CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 1041-0 1049-0 8-0 0.8% 1021-4
High 1051-4 1061-4 10-0 1.0% 1027-4
Low 1036-0 1047-0 11-0 1.1% 993-0
Close 1044-4 1048-4 4-0 0.4% 1008-0
Range 15-4 14-4 -1-0 -6.5% 34-4
ATR 19-5 19-3 -0-1 -0.9% 0-0
Volume 63,115 66,654 3,539 5.6% 171,410
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 1095-7 1086-5 1056-4
R3 1081-3 1072-1 1052-4
R2 1066-7 1066-7 1051-1
R1 1057-5 1057-5 1049-7 1055-0
PP 1052-3 1052-3 1052-3 1051-0
S1 1043-1 1043-1 1047-1 1040-4
S2 1037-7 1037-7 1045-7
S3 1023-3 1028-5 1044-4
S4 1008-7 1014-1 1040-4
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1113-0 1095-0 1027-0
R3 1078-4 1060-4 1017-4
R2 1044-0 1044-0 1014-3
R1 1026-0 1026-0 1011-1 1017-6
PP 1009-4 1009-4 1009-4 1005-3
S1 991-4 991-4 1004-7 983-2
S2 975-0 975-0 1001-5
S3 940-4 957-0 998-4
S4 906-0 922-4 989-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1061-4 1006-0 55-4 5.3% 15-6 1.5% 77% True False 49,603
10 1061-4 993-0 68-4 6.5% 17-7 1.7% 81% True False 48,526
20 1077-0 993-0 84-0 8.0% 17-5 1.7% 66% False False 46,889
40 1083-0 960-0 123-0 11.7% 18-3 1.8% 72% False False 34,854
60 1083-0 911-4 171-4 16.4% 17-6 1.7% 80% False False 27,587
80 1083-0 890-0 193-0 18.4% 15-7 1.5% 82% False False 22,397
100 1083-0 890-0 193-0 18.4% 15-3 1.5% 82% False False 18,720
120 1083-0 890-0 193-0 18.4% 14-3 1.4% 82% False False 16,135
Crabel Price Patterns
NR True
NR4 True
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 2-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1123-1
2.618 1099-4
1.618 1085-0
1.000 1076-0
0.618 1070-4
HIGH 1061-4
0.618 1056-0
0.500 1054-2
0.382 1052-4
LOW 1047-0
0.618 1038-0
1.000 1032-4
1.618 1023-4
2.618 1009-0
4.250 985-3
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 1054-2 1048-0
PP 1052-3 1047-3
S1 1050-3 1046-7

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

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