CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 1069-0 1053-0 -16-0 -1.5% 1055-0
High 1077-0 1059-0 -18-0 -1.7% 1067-0
Low 1059-4 1025-0 -34-4 -3.3% 1028-4
Close 1067-0 1030-0 -37-0 -3.5% 1043-0
Range 17-4 34-0 16-4 94.3% 38-4
ATR 19-1 20-6 1-5 8.6% 0-0
Volume 52,012 44,098 -7,914 -15.2% 230,045
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 1140-0 1119-0 1048-6
R3 1106-0 1085-0 1039-3
R2 1072-0 1072-0 1036-2
R1 1051-0 1051-0 1033-1 1044-4
PP 1038-0 1038-0 1038-0 1034-6
S1 1017-0 1017-0 1026-7 1010-4
S2 1004-0 1004-0 1023-6
S3 970-0 983-0 1020-5
S4 936-0 949-0 1011-2
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1161-5 1140-7 1064-1
R3 1123-1 1102-3 1053-5
R2 1084-5 1084-5 1050-0
R1 1063-7 1063-7 1046-4 1055-0
PP 1046-1 1046-1 1046-1 1041-6
S1 1025-3 1025-3 1039-4 1016-4
S2 1007-5 1007-5 1036-0
S3 969-1 986-7 1032-3
S4 930-5 948-3 1021-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1077-0 1025-0 52-0 5.0% 22-2 2.2% 10% False True 50,218
10 1077-0 1025-0 52-0 5.0% 19-1 1.9% 10% False True 46,456
20 1083-0 1025-0 58-0 5.6% 19-1 1.9% 9% False True 36,301
40 1083-0 960-0 123-0 11.9% 19-0 1.8% 57% False False 27,374
60 1083-0 890-0 193-0 18.7% 16-5 1.6% 73% False False 21,172
80 1083-0 890-0 193-0 18.7% 15-2 1.5% 73% False False 17,348
100 1083-0 890-0 193-0 18.7% 15-0 1.5% 73% False False 14,693
120 1083-0 890-0 193-0 18.7% 14-5 1.4% 73% False False 12,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1203-4
2.618 1148-0
1.618 1114-0
1.000 1093-0
0.618 1080-0
HIGH 1059-0
0.618 1046-0
0.500 1042-0
0.382 1038-0
LOW 1025-0
0.618 1004-0
1.000 991-0
1.618 970-0
2.618 936-0
4.250 880-4
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 1042-0 1051-0
PP 1038-0 1044-0
S1 1034-0 1037-0

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

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