CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 992-0 981-0 -11-0 -1.1% 1023-4
High 993-0 986-0 -7-0 -0.7% 1024-4
Low 975-4 972-0 -3-4 -0.4% 970-0
Close 984-0 974-0 -10-0 -1.0% 974-0
Range 17-4 14-0 -3-4 -20.0% 54-4
ATR 20-5 20-1 -0-4 -2.3% 0-0
Volume 96,459 80,001 -16,458 -17.1% 458,111
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1019-3 1010-5 981-6
R3 1005-3 996-5 977-7
R2 991-3 991-3 976-5
R1 982-5 982-5 975-2 980-0
PP 977-3 977-3 977-3 976-0
S1 968-5 968-5 972-6 966-0
S2 963-3 963-3 971-3
S3 949-3 954-5 970-1
S4 935-3 940-5 966-2
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1153-0 1118-0 1004-0
R3 1098-4 1063-4 989-0
R2 1044-0 1044-0 984-0
R1 1009-0 1009-0 979-0 999-2
PP 989-4 989-4 989-4 984-5
S1 954-4 954-4 969-0 944-6
S2 935-0 935-0 964-0
S3 880-4 900-0 959-0
S4 826-0 845-4 944-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1024-4 970-0 54-4 5.6% 18-2 1.9% 7% False False 91,622
10 1074-4 970-0 104-4 10.7% 17-3 1.8% 4% False False 86,211
20 1074-4 970-0 104-4 10.7% 17-5 1.8% 4% False False 67,368
40 1083-0 970-0 113-0 11.6% 18-1 1.9% 4% False False 51,295
60 1083-0 960-0 123-0 12.6% 18-3 1.9% 11% False False 40,133
80 1083-0 890-0 193-0 19.8% 16-5 1.7% 44% False False 32,254
100 1083-0 890-0 193-0 19.8% 15-5 1.6% 44% False False 26,940
120 1083-0 890-0 193-0 19.8% 15-1 1.6% 44% False False 23,117
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1045-4
2.618 1022-5
1.618 1008-5
1.000 1000-0
0.618 994-5
HIGH 986-0
0.618 980-5
0.500 979-0
0.382 977-3
LOW 972-0
0.618 963-3
1.000 958-0
1.618 949-3
2.618 935-3
4.250 912-4
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 979-0 982-4
PP 977-3 979-5
S1 975-5 976-7

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

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