CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 1067-0 1058-0 -9-0 -0.8% 1020-0
High 1074-4 1064-4 -10-0 -0.9% 1061-4
Low 1050-0 1051-0 1-0 0.1% 1020-0
Close 1058-0 1061-0 3-0 0.3% 1048-4
Range 24-4 13-4 -11-0 -44.9% 41-4
ATR 19-7 19-3 -0-4 -2.3% 0-0
Volume 67,411 96,727 29,316 43.5% 213,188
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 1099-3 1093-5 1068-3
R3 1085-7 1080-1 1064-6
R2 1072-3 1072-3 1063-4
R1 1066-5 1066-5 1062-2 1069-4
PP 1058-7 1058-7 1058-7 1060-2
S1 1053-1 1053-1 1059-6 1056-0
S2 1045-3 1045-3 1058-4
S3 1031-7 1039-5 1057-2
S4 1018-3 1026-1 1053-5
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1167-7 1149-5 1071-3
R3 1126-3 1108-1 1059-7
R2 1084-7 1084-7 1056-1
R1 1066-5 1066-5 1052-2 1075-6
PP 1043-3 1043-3 1043-3 1047-7
S1 1025-1 1025-1 1044-6 1034-2
S2 1001-7 1001-7 1040-7
S3 960-3 983-5 1037-1
S4 918-7 942-1 1025-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1074-4 1032-2 42-2 4.0% 17-0 1.6% 68% False False 69,372
10 1074-4 993-0 81-4 7.7% 16-5 1.6% 83% False False 54,873
20 1077-0 993-0 84-0 7.9% 17-7 1.7% 81% False False 51,945
40 1083-0 960-0 123-0 11.6% 18-2 1.7% 82% False False 37,825
60 1083-0 942-0 141-0 13.3% 17-7 1.7% 84% False False 29,942
80 1083-0 890-0 193-0 18.2% 16-1 1.5% 89% False False 24,247
100 1083-0 890-0 193-0 18.2% 15-3 1.4% 89% False False 20,283
120 1083-0 890-0 193-0 18.2% 14-4 1.4% 89% False False 17,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1121-7
2.618 1099-7
1.618 1086-3
1.000 1078-0
0.618 1072-7
HIGH 1064-4
0.618 1059-3
0.500 1057-6
0.382 1056-1
LOW 1051-0
0.618 1042-5
1.000 1037-4
1.618 1029-1
2.618 1015-5
4.250 993-5
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 1059-7 1060-7
PP 1058-7 1060-7
S1 1057-6 1060-6

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

View Archives - Comment on this page... - Back to Index of Symbols