CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 882-0 884-0 2-0 0.2% 853-0
High 891-0 887-0 -4-0 -0.4% 875-4
Low 873-0 857-0 -16-0 -1.8% 842-0
Close 876-6 860-6 -16-0 -1.8% 866-0
Range 18-0 30-0 12-0 66.7% 33-4
ATR 24-1 24-4 0-3 1.7% 0-0
Volume 12,108 19,343 7,235 59.8% 136,114
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 958-2 939-4 877-2
R3 928-2 909-4 869-0
R2 898-2 898-2 866-2
R1 879-4 879-4 863-4 873-7
PP 868-2 868-2 868-2 865-4
S1 849-4 849-4 858-0 843-7
S2 838-2 838-2 855-2
S3 808-2 819-4 852-4
S4 778-2 789-4 844-2
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 961-5 947-3 884-3
R3 928-1 913-7 875-2
R2 894-5 894-5 872-1
R1 880-3 880-3 869-1 887-4
PP 861-1 861-1 861-1 864-6
S1 846-7 846-7 862-7 854-0
S2 827-5 827-5 859-7
S3 794-1 813-3 856-6
S4 760-5 779-7 847-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 891-0 845-0 46-0 5.3% 19-3 2.3% 34% False False 21,049
10 894-4 842-0 52-4 6.1% 18-4 2.1% 36% False False 22,480
20 1004-0 842-0 162-0 18.8% 18-3 2.1% 12% False False 20,130
40 1054-4 842-0 212-4 24.7% 21-1 2.5% 9% False False 19,753
60 1059-0 842-0 217-0 25.2% 21-4 2.5% 9% False False 16,080
80 1059-0 797-0 262-0 30.4% 20-7 2.4% 24% False False 13,379
100 1059-0 797-0 262-0 30.4% 22-2 2.6% 24% False False 11,698
120 1262-0 797-0 465-0 54.0% 22-5 2.6% 14% False False 10,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-3
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1014-4
2.618 965-4
1.618 935-4
1.000 917-0
0.618 905-4
HIGH 887-0
0.618 875-4
0.500 872-0
0.382 868-4
LOW 857-0
0.618 838-4
1.000 827-0
1.618 808-4
2.618 778-4
4.250 729-4
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 872-0 874-0
PP 868-2 869-5
S1 864-4 865-1

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

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