CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 941-0 949-0 8-0 0.9% 977-0
High 958-0 950-4 -7-4 -0.8% 980-0
Low 941-0 938-0 -3-0 -0.3% 948-0
Close 957-0 938-4 -18-4 -1.9% 959-2
Range 17-0 12-4 -4-4 -26.5% 32-0
ATR 16-5 16-7 0-1 1.0% 0-0
Volume 26,346 27,761 1,415 5.4% 87,959
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 979-7 971-5 945-3
R3 967-3 959-1 942-0
R2 954-7 954-7 940-6
R1 946-5 946-5 939-5 944-4
PP 942-3 942-3 942-3 941-2
S1 934-1 934-1 937-3 932-0
S2 929-7 929-7 936-2
S3 917-3 921-5 935-0
S4 904-7 909-1 931-5
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1058-3 1040-7 976-7
R3 1026-3 1008-7 968-0
R2 994-3 994-3 965-1
R1 976-7 976-7 962-1 969-5
PP 962-3 962-3 962-3 958-6
S1 944-7 944-7 956-3 937-5
S2 930-3 930-3 953-3
S3 898-3 912-7 950-4
S4 866-3 880-7 941-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965-0 938-0 27-0 2.9% 11-7 1.3% 2% False True 22,750
10 1000-0 938-0 62-0 6.6% 13-3 1.4% 1% False True 22,987
20 1076-0 938-0 138-0 14.7% 13-6 1.5% 0% False True 17,580
40 1087-4 938-0 149-4 15.9% 14-3 1.5% 0% False True 14,201
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 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1003-5
2.618 983-2
1.618 970-6
1.000 963-0
0.618 958-2
HIGH 950-4
0.618 945-6
0.500 944-2
0.382 942-6
LOW 938-0
0.618 930-2
1.000 925-4
1.618 917-6
2.618 905-2
4.250 884-7
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 944-2 949-0
PP 942-3 945-4
S1 940-3 942-0

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

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