CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 1085-0 1065-0 -20-0 -1.8% 1072-0
High 1085-0 1065-0 -20-0 -1.8% 1077-0
Low 1073-0 1036-0 -37-0 -3.4% 1039-4
Close 1077-0 1041-6 -35-2 -3.3% 1053-4
Range 12-0 29-0 17-0 141.7% 37-4
ATR 16-3 18-2 1-6 10.7% 0-0
Volume 16,735 12,100 -4,635 -27.7% 60,239
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 1134-5 1117-1 1057-6
R3 1105-5 1088-1 1049-6
R2 1076-5 1076-5 1047-1
R1 1059-1 1059-1 1044-3 1053-3
PP 1047-5 1047-5 1047-5 1044-6
S1 1030-1 1030-1 1039-1 1024-3
S2 1018-5 1018-5 1036-3
S3 989-5 1001-1 1033-6
S4 960-5 972-1 1025-6
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1169-1 1148-7 1074-1
R3 1131-5 1111-3 1063-6
R2 1094-1 1094-1 1060-3
R1 1073-7 1073-7 1057-0 1065-2
PP 1056-5 1056-5 1056-5 1052-3
S1 1036-3 1036-3 1050-0 1027-6
S2 1019-1 1019-1 1046-5
S3 981-5 998-7 1043-2
S4 944-1 961-3 1032-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1085-0 1036-0 49-0 4.7% 18-4 1.8% 12% False True 13,426
10 1085-0 1036-0 49-0 4.7% 13-5 1.3% 12% False True 12,816
20 1091-0 1036-0 55-0 5.3% 14-3 1.4% 10% False True 12,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1188-2
2.618 1140-7
1.618 1111-7
1.000 1094-0
0.618 1082-7
HIGH 1065-0
0.618 1053-7
0.500 1050-4
0.382 1047-1
LOW 1036-0
0.618 1018-1
1.000 1007-0
1.618 989-1
2.618 960-1
4.250 912-6
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 1050-4 1060-4
PP 1047-5 1054-2
S1 1044-5 1048-0

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

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