CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 1030-0 1045-0 15-0 1.5% 1008-4
High 1053-0 1052-4 -0-4 0.0% 1053-0
Low 1030-0 1039-0 9-0 0.9% 1001-0
Close 1044-6 1050-2 5-4 0.5% 1050-2
Range 23-0 13-4 -9-4 -41.3% 52-0
ATR 21-0 20-3 -0-4 -2.5% 0-0
Volume 26,073 22,018 -4,055 -15.6% 106,247
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1087-6 1082-4 1057-5
R3 1074-2 1069-0 1054-0
R2 1060-6 1060-6 1052-6
R1 1055-4 1055-4 1051-4 1058-1
PP 1047-2 1047-2 1047-2 1048-4
S1 1042-0 1042-0 1049-0 1044-5
S2 1033-6 1033-6 1047-6
S3 1020-2 1028-4 1046-4
S4 1006-6 1015-0 1042-7
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1190-6 1172-4 1078-7
R3 1138-6 1120-4 1064-4
R2 1086-6 1086-6 1059-6
R1 1068-4 1068-4 1055-0 1077-5
PP 1034-6 1034-6 1034-6 1039-2
S1 1016-4 1016-4 1045-4 1025-5
S2 982-6 982-6 1040-6
S3 930-6 964-4 1036-0
S4 878-6 912-4 1021-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1053-0 1001-0 52-0 5.0% 20-0 1.9% 95% False False 21,249
10 1053-0 964-0 89-0 8.5% 18-4 1.8% 97% False False 20,666
20 1053-0 960-0 93-0 8.9% 19-1 1.8% 97% False False 19,278
40 1053-0 890-0 163-0 15.5% 16-2 1.5% 98% False False 14,622
60 1053-0 890-0 163-0 15.5% 14-3 1.4% 98% False False 11,725
80 1058-0 890-0 168-0 16.0% 14-1 1.3% 95% False False 9,824
100 1058-0 890-0 168-0 16.0% 13-6 1.3% 95% False False 8,368
120 1098-0 890-0 208-0 19.8% 12-7 1.2% 77% False False 7,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1109-7
2.618 1087-7
1.618 1074-3
1.000 1066-0
0.618 1060-7
HIGH 1052-4
0.618 1047-3
0.500 1045-6
0.382 1044-1
LOW 1039-0
0.618 1030-5
1.000 1025-4
1.618 1017-1
2.618 1003-5
4.250 981-5
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 1048-6 1047-3
PP 1047-2 1044-3
S1 1045-6 1041-4

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

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