CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 957-0 952-0 -5-0 -0.5% 883-0
High 960-0 953-0 -7-0 -0.7% 950-0
Low 944-0 938-4 -5-4 -0.6% 881-0
Close 946-0 940-4 -5-4 -0.6% 949-0
Range 16-0 14-4 -1-4 -9.4% 69-0
ATR 22-7 22-2 -0-5 -2.6% 0-0
Volume 25,760 39,238 13,478 52.3% 137,527
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 987-4 978-4 948-4
R3 973-0 964-0 944-4
R2 958-4 958-4 943-1
R1 949-4 949-4 941-7 946-6
PP 944-0 944-0 944-0 942-5
S1 935-0 935-0 939-1 932-2
S2 929-4 929-4 937-7
S3 915-0 920-4 936-4
S4 900-4 906-0 932-4
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
5 975-0 938-4 36-4 3.9% 16-1 1.7% 5% False True 30,257
10 975-0 868-0 107-0 11.4% 17-7 1.9% 68% False False 27,098
20 975-0 842-0 133-0 14.1% 17-4 1.9% 74% False False 24,848
40 1029-0 842-0 187-0 19.9% 18-4 2.0% 53% False False 21,488
60 1059-0 842-0 217-0 23.1% 20-6 2.2% 45% False False 19,797
80 1059-0 797-0 262-0 27.9% 20-5 2.2% 55% False False 16,409
100 1059-0 797-0 262-0 27.9% 20-6 2.2% 55% False False 13,967
120 1069-0 797-0 272-0 28.9% 21-7 2.3% 53% False False 12,603
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1014-5
2.618 991-0
1.618 976-4
1.000 967-4
0.618 962-0
HIGH 953-0
0.618 947-4
0.500 945-6
0.382 944-0
LOW 938-4
0.618 929-4
1.000 924-0
1.618 915-0
2.618 900-4
4.250 876-7
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 945-6 951-6
PP 944-0 948-0
S1 942-2 944-2

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

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