CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 1023-4 990-0 -33-4 -3.3% 1067-0
High 1024-4 990-0 -34-4 -3.4% 1074-4
Low 1006-0 970-0 -36-0 -3.6% 1014-0
Close 1010-4 978-0 -32-4 -3.2% 1022-0
Range 18-4 20-0 1-4 8.1% 60-4
ATR 19-3 20-7 1-4 7.8% 0-0
Volume 81,852 76,745 -5,107 -6.2% 403,999
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 1039-3 1028-5 989-0
R3 1019-3 1008-5 983-4
R2 999-3 999-3 981-5
R1 988-5 988-5 979-7 984-0
PP 979-3 979-3 979-3 977-0
S1 968-5 968-5 976-1 964-0
S2 959-3 959-3 974-3
S3 939-3 948-5 972-4
S4 919-3 928-5 967-0
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 1062-0 970-0 92-0 9.4% 16-5 1.7% 9% False True 79,691
10 1074-4 970-0 104-4 10.7% 16-6 1.7% 8% False True 74,532
20 1077-0 970-0 107-0 10.9% 18-0 1.8% 7% False True 60,366
40 1083-0 970-0 113-0 11.6% 18-1 1.9% 7% False True 45,306
60 1083-0 960-0 123-0 12.6% 18-0 1.8% 15% False False 35,576
80 1083-0 890-0 193-0 19.7% 16-2 1.7% 46% False False 28,745
100 1083-0 890-0 193-0 19.7% 15-4 1.6% 46% False False 24,056
120 1083-0 890-0 193-0 19.7% 14-6 1.5% 46% False False 20,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1075-0
2.618 1042-3
1.618 1022-3
1.000 1010-0
0.618 1002-3
HIGH 990-0
0.618 982-3
0.500 980-0
0.382 977-5
LOW 970-0
0.618 957-5
1.000 950-0
1.618 937-5
2.618 917-5
4.250 885-0
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 980-0 997-2
PP 979-3 990-7
S1 978-5 984-3

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

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