CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1059-0 1046-0 -13-0 -1.2% 1066-0
High 1066-0 1047-0 -19-0 -1.8% 1087-4
Low 1041-0 1039-0 -2-0 -0.2% 1047-0
Close 1045-6 1042-4 -3-2 -0.3% 1057-6
Range 25-0 8-0 -17-0 -68.0% 40-4
ATR 18-2 17-4 -0-6 -4.0% 0-0
Volume 18,706 11,641 -7,065 -37.8% 42,362
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1066-7 1062-5 1046-7
R3 1058-7 1054-5 1044-6
R2 1050-7 1050-7 1044-0
R1 1046-5 1046-5 1043-2 1044-6
PP 1042-7 1042-7 1042-7 1041-7
S1 1038-5 1038-5 1041-6 1036-6
S2 1034-7 1034-7 1041-0
S3 1026-7 1030-5 1040-2
S4 1018-7 1022-5 1038-1
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1185-5 1162-1 1080-0
R3 1145-1 1121-5 1068-7
R2 1104-5 1104-5 1065-1
R1 1081-1 1081-1 1061-4 1072-5
PP 1064-1 1064-1 1064-1 1059-6
S1 1040-5 1040-5 1054-0 1032-1
S2 1023-5 1023-5 1050-3
S3 983-1 1000-1 1046-5
S4 942-5 959-5 1035-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1073-0 1039-0 34-0 3.3% 13-0 1.2% 10% False True 13,187
10 1087-4 1039-0 48-4 4.7% 15-1 1.5% 7% False True 10,602
20 1087-4 994-0 93-4 9.0% 15-4 1.5% 52% False False 9,552
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1081-0
2.618 1068-0
1.618 1060-0
1.000 1055-0
0.618 1052-0
HIGH 1047-0
0.618 1044-0
0.500 1043-0
0.382 1042-0
LOW 1039-0
0.618 1034-0
1.000 1031-0
1.618 1026-0
2.618 1018-0
4.250 1005-0
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1043-0 1054-4
PP 1042-7 1050-4
S1 1042-5 1046-4

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

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