CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 990-0 994-0 4-0 0.4% 986-0
High 993-0 1003-0 10-0 1.0% 1005-0
Low 984-0 994-0 10-0 1.0% 982-0
Close 985-2 1003-0 17-6 1.8% 985-2
Range 9-0 9-0 0-0 0.0% 23-0
ATR 17-0 17-1 0-0 0.3% 0-0
Volume 10,558 7,064 -3,494 -33.1% 62,053
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 1027-0 1024-0 1008-0
R3 1018-0 1015-0 1005-4
R2 1009-0 1009-0 1004-5
R1 1006-0 1006-0 1003-7 1007-4
PP 1000-0 1000-0 1000-0 1000-6
S1 997-0 997-0 1002-1 998-4
S2 991-0 991-0 1001-3
S3 982-0 988-0 1000-4
S4 973-0 979-0 998-0
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1059-6 1045-4 997-7
R3 1036-6 1022-4 991-5
R2 1013-6 1013-6 989-4
R1 999-4 999-4 987-3 995-1
PP 990-6 990-6 990-6 988-4
S1 976-4 976-4 983-1 972-1
S2 967-6 967-6 981-0
S3 944-6 953-4 978-7
S4 921-6 930-4 972-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1005-0 982-0 23-0 2.3% 9-7 1.0% 91% False False 11,258
10 1005-0 900-0 105-0 10.5% 14-0 1.4% 98% False False 11,616
20 1005-0 890-0 115-0 11.5% 11-1 1.1% 98% False False 8,485
40 1012-0 890-0 122-0 12.2% 11-3 1.1% 93% False False 7,051
60 1058-0 890-0 168-0 16.7% 11-6 1.2% 67% False False 5,987
80 1058-0 890-0 168-0 16.7% 12-0 1.2% 67% False False 5,095
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 1-1
Fibonacci Retracements and Extensions
4.250 1041-2
2.618 1026-4
1.618 1017-4
1.000 1012-0
0.618 1008-4
HIGH 1003-0
0.618 999-4
0.500 998-4
0.382 997-4
LOW 994-0
0.618 988-4
1.000 985-0
1.618 979-4
2.618 970-4
4.250 955-6
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 1001-4 999-4
PP 1000-0 996-0
S1 998-4 992-4

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

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