CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 1046-0 1063-0 17-0 1.6% 1065-0
High 1069-0 1075-0 6-0 0.6% 1073-0
Low 1046-0 1063-0 17-0 1.6% 1038-0
Close 1066-2 1066-6 0-4 0.0% 1049-0
Range 23-0 12-0 -11-0 -47.8% 35-0
ATR 17-3 17-0 -0-3 -2.2% 0-0
Volume 13,804 16,711 2,907 21.1% 65,313
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 1104-2 1097-4 1073-3
R3 1092-2 1085-4 1070-0
R2 1080-2 1080-2 1069-0
R1 1073-4 1073-4 1067-7 1076-7
PP 1068-2 1068-2 1068-2 1070-0
S1 1061-4 1061-4 1065-5 1064-7
S2 1056-2 1056-2 1064-4
S3 1044-2 1049-4 1063-4
S4 1032-2 1037-4 1060-1
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1158-3 1138-5 1068-2
R3 1123-3 1103-5 1058-5
R2 1088-3 1088-3 1055-3
R1 1068-5 1068-5 1052-2 1061-0
PP 1053-3 1053-3 1053-3 1049-4
S1 1033-5 1033-5 1045-6 1026-0
S2 1018-3 1018-3 1042-5
S3 983-3 998-5 1039-3
S4 948-3 963-5 1029-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1075-0 1038-0 37-0 3.5% 15-5 1.5% 78% True False 14,547
10 1075-0 1038-0 37-0 3.5% 14-7 1.4% 78% True False 12,609
20 1087-4 1012-0 75-4 7.1% 16-2 1.5% 73% False False 10,539
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1126-0
2.618 1106-3
1.618 1094-3
1.000 1087-0
0.618 1082-3
HIGH 1075-0
0.618 1070-3
0.500 1069-0
0.382 1067-5
LOW 1063-0
0.618 1055-5
1.000 1051-0
1.618 1043-5
2.618 1031-5
4.250 1012-0
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 1069-0 1063-3
PP 1068-2 1059-7
S1 1067-4 1056-4

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

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