CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 1015-0 986-0 -29-0 -2.9% 994-0
High 1015-0 990-4 -24-4 -2.4% 1025-0
Low 984-0 978-0 -6-0 -0.6% 986-0
Close 988-2 978-4 -9-6 -1.0% 1006-6
Range 31-0 12-4 -18-4 -59.7% 39-0
ATR 18-3 18-0 -0-3 -2.3% 0-0
Volume 14,434 8,325 -6,109 -42.3% 56,747
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 1019-7 1011-5 985-3
R3 1007-3 999-1 982-0
R2 994-7 994-7 980-6
R1 986-5 986-5 979-5 984-4
PP 982-3 982-3 982-3 981-2
S1 974-1 974-1 977-3 972-0
S2 969-7 969-7 976-2
S3 957-3 961-5 975-0
S4 944-7 949-1 971-5
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 1025-0 978-0 47-0 4.8% 19-2 2.0% 1% False True 12,799
10 1025-0 978-0 47-0 4.8% 14-6 1.5% 1% False True 11,692
20 1025-0 890-0 135-0 13.8% 15-2 1.6% 66% False False 10,748
40 1025-0 890-0 135-0 13.8% 12-4 1.3% 66% False False 8,365
60 1058-0 890-0 168-0 17.2% 12-6 1.3% 53% False False 6,888
80 1058-0 890-0 168-0 17.2% 12-4 1.3% 53% False False 5,873
100 1098-0 890-0 208-0 21.3% 11-6 1.2% 43% False False 5,060
Crabel Price Patterns
NR True
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 2-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1043-5
2.618 1023-2
1.618 1010-6
1.000 1003-0
0.618 998-2
HIGH 990-4
0.618 985-6
0.500 984-2
0.382 982-6
LOW 978-0
0.618 970-2
1.000 965-4
1.618 957-6
2.618 945-2
4.250 924-7
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 984-2 1001-4
PP 982-3 993-7
S1 980-3 986-1

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

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