CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 994-4 974-0 -20-4 -2.1% 983-0
High 997-0 975-0 -22-0 -2.2% 1024-0
Low 977-0 960-0 -17-0 -1.7% 960-0
Close 976-6 960-2 -16-4 -1.7% 960-2
Range 20-0 15-0 -5-0 -25.0% 64-0
ATR 20-4 20-2 -0-2 -1.3% 0-0
Volume 24,362 23,120 -1,242 -5.1% 111,597
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1010-1 1000-1 968-4
R3 995-1 985-1 964-3
R2 980-1 980-1 963-0
R1 970-1 970-1 961-5 967-5
PP 965-1 965-1 965-1 963-6
S1 955-1 955-1 958-7 952-5
S2 950-1 950-1 957-4
S3 935-1 940-1 956-1
S4 920-1 925-1 952-0
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1173-3 1130-7 995-4
R3 1109-3 1066-7 977-7
R2 1045-3 1045-3 972-0
R1 1002-7 1002-7 966-1 992-1
PP 981-3 981-3 981-3 976-0
S1 938-7 938-7 954-3 928-1
S2 917-3 917-3 948-4
S3 853-3 874-7 942-5
S4 789-3 810-7 925-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1024-0 960-0 64-0 6.7% 25-6 2.7% 0% False True 22,319
10 1024-0 960-0 64-0 6.7% 19-6 2.1% 0% False True 17,890
20 1025-0 960-0 65-0 6.8% 16-4 1.7% 0% False True 14,885
40 1025-0 890-0 135-0 14.1% 14-2 1.5% 52% False False 11,056
60 1025-0 890-0 135-0 14.1% 13-1 1.4% 52% False False 8,914
80 1058-0 890-0 168-0 17.5% 12-6 1.3% 42% False False 7,539
100 1058-0 890-0 168-0 17.5% 12-4 1.3% 42% False False 6,482
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 2-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1038-6
2.618 1014-2
1.618 999-2
1.000 990-0
0.618 984-2
HIGH 975-0
0.618 969-2
0.500 967-4
0.382 965-6
LOW 960-0
0.618 950-6
1.000 945-0
1.618 935-6
2.618 920-6
4.250 896-2
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 967-4 992-0
PP 965-1 981-3
S1 962-5 970-7

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

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