CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 924-0 896-0 -28-0 -3.0% 974-0
High 927-0 908-0 -19-0 -2.0% 975-0
Low 914-4 896-0 -18-4 -2.0% 914-4
Close 915-2 902-0 -13-2 -1.4% 915-2
Range 12-4 12-0 -0-4 -4.0% 60-4
ATR 22-4 22-2 -0-2 -1.0% 0-0
Volume 27,118 23,308 -3,810 -14.0% 146,342
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 938-0 932-0 908-5
R3 926-0 920-0 905-2
R2 914-0 914-0 904-2
R1 908-0 908-0 903-1 911-0
PP 902-0 902-0 902-0 903-4
S1 896-0 896-0 900-7 899-0
S2 890-0 890-0 899-6
S3 878-0 884-0 898-6
S4 866-0 872-0 895-3
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1116-3 1076-3 948-4
R3 1055-7 1015-7 931-7
R2 995-3 995-3 926-3
R1 955-3 955-3 920-6 945-1
PP 934-7 934-7 934-7 929-6
S1 894-7 894-7 909-6 884-5
S2 874-3 874-3 904-1
S3 813-7 834-3 898-5
S4 753-3 773-7 882-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965-0 896-0 69-0 7.6% 14-0 1.6% 9% False True 28,530
10 975-0 896-0 79-0 8.8% 15-0 1.7% 8% False True 28,269
20 975-0 843-0 132-0 14.6% 16-7 1.9% 45% False False 25,085
40 1029-0 842-0 187-0 20.7% 18-3 2.0% 32% False False 22,181
60 1059-0 842-0 217-0 24.1% 20-3 2.3% 28% False False 20,298
80 1059-0 797-0 262-0 29.0% 20-2 2.3% 40% False False 16,900
100 1059-0 797-0 262-0 29.0% 20-6 2.3% 40% False False 14,404
120 1059-0 797-0 262-0 29.0% 21-6 2.4% 40% False False 12,862
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 959-0
2.618 939-3
1.618 927-3
1.000 920-0
0.618 915-3
HIGH 908-0
0.618 903-3
0.500 902-0
0.382 900-5
LOW 896-0
0.618 888-5
1.000 884-0
1.618 876-5
2.618 864-5
4.250 845-0
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 902-0 924-4
PP 902-0 917-0
S1 902-0 909-4

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

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