CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 1018-0 1015-0 -3-0 -0.3% 994-0
High 1025-0 1015-0 -10-0 -1.0% 1025-0
Low 1002-0 984-0 -18-0 -1.8% 986-0
Close 1006-6 988-2 -18-4 -1.8% 1006-6
Range 23-0 31-0 8-0 34.8% 39-0
ATR 17-3 18-3 1-0 5.6% 0-0
Volume 19,215 14,434 -4,781 -24.9% 56,747
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 1088-6 1069-4 1005-2
R3 1057-6 1038-4 996-6
R2 1026-6 1026-6 993-7
R1 1007-4 1007-4 991-1 1001-5
PP 995-6 995-6 995-6 992-6
S1 976-4 976-4 985-3 970-5
S2 964-6 964-6 982-5
S3 933-6 945-4 979-6
S4 902-6 914-4 971-2
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 1025-0 984-0 41-0 4.1% 19-4 2.0% 10% False True 12,823
10 1025-0 982-0 43-0 4.4% 14-6 1.5% 15% False False 12,040
20 1025-0 890-0 135-0 13.7% 14-5 1.5% 73% False False 10,555
40 1025-0 890-0 135-0 13.7% 12-3 1.3% 73% False False 8,241
60 1058-0 890-0 168-0 17.0% 12-6 1.3% 58% False False 6,821
80 1058-0 890-0 168-0 17.0% 12-5 1.3% 58% False False 5,781
100 1098-0 890-0 208-0 21.0% 11-6 1.2% 47% False False 4,993
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 29 trading days
Fibonacci Retracements and Extensions
4.250 1146-6
2.618 1096-1
1.618 1065-1
1.000 1046-0
0.618 1034-1
HIGH 1015-0
0.618 1003-1
0.500 999-4
0.382 995-7
LOW 984-0
0.618 964-7
1.000 953-0
1.618 933-7
2.618 902-7
4.250 852-2
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 999-4 1004-4
PP 995-6 999-1
S1 992-0 993-5

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

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