CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	945-0	892-0	-53-0	-5.6%	965-0
High	945-0	897-0	-48-0	-5.1%	974-0
Low	921-0	878-0	-43-0	-4.7%	902-0
Close	922-4	879-0	-43-4	-4.7%	924-0
Range	24-0	19-0	-5-0	-20.8%	72-0
ATR	31-7	32-7	0-7	2.8%	0-0
Volume	2,777	4,115	1,338	48.2%	20,970

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	941-5	929-3	889-4
R3	922-5	910-3	884-2
R2	903-5	903-5	882-4
R1	891-3	891-3	880-6	888-0
PP	884-5	884-5	884-5	883-0
S1	872-3	872-3	877-2	869-0
S2	865-5	865-5	875-4
S3	846-5	853-3	873-6
S4	827-5	834-3	868-4

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	945-0	878-0	67-0	7.6%	16-7	1.9%	1%	False	True	3,458
10	974-0	878-0	96-0	10.9%	20-5	2.3%	1%	False	True	4,134
20	1012-0	878-0	134-0	15.2%	26-7	3.1%	1%	False	True	4,447
40	1229-0	867-0	362-0	41.2%	25-1	2.9%	3%	False	False	4,974

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	True
Bear Hook	False
Bull Hook	False
Stretch	2-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	977-6
2.618	946-6
1.618	927-6
1.000	916-0
0.618	908-6
HIGH	897-0
0.618	889-6
0.500	887-4
0.382	885-2
LOW	878-0
0.618	866-2
1.000	859-0
1.618	847-2
2.618	828-2
4.250	797-2

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	887-4	911-4
PP	884-5	900-5
S1	881-7	889-7

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