CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 995-0 1015-0 20-0 2.0% 1035-0
High 1029-0 1017-0 -12-0 -1.2% 1062-0
Low 990-0 988-0 -2-0 -0.2% 1018-0
Close 1004-6 989-4 -15-2 -1.5% 1040-2
Range 39-0 29-0 -10-0 -25.6% 44-0
ATR 25-1 25-3 0-2 1.1% 0-0
Volume 27,118 38,496 11,378 42.0% 339,282
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 1085-1 1066-3 1005-4
R3 1056-1 1037-3 997-4
R2 1027-1 1027-1 994-7
R1 1008-3 1008-3 992-1 1003-2
PP 998-1 998-1 998-1 995-5
S1 979-3 979-3 986-7 974-2
S2 969-1 969-1 984-1
S3 940-1 950-3 981-4
S4 911-1 921-3 973-4
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 1062-0 988-0 74-0 7.5% 23-5 2.4% 2% False True 44,151
10 1072-0 988-0 84-0 8.5% 21-2 2.2% 2% False True 70,068
20 1072-0 929-0 143-0 14.5% 20-6 2.1% 42% False False 77,759
40 1072-0 838-4 233-4 23.6% 19-3 2.0% 65% False False 75,628
60 1072-0 838-4 233-4 23.6% 19-5 2.0% 65% False False 63,338
80 1072-0 838-4 233-4 23.6% 21-1 2.1% 65% False False 51,707
100 1072-0 787-4 284-4 28.8% 20-4 2.1% 71% False False 42,362
120 1072-0 787-4 284-4 28.8% 20-5 2.1% 71% False False 35,926
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 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1140-2
2.618 1092-7
1.618 1063-7
1.000 1046-0
0.618 1034-7
HIGH 1017-0
0.618 1005-7
0.500 1002-4
0.382 999-1
LOW 988-0
0.618 970-1
1.000 959-0
1.618 941-1
2.618 912-1
4.250 864-6
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 1002-4 1017-0
PP 998-1 1007-7
S1 993-7 998-5

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

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