CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	915-0	924-0	9-0	1.0%	965-0
High	925-0	941-0	16-0	1.7%	974-0
Low	913-0	924-0	11-0	1.2%	902-0
Close	924-0	935-0	11-0	1.2%	924-0
Range	12-0	17-0	5-0	41.7%	72-0
ATR	35-3	34-1	-1-3	-3.7%	0-0
Volume	3,806	2,376	-1,430	-37.6%	20,970

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	984-3	976-5	944-3
R3	967-3	959-5	939-5
R2	950-3	950-3	938-1
R1	942-5	942-5	936-4	946-4
PP	933-3	933-3	933-3	935-2
S1	925-5	925-5	933-4	929-4
S2	916-3	916-3	931-7
S3	899-3	908-5	930-3
S4	882-3	891-5	925-5

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1149-3	1108-5	963-5
R3	1077-3	1036-5	943-6
R2	1005-3	1005-3	937-2
R1	964-5	964-5	930-5	949-0
PP	933-3	933-3	933-3	925-4
S1	892-5	892-5	917-3	877-0
S2	861-3	861-3	910-6
S3	789-3	820-5	904-2
S4	717-3	748-5	884-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	947-0	902-0	45-0	4.8%	21-2	2.3%	73%	False	False	3,723
10	1012-0	902-0	110-0	11.8%	24-4	2.6%	30%	False	False	4,267
20	1012-0	878-0	134-0	14.3%	26-5	2.9%	43%	False	False	4,577
40	1255-0	867-0	388-0	41.5%	25-4	2.7%	18%	False	False	4,886

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

Fibonacci Retracements and Extensions
4.250	1013-2
2.618	985-4
1.618	968-4
1.000	958-0
0.618	951-4
HIGH	941-0
0.618	934-4
0.500	932-4
0.382	930-4
LOW	924-0
0.618	913-4
1.000	907-0
1.618	896-4
2.618	879-4
4.250	851-6

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	934-1	930-4
PP	933-3	926-0
S1	932-4	921-4

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