CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 931-0 933-0 2-0 0.2% 951-0
High 935-4 935-0 -0-4 -0.1% 953-0
Low 921-4 913-0 -8-4 -0.9% 913-0
Close 931-6 914-0 -17-6 -1.9% 914-0
Range 14-0 22-0 8-0 57.1% 40-0
ATR 17-6 18-1 0-2 1.7% 0-0
Volume 73,154 82,360 9,206 12.6% 364,007
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 986-5 972-3 926-1
R3 964-5 950-3 920-0
R2 942-5 942-5 918-0
R1 928-3 928-3 916-0 924-4
PP 920-5 920-5 920-5 918-6
S1 906-3 906-3 912-0 902-4
S2 898-5 898-5 910-0
S3 876-5 884-3 908-0
S4 854-5 862-3 901-7
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1046-5 1020-3 936-0
R3 1006-5 980-3 925-0
R2 966-5 966-5 921-3
R1 940-3 940-3 917-5 933-4
PP 926-5 926-5 926-5 923-2
S1 900-3 900-3 910-3 893-4
S2 886-5 886-5 906-5
S3 846-5 860-3 903-0
S4 806-5 820-3 892-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 953-0 913-0 40-0 4.4% 16-6 1.8% 3% False True 72,801
10 986-0 913-0 73-0 8.0% 13-7 1.5% 1% False True 75,380
20 1074-4 913-0 161-4 17.7% 15-5 1.7% 1% False True 80,128
40 1077-0 913-0 164-0 17.9% 17-0 1.9% 1% False True 62,744
60 1083-0 913-0 170-0 18.6% 17-6 1.9% 1% False True 49,300
80 1083-0 900-0 183-0 20.0% 17-2 1.9% 8% False False 40,080
100 1083-0 890-0 193-0 21.1% 15-6 1.7% 12% False False 33,339
120 1083-0 890-0 193-0 21.1% 15-2 1.7% 12% False False 28,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1028-4
2.618 992-5
1.618 970-5
1.000 957-0
0.618 948-5
HIGH 935-0
0.618 926-5
0.500 924-0
0.382 921-3
LOW 913-0
0.618 899-3
1.000 891-0
1.618 877-3
2.618 855-3
4.250 819-4
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 924-0 927-6
PP 920-5 923-1
S1 917-3 918-5

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

View Archives - Comment on this page... - Back to Index of Symbols