CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 959-0 957-0 -2-0 -0.2% 925-0
High 960-0 957-0 -3-0 -0.3% 948-0
Low 949-4 942-4 -7-0 -0.7% 920-0
Close 951-4 948-0 -3-4 -0.4% 945-0
Range 10-4 14-4 4-0 38.1% 28-0
ATR 18-2 18-0 -0-2 -1.5% 0-0
Volume 82,989 71,599 -11,390 -13.7% 544,435
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 992-5 984-7 956-0
R3 978-1 970-3 952-0
R2 963-5 963-5 950-5
R1 955-7 955-7 949-3 952-4
PP 949-1 949-1 949-1 947-4
S1 941-3 941-3 946-5 938-0
S2 934-5 934-5 945-3
S3 920-1 926-7 944-0
S4 905-5 912-3 940-0
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1021-5 1011-3 960-3
R3 993-5 983-3 952-6
R2 965-5 965-5 950-1
R1 955-3 955-3 947-5 960-4
PP 937-5 937-5 937-5 940-2
S1 927-3 927-3 942-3 932-4
S2 909-5 909-5 939-7
S3 881-5 899-3 937-2
S4 853-5 871-3 929-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 966-0 926-4 39-4 4.2% 13-5 1.4% 54% False False 91,854
10 966-0 900-0 66-0 7.0% 15-2 1.6% 73% False False 95,442
20 966-0 900-0 66-0 7.0% 15-2 1.6% 73% False False 86,717
40 1074-4 900-0 174-4 18.4% 15-6 1.7% 28% False False 78,397
60 1083-0 900-0 183-0 19.3% 16-7 1.8% 26% False False 64,873
80 1083-0 900-0 183-0 19.3% 17-4 1.8% 26% False False 53,439
100 1083-0 890-0 193-0 20.4% 16-4 1.7% 30% False False 44,585
120 1083-0 890-0 193-0 20.4% 15-4 1.6% 30% False False 38,133
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 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1018-5
2.618 995-0
1.618 980-4
1.000 971-4
0.618 966-0
HIGH 957-0
0.618 951-4
0.500 949-6
0.382 948-0
LOW 942-4
0.618 933-4
1.000 928-0
1.618 919-0
2.618 904-4
4.250 880-7
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 949-6 954-2
PP 949-1 952-1
S1 948-5 950-1

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

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