CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1045-0 1067-0 22-0 2.1% 1008-4
High 1052-4 1071-0 18-4 1.8% 1053-0
Low 1039-0 1044-4 5-4 0.5% 1001-0
Close 1050-2 1047-6 -2-4 -0.2% 1050-2
Range 13-4 26-4 13-0 96.3% 52-0
ATR 20-3 20-7 0-3 2.1% 0-0
Volume 22,018 21,758 -260 -1.2% 106,247
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1133-7 1117-3 1062-3
R3 1107-3 1090-7 1055-0
R2 1080-7 1080-7 1052-5
R1 1064-3 1064-3 1050-1 1059-3
PP 1054-3 1054-3 1054-3 1052-0
S1 1037-7 1037-7 1045-3 1032-7
S2 1027-7 1027-7 1042-7
S3 1001-3 1011-3 1040-4
S4 974-7 984-7 1033-1
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 1071-0 1010-0 61-0 5.8% 22-2 2.1% 62% True False 22,370
10 1071-0 964-0 107-0 10.2% 20-1 1.9% 78% True False 21,020
20 1071-0 960-0 111-0 10.6% 19-0 1.8% 79% True False 19,644
40 1071-0 890-0 181-0 17.3% 16-6 1.6% 87% True False 15,099
60 1071-0 890-0 181-0 17.3% 14-5 1.4% 87% True False 12,042
80 1071-0 890-0 181-0 17.3% 14-2 1.4% 87% True False 10,027
100 1071-0 890-0 181-0 17.3% 13-7 1.3% 87% True False 8,554
120 1098-0 890-0 208-0 19.9% 13-0 1.2% 76% False False 7,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1183-5
2.618 1140-3
1.618 1113-7
1.000 1097-4
0.618 1087-3
HIGH 1071-0
0.618 1060-7
0.500 1057-6
0.382 1054-5
LOW 1044-4
0.618 1028-1
1.000 1018-0
1.618 1001-5
2.618 975-1
4.250 931-7
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1057-6 1050-4
PP 1054-3 1049-5
S1 1051-1 1048-5

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

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