CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	924-0	937-0	13-0	1.4%	980-0
High	947-0	939-0	-8-0	-0.8%	1012-0
Low	921-0	902-0	-19-0	-2.1%	916-0
Close	923-0	921-4	-1-4	-0.2%	948-4
Range	26-0	37-0	11-0	42.3%	96-0
ATR	37-2	37-1	0-0	0.0%	0-0
Volume	4,452	3,931	-521	-11.7%	22,289

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1031-7	1013-5	941-7
R3	994-7	976-5	931-5
R2	957-7	957-7	928-2
R1	939-5	939-5	924-7	930-2
PP	920-7	920-7	920-7	916-1
S1	902-5	902-5	918-1	893-2
S2	883-7	883-7	914-6
S3	846-7	865-5	911-3
S4	809-7	828-5	901-1

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1246-7	1193-5	1001-2
R3	1150-7	1097-5	974-7
R2	1054-7	1054-7	966-1
R1	1001-5	1001-5	957-2	980-2
PP	958-7	958-7	958-7	948-1
S1	905-5	905-5	939-6	884-2
S2	862-7	862-7	930-7
S3	766-7	809-5	922-1
S4	670-7	713-5	895-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	974-0	902-0	72-0	7.8%	24-3	2.6%	27%	False	True	4,810
10	1012-0	902-0	110-0	11.9%	24-6	2.7%	18%	False	True	4,318
20	1012-0	878-0	134-0	14.5%	27-2	3.0%	32%	False	False	4,866
40	1262-0	867-0	395-0	42.9%	26-1	2.8%	14%	False	False	4,827

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1096-2
2.618	1035-7
1.618	998-7
1.000	976-0
0.618	961-7
HIGH	939-0
0.618	924-7
0.500	920-4
0.382	916-1
LOW	902-0
0.618	879-1
1.000	865-0
1.618	842-1
2.618	805-1
4.250	744-6

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	921-1	924-4
PP	920-7	923-4
S1	920-4	922-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols