CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 981-0 972-0 -9-0 -0.9% 1015-0
High 990-0 977-4 -12-4 -1.3% 1015-0
Low 981-0 972-0 -9-0 -0.9% 966-0
Close 987-4 975-0 -12-4 -1.3% 975-0
Range 9-0 5-4 -3-4 -38.9% 49-0
ATR 17-5 17-4 -0-1 -0.9% 0-0
Volume 13,462 15,210 1,748 13.0% 67,311
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 991-3 988-5 978-0
R3 985-7 983-1 976-4
R2 980-3 980-3 976-0
R1 977-5 977-5 975-4 979-0
PP 974-7 974-7 974-7 975-4
S1 972-1 972-1 974-4 973-4
S2 969-3 969-3 974-0
S3 963-7 966-5 973-4
S4 958-3 961-1 972-0
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1132-3 1102-5 1002-0
R3 1083-3 1053-5 988-4
R2 1034-3 1034-3 984-0
R1 1004-5 1004-5 979-4 995-0
PP 985-3 985-3 985-3 980-4
S1 955-5 955-5 970-4 946-0
S2 936-3 936-3 966-0
S3 887-3 906-5 961-4
S4 838-3 857-5 948-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1015-0 966-0 49-0 5.0% 13-7 1.4% 18% False False 13,462
10 1025-0 966-0 59-0 6.1% 14-4 1.5% 15% False False 12,405
20 1025-0 890-0 135-0 13.8% 14-4 1.5% 63% False False 12,130
40 1025-0 890-0 135-0 13.8% 12-0 1.2% 63% False False 9,162
60 1058-0 890-0 168-0 17.2% 12-3 1.3% 51% False False 7,348
80 1058-0 890-0 168-0 17.2% 12-0 1.2% 51% False False 6,328
100 1098-0 890-0 208-0 21.3% 11-6 1.2% 41% False False 5,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-1
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1000-7
2.618 991-7
1.618 986-3
1.000 983-0
0.618 980-7
HIGH 977-4
0.618 975-3
0.500 974-6
0.382 974-1
LOW 972-0
0.618 968-5
1.000 966-4
1.618 963-1
2.618 957-5
4.250 948-5
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 974-7 978-0
PP 974-7 977-0
S1 974-6 976-0

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

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