CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1067-0 1039-0 -28-0 -2.6% 1008-4
High 1071-0 1052-0 -19-0 -1.8% 1053-0
Low 1044-4 1039-0 -5-4 -0.5% 1001-0
Close 1047-6 1052-0 4-2 0.4% 1050-2
Range 26-4 13-0 -13-4 -50.9% 52-0
ATR 20-7 20-2 -0-4 -2.7% 0-0
Volume 21,758 26,385 4,627 21.3% 106,247
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1086-5 1082-3 1059-1
R3 1073-5 1069-3 1055-5
R2 1060-5 1060-5 1054-3
R1 1056-3 1056-3 1053-2 1058-4
PP 1047-5 1047-5 1047-5 1048-6
S1 1043-3 1043-3 1050-6 1045-4
S2 1034-5 1034-5 1049-5
S3 1021-5 1030-3 1048-3
S4 1008-5 1017-3 1044-7
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 1071-0 1030-0 41-0 3.9% 19-5 1.9% 54% False False 23,751
10 1071-0 968-0 103-0 9.8% 19-7 1.9% 82% False False 21,626
20 1071-0 960-0 111-0 10.6% 19-0 1.8% 83% False False 20,547
40 1071-0 890-0 181-0 17.2% 17-1 1.6% 90% False False 15,647
60 1071-0 890-0 181-0 17.2% 14-5 1.4% 90% False False 12,426
80 1071-0 890-0 181-0 17.2% 14-2 1.4% 90% False False 10,303
100 1071-0 890-0 181-0 17.2% 13-7 1.3% 90% False False 8,808
120 1098-0 890-0 208-0 19.8% 13-0 1.2% 78% False False 7,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 3-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1107-2
2.618 1086-0
1.618 1073-0
1.000 1065-0
0.618 1060-0
HIGH 1052-0
0.618 1047-0
0.500 1045-4
0.382 1044-0
LOW 1039-0
0.618 1031-0
1.000 1026-0
1.618 1018-0
2.618 1005-0
4.250 983-6
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1049-7 1055-0
PP 1047-5 1054-0
S1 1045-4 1053-0

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

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