CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 1039-0 1021-4 -17-4 -1.7% 1067-0
High 1048-4 1023-0 -25-4 -2.4% 1074-4
Low 1024-0 1014-0 -10-0 -1.0% 1014-0
Close 1026-0 1022-0 -4-0 -0.4% 1022-0
Range 24-4 9-0 -15-4 -63.3% 60-4
ATR 20-0 19-3 -0-5 -2.8% 0-0
Volume 71,549 97,910 26,361 36.8% 403,999
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1046-5 1043-3 1027-0
R3 1037-5 1034-3 1024-4
R2 1028-5 1028-5 1023-5
R1 1025-3 1025-3 1022-7 1027-0
PP 1019-5 1019-5 1019-5 1020-4
S1 1016-3 1016-3 1021-1 1018-0
S2 1010-5 1010-5 1020-3
S3 1001-5 1007-3 1019-4
S4 992-5 998-3 1017-0
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1218-3 1180-5 1055-2
R3 1157-7 1120-1 1038-5
R2 1097-3 1097-3 1033-1
R1 1059-5 1059-5 1027-4 1048-2
PP 1036-7 1036-7 1036-7 1031-1
S1 999-1 999-1 1016-4 987-6
S2 976-3 976-3 1010-7
S3 915-7 938-5 1005-3
S4 855-3 878-1 988-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1074-4 1014-0 60-4 5.9% 16-4 1.6% 13% False True 80,799
10 1074-4 1006-0 68-4 6.7% 16-1 1.6% 23% False False 65,201
20 1077-0 993-0 84-0 8.2% 17-4 1.7% 35% False False 57,844
40 1083-0 968-0 115-0 11.3% 18-3 1.8% 47% False False 42,280
60 1083-0 960-0 123-0 12.0% 17-6 1.7% 50% False False 33,380
80 1083-0 890-0 193-0 18.9% 16-0 1.6% 68% False False 26,968
100 1083-0 890-0 193-0 18.9% 15-2 1.5% 68% False False 22,547
120 1083-0 890-0 193-0 18.9% 14-5 1.4% 68% False False 19,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1061-2
2.618 1046-4
1.618 1037-4
1.000 1032-0
0.618 1028-4
HIGH 1023-0
0.618 1019-4
0.500 1018-4
0.382 1017-4
LOW 1014-0
0.618 1008-4
1.000 1005-0
1.618 999-4
2.618 990-4
4.250 975-6
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 1020-7 1038-0
PP 1019-5 1032-5
S1 1018-4 1027-3

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

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