CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 1042-0 1064-0 22-0 2.1% 1067-0
High 1061-0 1073-4 12-4 1.2% 1071-0
Low 1042-0 1057-4 15-4 1.5% 1039-0
Close 1058-6 1066-0 7-2 0.7% 1058-6
Range 19-0 16-0 -3-0 -15.8% 32-0
ATR 20-1 19-7 -0-2 -1.5% 0-0
Volume 25,911 12,996 -12,915 -49.8% 99,516
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 1113-5 1105-7 1074-6
R3 1097-5 1089-7 1070-3
R2 1081-5 1081-5 1068-7
R1 1073-7 1073-7 1067-4 1077-6
PP 1065-5 1065-5 1065-5 1067-5
S1 1057-7 1057-7 1064-4 1061-6
S2 1049-5 1049-5 1063-1
S3 1033-5 1041-7 1061-5
S4 1017-5 1025-7 1057-2
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1152-2 1137-4 1076-3
R3 1120-2 1105-4 1067-4
R2 1088-2 1088-2 1064-5
R1 1073-4 1073-4 1061-5 1064-7
PP 1056-2 1056-2 1056-2 1052-0
S1 1041-4 1041-4 1055-7 1032-7
S2 1024-2 1024-2 1052-7
S3 992-2 1009-4 1050-0
S4 960-2 977-4 1041-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1073-4 1039-0 34-4 3.2% 18-6 1.8% 78% True False 22,502
10 1073-4 1001-0 72-4 6.8% 19-3 1.8% 90% True False 21,875
20 1073-4 960-0 113-4 10.6% 20-3 1.9% 93% True False 21,538
40 1073-4 890-0 183-4 17.2% 17-4 1.6% 96% True False 16,834
60 1073-4 890-0 183-4 17.2% 14-7 1.4% 96% True False 13,287
80 1073-4 890-0 183-4 17.2% 14-3 1.3% 96% True False 10,895
100 1073-4 890-0 183-4 17.2% 13-5 1.3% 96% True False 9,370
120 1098-0 890-0 208-0 19.5% 13-1 1.2% 85% False False 8,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1141-4
2.618 1115-3
1.618 1099-3
1.000 1089-4
0.618 1083-3
HIGH 1073-4
0.618 1067-3
0.500 1065-4
0.382 1063-5
LOW 1057-4
0.618 1047-5
1.000 1041-4
1.618 1031-5
2.618 1015-5
4.250 989-4
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 1065-7 1063-1
PP 1065-5 1060-1
S1 1065-4 1057-2

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

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