CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 966-0 981-0 15-0 1.6% 994-0
High 977-4 990-0 12-4 1.3% 1025-0
Low 966-0 981-0 15-0 1.6% 986-0
Close 971-2 987-4 16-2 1.7% 1006-6
Range 11-4 9-0 -2-4 -21.7% 39-0
ATR 17-4 17-5 0-1 0.5% 0-0
Volume 15,880 13,462 -2,418 -15.2% 56,747
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 1013-1 1009-3 992-4
R3 1004-1 1000-3 990-0
R2 995-1 995-1 989-1
R1 991-3 991-3 988-3 993-2
PP 986-1 986-1 986-1 987-1
S1 982-3 982-3 986-5 984-2
S2 977-1 977-1 985-7
S3 968-1 973-3 985-0
S4 959-1 964-3 982-4
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 1025-0 966-0 59-0 6.0% 17-3 1.8% 36% False False 14,263
10 1025-0 966-0 59-0 6.0% 14-7 1.5% 36% False False 11,940
20 1025-0 890-0 135-0 13.7% 14-6 1.5% 72% False False 11,719
40 1025-0 890-0 135-0 13.7% 12-2 1.2% 72% False False 8,886
60 1058-0 890-0 168-0 17.0% 12-4 1.3% 58% False False 7,174
80 1058-0 890-0 168-0 17.0% 11-7 1.2% 58% False False 6,172
100 1098-0 890-0 208-0 21.1% 11-6 1.2% 47% False False 5,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1028-2
2.618 1013-4
1.618 1004-4
1.000 999-0
0.618 995-4
HIGH 990-0
0.618 986-4
0.500 985-4
0.382 984-4
LOW 981-0
0.618 975-4
1.000 972-0
1.618 966-4
2.618 957-4
4.250 942-6
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 986-7 984-3
PP 986-1 981-3
S1 985-4 978-2

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

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