CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1052-0 1038-0 -14-0 -1.3% 1064-0
High 1058-4 1040-4 -18-0 -1.7% 1083-0
Low 1031-0 1028-4 -2-4 -0.2% 1039-0
Close 1037-6 1035-6 -2-0 -0.2% 1050-4
Range 27-4 12-0 -15-4 -56.4% 44-0
ATR 19-4 19-0 -0-4 -2.8% 0-0
Volume 52,973 60,633 7,660 14.5% 144,818
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1070-7 1065-3 1042-3
R3 1058-7 1053-3 1039-0
R2 1046-7 1046-7 1038-0
R1 1041-3 1041-3 1036-7 1038-1
PP 1034-7 1034-7 1034-7 1033-2
S1 1029-3 1029-3 1034-5 1026-1
S2 1022-7 1022-7 1033-4
S3 1010-7 1017-3 1032-4
S4 998-7 1005-3 1029-1
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1189-4 1164-0 1074-6
R3 1145-4 1120-0 1062-5
R2 1101-4 1101-4 1058-5
R1 1076-0 1076-0 1054-4 1066-6
PP 1057-4 1057-4 1057-4 1052-7
S1 1032-0 1032-0 1046-4 1022-6
S2 1013-4 1013-4 1042-3
S3 969-4 988-0 1038-3
S4 925-4 944-0 1026-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1067-0 1028-4 38-4 3.7% 16-0 1.5% 19% False True 42,694
10 1083-0 1028-4 54-4 5.3% 17-6 1.7% 13% False True 35,324
20 1083-0 968-0 115-0 11.1% 19-0 1.8% 59% False False 28,693
40 1083-0 960-0 123-0 11.9% 17-7 1.7% 62% False False 22,299
60 1083-0 890-0 193-0 18.6% 15-3 1.5% 76% False False 17,545
80 1083-0 890-0 193-0 18.6% 14-5 1.4% 76% False False 14,442
100 1083-0 890-0 193-0 18.6% 14-0 1.3% 76% False False 12,262
120 1083-0 890-0 193-0 18.6% 13-6 1.3% 76% False False 10,625
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 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1091-4
2.618 1071-7
1.618 1059-7
1.000 1052-4
0.618 1047-7
HIGH 1040-4
0.618 1035-7
0.500 1034-4
0.382 1033-1
LOW 1028-4
0.618 1021-1
1.000 1016-4
1.618 1009-1
2.618 997-1
4.250 977-4
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1035-3 1045-2
PP 1034-7 1042-1
S1 1034-4 1038-7

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

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