.618 1018-1
1.618 1008-1
1.000 1002-0
0.618 998-1
HIGH 992-0
0.618 988-1
0.500 987-0
0.382 985-7
LOW 982-0
0.618 975-7
1.000 972-0
1.618 965-7
2.618 955-7
4.250 939-4
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 989-1 993-4
PP 988-1 992-3
S1 987-0 991-3

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

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