CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 1064-0 1074-0 10-0 0.9% 1067-0
High 1073-4 1083-0 9-4 0.9% 1071-0
Low 1057-4 1063-4 6-0 0.6% 1039-0
Close 1066-0 1066-0 0-0 0.0% 1058-6
Range 16-0 19-4 3-4 21.9% 32-0
ATR 19-7 19-6 0-0 -0.1% 0-0
Volume 12,996 32,713 19,717 151.7% 99,516
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 1129-3 1117-1 1076-6
R3 1109-7 1097-5 1071-3
R2 1090-3 1090-3 1069-5
R1 1078-1 1078-1 1067-6 1074-4
PP 1070-7 1070-7 1070-7 1069-0
S1 1058-5 1058-5 1064-2 1055-0
S2 1051-3 1051-3 1062-3
S3 1031-7 1039-1 1060-5
S4 1012-3 1019-5 1055-2
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 1083-0 1039-0 44-0 4.1% 17-2 1.6% 61% True False 24,693
10 1083-0 1010-0 73-0 6.8% 19-6 1.9% 77% True False 23,532
20 1083-0 960-0 123-0 11.5% 19-4 1.8% 86% True False 22,412
40 1083-0 900-0 183-0 17.2% 17-5 1.6% 91% True False 17,415
60 1083-0 890-0 193-0 18.1% 15-0 1.4% 91% True False 13,736
80 1083-0 890-0 193-0 18.1% 14-3 1.4% 91% True False 11,266
100 1083-0 890-0 193-0 18.1% 13-5 1.3% 91% True False 9,659
120 1083-0 890-0 193-0 18.1% 13-2 1.2% 91% True False 8,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1165-7
2.618 1134-0
1.618 1114-4
1.000 1102-4
0.618 1095-0
HIGH 1083-0
0.618 1075-4
0.500 1073-2
0.382 1071-0
LOW 1063-4
0.618 1051-4
1.000 1044-0
1.618 1032-0
2.618 1012-4
4.250 980-5
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 1073-2 1064-7
PP 1070-7 1063-5
S1 1068-3 1062-4

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

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