CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 1039-0 1047-0 8-0 0.8% 994-0
High 1046-0 1059-0 13-0 1.2% 1050-0
Low 1029-0 1042-4 13-4 1.3% 986-4
Close 1035-0 1058-4 23-4 2.3% 1007-0
Range 17-0 16-4 -0-4 -2.9% 63-4
ATR 24-2 24-2 0-0 -0.1% 0-0
Volume 109,675 85,474 -24,201 -22.1% 353,562
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 1102-7 1097-1 1067-5
R3 1086-3 1080-5 1063-0
R2 1069-7 1069-7 1061-4
R1 1064-1 1064-1 1060-0 1067-0
PP 1053-3 1053-3 1053-3 1054-6
S1 1047-5 1047-5 1057-0 1050-4
S2 1036-7 1036-7 1055-4
S3 1020-3 1031-1 1054-0
S4 1003-7 1014-5 1049-3
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1205-0 1169-4 1041-7
R3 1141-4 1106-0 1024-4
R2 1078-0 1078-0 1018-5
R1 1042-4 1042-4 1012-7 1060-2
PP 1014-4 1014-4 1014-4 1023-3
S1 979-0 979-0 1001-1 996-6
S2 951-0 951-0 995-3
S3 887-4 915-4 989-4
S4 824-0 852-0 972-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1059-0 1001-0 58-0 5.5% 23-2 2.2% 99% True False 93,315
10 1059-0 974-0 85-0 8.0% 20-0 1.9% 99% True False 87,559
20 1059-0 897-0 162-0 15.3% 18-5 1.8% 100% True False 82,120
40 1059-0 838-4 220-4 20.8% 19-0 1.8% 100% True False 73,553
60 1059-0 838-4 220-4 20.8% 20-2 1.9% 100% True False 58,308
80 1059-0 838-4 220-4 20.8% 20-6 2.0% 100% True False 45,790
100 1059-0 787-4 271-4 25.6% 20-0 1.9% 100% True False 37,622
120 1059-0 787-4 271-4 25.6% 21-1 2.0% 100% True False 31,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1129-1
2.618 1102-2
1.618 1085-6
1.000 1075-4
0.618 1069-2
HIGH 1059-0
0.618 1052-6
0.500 1050-6
0.382 1048-6
LOW 1042-4
0.618 1032-2
1.000 1026-0
1.618 1015-6
2.618 999-2
4.250 972-3
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 1055-7 1053-1
PP 1053-3 1047-7
S1 1050-6 1042-4

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

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