CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 939-0 946-0 7-0 0.7% 883-0
High 950-0 949-0 -1-0 -0.1% 950-0
Low 933-0 940-4 7-4 0.8% 881-0
Close 940-0 949-0 9-0 1.0% 949-0
Range 17-0 8-4 -8-4 -50.0% 69-0
ATR 24-5 23-4 -1-1 -4.5% 0-0
Volume 20,199 32,063 11,864 58.7% 137,527
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 971-5 968-7 953-5
R3 963-1 960-3 951-3
R2 954-5 954-5 950-4
R1 951-7 951-7 949-6 953-2
PP 946-1 946-1 946-1 946-7
S1 943-3 943-3 948-2 944-6
S2 937-5 937-5 947-4
S3 929-1 934-7 946-5
S4 920-5 926-3 944-3
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1133-5 1110-3 987-0
R3 1064-5 1041-3 968-0
R2 995-5 995-5 961-5
R1 972-3 972-3 955-3 984-0
PP 926-5 926-5 926-5 932-4
S1 903-3 903-3 942-5 915-0
S2 857-5 857-5 936-3
S3 788-5 834-3 930-0
S4 719-5 765-3 911-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 950-0 881-0 69-0 7.3% 17-2 1.8% 99% False False 27,505
10 950-0 857-0 93-0 9.8% 19-0 2.0% 99% False False 21,853
20 950-0 842-0 108-0 11.4% 17-6 1.9% 99% False False 22,252
40 1054-4 842-0 212-4 22.4% 19-2 2.0% 50% False False 20,792
60 1059-0 842-0 217-0 22.9% 21-3 2.2% 49% False False 18,078
80 1059-0 797-0 262-0 27.6% 20-5 2.2% 58% False False 15,136
100 1059-0 797-0 262-0 27.6% 21-5 2.3% 58% False False 12,990
120 1168-0 797-0 371-0 39.1% 22-2 2.3% 41% False False 11,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 985-1
2.618 971-2
1.618 962-6
1.000 957-4
0.618 954-2
HIGH 949-0
0.618 945-6
0.500 944-6
0.382 943-6
LOW 940-4
0.618 935-2
1.000 932-0
1.618 926-6
2.618 918-2
4.250 904-3
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 947-5 942-0
PP 946-1 935-0
S1 944-6 928-0

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

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