CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 1005-0 1018-0 13-0 1.3% 994-0
High 1007-4 1025-0 17-4 1.7% 1025-0
Low 1000-0 1002-0 2-0 0.2% 986-0
Close 1006-6 1006-6 0-0 0.0% 1006-6
Range 7-4 23-0 15-4 206.7% 39-0
ATR 17-0 17-3 0-3 2.5% 0-0
Volume 12,268 19,215 6,947 56.6% 56,747
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1080-2 1066-4 1019-3
R3 1057-2 1043-4 1013-1
R2 1034-2 1034-2 1011-0
R1 1020-4 1020-4 1008-7 1015-7
PP 1011-2 1011-2 1011-2 1009-0
S1 997-4 997-4 1004-5 992-7
S2 988-2 988-2 1002-4
S3 965-2 974-4 1000-3
S4 942-2 951-4 994-1
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1122-7 1103-7 1028-2
R3 1083-7 1064-7 1017-4
R2 1044-7 1044-7 1013-7
R1 1025-7 1025-7 1010-3 1035-3
PP 1005-7 1005-7 1005-7 1010-6
S1 986-7 986-7 1003-1 996-3
S2 966-7 966-7 999-5
S3 927-7 947-7 996-0
S4 888-7 908-7 985-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1025-0 986-0 39-0 3.9% 15-1 1.5% 53% True False 11,349
10 1025-0 982-0 43-0 4.3% 13-1 1.3% 58% True False 11,880
20 1025-0 890-0 135-0 13.4% 13-3 1.3% 86% True False 9,967
40 1025-0 890-0 135-0 13.4% 12-0 1.2% 86% True False 7,949
60 1058-0 890-0 168-0 16.7% 12-3 1.2% 69% False False 6,672
80 1058-0 890-0 168-0 16.7% 12-3 1.2% 69% False False 5,640
100 1098-0 890-0 208-0 20.7% 11-5 1.2% 56% False False 4,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1122-6
2.618 1085-2
1.618 1062-2
1.000 1048-0
0.618 1039-2
HIGH 1025-0
0.618 1016-2
0.500 1013-4
0.382 1010-6
LOW 1002-0
0.618 987-6
1.000 979-0
1.618 964-6
2.618 941-6
4.250 904-2
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 1013-4 1007-2
PP 1011-2 1007-1
S1 1009-0 1006-7

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

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