CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 953-0 951-0 -2-0 -0.2% 972-0
High 955-4 953-0 -2-4 -0.3% 974-4
Low 947-4 936-0 -11-4 -1.2% 941-4
Close 951-4 940-4 -11-0 -1.2% 951-4
Range 8-0 17-0 9-0 112.5% 33-0
ATR 18-2 18-1 -0-1 -0.5% 0-0
Volume 63,882 54,161 -9,721 -15.2% 309,795
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 994-1 984-3 949-7
R3 977-1 967-3 945-1
R2 960-1 960-1 943-5
R1 950-3 950-3 942-0 946-6
PP 943-1 943-1 943-1 941-3
S1 933-3 933-3 939-0 929-6
S2 926-1 926-1 937-3
S3 909-1 916-3 935-7
S4 892-1 899-3 931-1
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
5 974-4 936-0 38-4 4.1% 11-6 1.2% 12% False True 72,791
10 1024-4 936-0 88-4 9.4% 15-0 1.6% 5% False True 82,206
20 1074-4 936-0 138-4 14.7% 15-4 1.7% 3% False True 73,704
40 1083-0 936-0 147-0 15.6% 17-1 1.8% 3% False True 57,425
60 1083-0 936-0 147-0 15.6% 17-6 1.9% 3% False True 45,133
80 1083-0 890-0 193-0 20.5% 17-1 1.8% 26% False False 36,536
100 1083-0 890-0 193-0 20.5% 15-5 1.7% 26% False False 30,425
120 1083-0 890-0 193-0 20.5% 15-2 1.6% 26% False False 26,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1025-2
2.618 997-4
1.618 980-4
1.000 970-0
0.618 963-4
HIGH 953-0
0.618 946-4
0.500 944-4
0.382 942-4
LOW 936-0
0.618 925-4
1.000 919-0
1.618 908-4
2.618 891-4
4.250 863-6
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 944-4 947-4
PP 943-1 945-1
S1 941-7 942-7

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

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