CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 943-0 948-0 5-0 0.5% 916-0
High 952-4 952-0 -0-4 -0.1% 952-4
Low 933-0 941-0 8-0 0.9% 903-0
Close 940-4 952-0 11-4 1.2% 952-0
Range 19-4 11-0 -8-4 -43.6% 49-4
ATR 26-5 25-5 -1-1 -4.1% 0-0
Volume 53,267 91,583 38,316 71.9% 314,801
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 981-3 977-5 958-0
R3 970-3 966-5 955-0
R2 959-3 959-3 954-0
R1 955-5 955-5 953-0 957-4
PP 948-3 948-3 948-3 949-2
S1 944-5 944-5 951-0 946-4
S2 937-3 937-3 950-0
S3 926-3 933-5 949-0
S4 915-3 922-5 946-0
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1084-3 1067-5 979-2
R3 1034-7 1018-1 965-5
R2 985-3 985-3 961-1
R1 968-5 968-5 956-4 977-0
PP 935-7 935-7 935-7 940-0
S1 919-1 919-1 947-4 927-4
S2 886-3 886-3 942-7
S3 836-7 869-5 938-3
S4 787-3 820-1 924-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 952-4 867-4 85-0 8.9% 16-3 1.7% 99% False False 74,178
10 952-4 843-0 109-4 11.5% 18-3 1.9% 100% False False 69,693
20 952-4 838-4 114-0 12.0% 18-5 2.0% 100% False False 68,591
40 1047-0 838-4 208-4 21.9% 20-2 2.1% 54% False False 48,628
60 1048-0 838-4 209-4 22.0% 21-4 2.3% 54% False False 35,914
80 1048-0 787-4 260-4 27.4% 20-2 2.1% 63% False False 28,232
100 1048-0 787-4 260-4 27.4% 21-4 2.3% 63% False False 23,280
120 1238-0 787-4 450-4 47.3% 21-5 2.3% 37% False False 19,824
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 998-6
2.618 980-6
1.618 969-6
1.000 963-0
0.618 958-6
HIGH 952-0
0.618 947-6
0.500 946-4
0.382 945-2
LOW 941-0
0.618 934-2
1.000 930-0
1.618 923-2
2.618 912-2
4.250 894-2
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 950-1 944-7
PP 948-3 937-7
S1 946-4 930-6

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

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