CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 950-0 953-0 3-0 0.3% 972-0
High 959-0 955-4 -3-4 -0.4% 974-4
Low 949-6 947-4 -2-2 -0.2% 941-4
Close 954-0 951-4 -2-4 -0.3% 951-4
Range 9-2 8-0 -1-2 -13.5% 33-0
ATR 19-0 18-2 -0-6 -4.1% 0-0
Volume 91,082 63,882 -27,200 -29.9% 309,795
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 975-4 971-4 955-7
R3 967-4 963-4 953-6
R2 959-4 959-4 953-0
R1 955-4 955-4 952-2 953-4
PP 951-4 951-4 951-4 950-4
S1 947-4 947-4 950-6 945-4
S2 943-4 943-4 950-0
S3 935-4 939-4 949-2
S4 927-4 931-4 947-1
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1054-7 1036-1 969-5
R3 1021-7 1003-1 960-5
R2 988-7 988-7 957-4
R1 970-1 970-1 954-4 963-0
PP 955-7 955-7 955-7 952-2
S1 937-1 937-1 948-4 930-0
S2 922-7 922-7 945-4
S3 889-7 904-1 942-3
S4 856-7 871-1 933-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 986-0 941-4 44-4 4.7% 11-1 1.2% 22% False False 77,959
10 1024-4 941-4 83-0 8.7% 14-1 1.5% 12% False False 86,581
20 1074-4 941-4 133-0 14.0% 15-1 1.6% 8% False False 73,847
40 1083-0 941-4 141-4 14.9% 17-0 1.8% 7% False False 56,731
60 1083-0 941-4 141-4 14.9% 17-5 1.9% 7% False False 44,369
80 1083-0 890-0 193-0 20.3% 16-7 1.8% 32% False False 35,915
100 1083-0 890-0 193-0 20.3% 15-5 1.6% 32% False False 29,918
120 1083-0 890-0 193-0 20.3% 15-2 1.6% 32% False False 25,595
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 989-4
2.618 976-4
1.618 968-4
1.000 963-4
0.618 960-4
HIGH 955-4
0.618 952-4
0.500 951-4
0.382 950-4
LOW 947-4
0.618 942-4
1.000 939-4
1.618 934-4
2.618 926-4
4.250 913-4
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 951-4 951-1
PP 951-4 950-5
S1 951-4 950-2

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

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