CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 1029-0 987-0 -42-0 -4.1% 1071-0
High 1029-4 993-0 -36-4 -3.5% 1076-0
Low 1013-0 978-0 -35-0 -3.5% 1020-0
Close 1017-2 985-6 -31-4 -3.1% 1027-6
Range 16-4 15-0 -1-4 -9.1% 56-0
ATR 17-1 18-6 1-5 9.2% 0-0
Volume 17,166 13,949 -3,217 -18.7% 65,529
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 1030-5 1023-1 994-0
R3 1015-5 1008-1 989-7
R2 1000-5 1000-5 988-4
R1 993-1 993-1 987-1 989-3
PP 985-5 985-5 985-5 983-6
S1 978-1 978-1 984-3 974-3
S2 970-5 970-5 983-0
S3 955-5 963-1 981-5
S4 940-5 948-1 977-4
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1209-2 1174-4 1058-4
R3 1153-2 1118-4 1043-1
R2 1097-2 1097-2 1038-0
R1 1062-4 1062-4 1032-7 1051-7
PP 1041-2 1041-2 1041-2 1036-0
S1 1006-4 1006-4 1022-5 995-7
S2 985-2 985-2 1017-4
S3 929-2 950-4 1012-3
S4 873-2 894-4 997-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1065-0 978-0 87-0 8.8% 13-6 1.4% 9% False True 13,953
10 1076-0 978-0 98-0 9.9% 14-2 1.4% 8% False True 12,174
20 1079-4 978-0 101-4 10.3% 14-7 1.5% 8% False True 11,526
40 1087-4 978-0 109-4 11.1% 15-2 1.6% 7% False True 10,683
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 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1056-6
2.618 1032-2
1.618 1017-2
1.000 1008-0
0.618 1002-2
HIGH 993-0
0.618 987-2
0.500 985-4
0.382 983-6
LOW 978-0
0.618 968-6
1.000 963-0
1.618 953-6
2.618 938-6
4.250 914-2
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 985-5 1003-6
PP 985-5 997-6
S1 985-4 991-6

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

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