CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 947-0 949-4 2-4 0.3% 963-0
High 951-4 951-0 -0-4 -0.1% 965-0
Low 940-0 932-4 -7-4 -0.8% 932-4
Close 948-4 932-6 -15-6 -1.7% 932-6
Range 11-4 18-4 7-0 60.9% 32-4
ATR 15-5 15-7 0-2 1.3% 0-0
Volume 20,940 32,688 11,748 56.1% 105,102
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 994-2 982-0 942-7
R3 975-6 963-4 937-7
R2 957-2 957-2 936-1
R1 945-0 945-0 934-4 941-7
PP 938-6 938-6 938-6 937-2
S1 926-4 926-4 931-0 923-3
S2 920-2 920-2 929-3
S3 901-6 908-0 927-5
S4 883-2 889-4 922-5
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1040-7 1019-3 950-5
R3 1008-3 986-7 941-6
R2 975-7 975-7 938-6
R1 954-3 954-3 935-6 948-7
PP 943-3 943-3 943-3 940-6
S1 921-7 921-7 929-6 916-3
S2 910-7 910-7 926-6
S3 878-3 889-3 923-6
S4 845-7 856-7 914-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965-0 932-4 32-4 3.5% 13-4 1.4% 1% False True 21,020
10 995-4 932-4 63-0 6.8% 11-5 1.3% 0% False True 21,615
20 1078-0 932-4 145-4 15.6% 12-4 1.3% 0% False True 17,795
40 1085-0 932-4 152-4 16.3% 12-7 1.4% 0% False True 14,865
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 1-5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1029-5
2.618 999-3
1.618 980-7
1.000 969-4
0.618 962-3
HIGH 951-0
0.618 943-7
0.500 941-6
0.382 939-5
LOW 932-4
0.618 921-1
1.000 914-0
1.618 902-5
2.618 884-1
4.250 853-7
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 941-6 945-2
PP 938-6 941-1
S1 935-6 936-7

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

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