CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 983-4 968-0 -15-4 -1.6% 983-0
High 990-0 1000-0 10-0 1.0% 1024-0
Low 975-4 968-0 -7-4 -0.8% 960-0
Close 979-0 995-6 16-6 1.7% 960-2
Range 14-4 32-0 17-4 120.7% 64-0
ATR 19-5 20-4 0-7 4.5% 0-0
Volume 21,091 16,469 -4,622 -21.9% 111,597
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 1083-7 1071-7 1013-3
R3 1051-7 1039-7 1004-4
R2 1019-7 1019-7 1001-5
R1 1007-7 1007-7 998-5 1013-7
PP 987-7 987-7 987-7 991-0
S1 975-7 975-7 992-7 981-7
S2 955-7 955-7 989-7
S3 923-7 943-7 987-0
S4 891-7 911-7 978-1
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 1000-0 960-0 40-0 4.0% 17-4 1.8% 89% True False 19,844
10 1024-0 960-0 64-0 6.4% 20-5 2.1% 56% False False 20,291
20 1025-0 960-0 65-0 6.5% 17-6 1.8% 55% False False 16,115
40 1025-0 890-0 135-0 13.6% 14-3 1.4% 78% False False 12,184
60 1025-0 890-0 135-0 13.6% 13-5 1.4% 78% False False 9,890
80 1058-0 890-0 168-0 16.9% 13-1 1.3% 63% False False 8,338
100 1058-0 890-0 168-0 16.9% 13-0 1.3% 63% False False 7,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1136-0
2.618 1083-6
1.618 1051-6
1.000 1032-0
0.618 1019-6
HIGH 1000-0
0.618 987-6
0.500 984-0
0.382 980-2
LOW 968-0
0.618 948-2
1.000 936-0
1.618 916-2
2.618 884-2
4.250 832-0
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 991-7 991-1
PP 987-7 986-5
S1 984-0 982-0

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

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