CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 912-0 943-0 31-0 3.4% 879-0
High 920-0 952-4 32-4 3.5% 893-0
Low 909-0 933-0 24-0 2.6% 857-0
Close 915-0 940-4 25-4 2.8% 876-4
Range 11-0 19-4 8-4 77.3% 36-0
ATR 25-7 26-5 0-7 3.2% 0-0
Volume 74,041 53,267 -20,774 -28.1% 243,357
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 1000-4 990-0 951-2
R3 981-0 970-4 945-7
R2 961-4 961-4 944-1
R1 951-0 951-0 942-2 946-4
PP 942-0 942-0 942-0 939-6
S1 931-4 931-4 938-6 927-0
S2 922-4 922-4 936-7
S3 903-0 912-0 935-1
S4 883-4 892-4 929-6
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 983-4 966-0 896-2
R3 947-4 930-0 886-3
R2 911-4 911-4 883-1
R1 894-0 894-0 879-6 884-6
PP 875-4 875-4 875-4 870-7
S1 858-0 858-0 873-2 848-6
S2 839-4 839-4 869-7
S3 803-4 822-0 866-5
S4 767-4 786-0 856-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 952-4 857-0 95-4 10.2% 20-5 2.2% 87% True False 70,817
10 952-4 843-0 109-4 11.6% 18-6 2.0% 89% True False 68,868
20 952-4 838-4 114-0 12.1% 19-2 2.0% 89% True False 66,023
40 1047-0 838-4 208-4 22.2% 21-1 2.3% 49% False False 47,013
60 1048-0 838-4 209-4 22.3% 21-4 2.3% 49% False False 34,496
80 1048-0 787-4 260-4 27.7% 20-4 2.2% 59% False False 27,117
100 1048-0 787-4 260-4 27.7% 21-4 2.3% 59% False False 22,399
120 1245-0 787-4 457-4 48.6% 21-5 2.3% 33% False False 19,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1035-3
2.618 1003-4
1.618 984-0
1.000 972-0
0.618 964-4
HIGH 952-4
0.618 945-0
0.500 942-6
0.382 940-4
LOW 933-0
0.618 921-0
1.000 913-4
1.618 901-4
2.618 882-0
4.250 850-1
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 942-6 936-2
PP 942-0 932-0
S1 941-2 927-6

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

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