CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 1020-0 994-4 -25-4 -2.5% 1015-0
High 1024-0 997-0 -27-0 -2.6% 1015-0
Low 1001-4 977-0 -24-4 -2.4% 966-0
Close 1002-4 976-6 -25-6 -2.6% 975-0
Range 22-4 20-0 -2-4 -11.1% 49-0
ATR 20-1 20-4 0-3 1.9% 0-0
Volume 20,924 24,362 3,438 16.4% 67,311
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 1043-5 1030-1 987-6
R3 1023-5 1010-1 982-2
R2 1003-5 1003-5 980-3
R1 990-1 990-1 978-5 986-7
PP 983-5 983-5 983-5 982-0
S1 970-1 970-1 974-7 966-7
S2 963-5 963-5 973-1
S3 943-5 950-1 971-2
S4 923-5 930-1 965-6
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 1024-0 970-0 54-0 5.5% 23-6 2.4% 13% False False 20,737
10 1025-0 966-0 59-0 6.0% 20-5 2.1% 18% False False 17,500
20 1025-0 942-0 83-0 8.5% 17-1 1.8% 42% False False 14,177
40 1025-0 890-0 135-0 13.8% 14-0 1.4% 64% False False 10,669
60 1058-0 890-0 168-0 17.2% 13-4 1.4% 52% False False 8,588
80 1058-0 890-0 168-0 17.2% 12-5 1.3% 52% False False 7,271
100 1058-0 890-0 168-0 17.2% 12-4 1.3% 52% False False 6,262
Crabel Price Patterns
NR True
NR4 True
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 3-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1082-0
2.618 1049-3
1.618 1029-3
1.000 1017-0
0.618 1009-3
HIGH 997-0
0.618 989-3
0.500 987-0
0.382 984-5
LOW 977-0
0.618 964-5
1.000 957-0
1.618 944-5
2.618 924-5
4.250 892-0
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 987-0 1000-4
PP 983-5 992-5
S1 980-1 984-5

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

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