CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 1058-0 1039-0 -19-0 -1.8% 1035-0
High 1062-0 1046-0 -16-0 -1.5% 1062-0
Low 1035-6 1032-0 -3-6 -0.4% 1018-0
Close 1037-6 1040-2 2-4 0.2% 1040-2
Range 26-2 14-0 -12-2 -46.7% 44-0
ATR 23-7 23-2 -0-6 -3.0% 0-0
Volume 40,032 43,145 3,113 7.8% 339,282
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1081-3 1074-7 1048-0
R3 1067-3 1060-7 1044-1
R2 1053-3 1053-3 1042-7
R1 1046-7 1046-7 1041-4 1050-1
PP 1039-3 1039-3 1039-3 1041-0
S1 1032-7 1032-7 1039-0 1036-1
S2 1025-3 1025-3 1037-5
S3 1011-3 1018-7 1036-3
S4 997-3 1004-7 1032-4
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1172-1 1150-1 1064-4
R3 1128-1 1106-1 1052-3
R2 1084-1 1084-1 1048-3
R1 1062-1 1062-1 1044-2 1073-1
PP 1040-1 1040-1 1040-1 1045-4
S1 1018-1 1018-1 1036-2 1029-1
S2 996-1 996-1 1032-1
S3 952-1 974-1 1028-1
S4 908-1 930-1 1016-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1062-0 1018-0 44-0 4.2% 17-7 1.7% 51% False False 67,856
10 1072-0 1001-0 71-0 6.8% 18-2 1.8% 55% False False 80,438
20 1072-0 897-0 175-0 16.8% 18-6 1.8% 82% False False 81,799
40 1072-0 838-4 233-4 22.4% 19-0 1.8% 86% False False 77,114
60 1072-0 838-4 233-4 22.4% 19-1 1.8% 86% False False 62,892
80 1072-0 838-4 233-4 22.4% 21-1 2.0% 86% False False 50,971
100 1072-0 787-4 284-4 27.3% 20-0 1.9% 89% False False 41,794
120 1072-0 787-4 284-4 27.3% 20-4 2.0% 89% False False 35,456
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1105-4
2.618 1082-5
1.618 1068-5
1.000 1060-0
0.618 1054-5
HIGH 1046-0
0.618 1040-5
0.500 1039-0
0.382 1037-3
LOW 1032-0
0.618 1023-3
1.000 1018-0
1.618 1009-3
2.618 995-3
4.250 972-4
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 1039-7 1047-0
PP 1039-3 1044-6
S1 1039-0 1042-4

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

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