CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 923-0 908-0 -15-0 -1.6% 886-0
High 926-0 908-0 -18-0 -1.9% 926-0
Low 910-0 900-0 -10-0 -1.1% 886-0
Close 913-0 908-0 -5-0 -0.5% 908-0
Range 16-0 8-0 -8-0 -50.0% 40-0
ATR 31-4 30-1 -1-3 -4.2% 0-0
Volume 4,090 2,667 -1,423 -34.8% 17,398
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 929-3 926-5 912-3
R3 921-3 918-5 910-2
R2 913-3 913-3 909-4
R1 910-5 910-5 908-6 912-0
PP 905-3 905-3 905-3 906-0
S1 902-5 902-5 907-2 904-0
S2 897-3 897-3 906-4
S3 889-3 894-5 905-6
S4 881-3 886-5 903-5
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1026-5 1007-3 930-0
R3 986-5 967-3 919-0
R2 946-5 946-5 915-3
R1 927-3 927-3 911-5 937-0
PP 906-5 906-5 906-5 911-4
S1 887-3 887-3 904-3 897-0
S2 866-5 866-5 900-5
S3 826-5 847-3 897-0
S4 786-5 807-3 886-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-0 863-0 63-0 6.9% 19-6 2.2% 71% False False 4,711
10 945-0 863-0 82-0 9.0% 18-2 2.0% 55% False False 4,084
20 1012-0 863-0 149-0 16.4% 21-4 2.4% 30% False False 4,201
40 1069-0 863-0 206-0 22.7% 24-4 2.7% 22% False False 4,991
60 1262-0 863-0 399-0 43.9% 25-4 2.8% 11% False False 4,196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-0
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 942-0
2.618 929-0
1.618 921-0
1.000 916-0
0.618 913-0
HIGH 908-0
0.618 905-0
0.500 904-0
0.382 903-0
LOW 900-0
0.618 895-0
1.000 892-0
1.618 887-0
2.618 879-0
4.250 866-0
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 906-5 913-0
PP 905-3 911-3
S1 904-0 909-5

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

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