CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 1023-0 1033-0 10-0 1.0% 998-0
High 1036-4 1040-4 4-0 0.4% 1024-0
Low 1020-4 1024-0 3-4 0.3% 985-4
Close 1030-2 1031-4 1-2 0.1% 1002-0
Range 16-0 16-4 0-4 3.1% 38-4
ATR 22-0 21-5 -0-3 -1.8% 0-0
Volume 35,743 62,023 26,280 73.5% 203,636
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 1081-4 1073-0 1040-5
R3 1065-0 1056-4 1036-0
R2 1048-4 1048-4 1034-4
R1 1040-0 1040-0 1033-0 1036-0
PP 1032-0 1032-0 1032-0 1030-0
S1 1023-4 1023-4 1030-0 1019-4
S2 1015-4 1015-4 1028-4
S3 999-0 1007-0 1027-0
S4 982-4 990-4 1022-3
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1119-3 1099-1 1023-1
R3 1080-7 1060-5 1012-5
R2 1042-3 1042-3 1009-0
R1 1022-1 1022-1 1005-4 1032-2
PP 1003-7 1003-7 1003-7 1008-7
S1 983-5 983-5 998-4 993-6
S2 965-3 965-3 995-0
S3 926-7 945-1 991-3
S4 888-3 906-5 980-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1040-4 990-0 50-4 4.9% 18-2 1.8% 82% True False 53,607
10 1040-4 948-0 92-4 9.0% 16-3 1.6% 90% True False 46,758
20 1040-4 896-0 144-4 14.0% 16-0 1.6% 94% True False 37,251
40 1040-4 842-0 198-4 19.2% 17-4 1.7% 95% True False 29,416
60 1054-4 842-0 212-4 20.6% 19-1 1.9% 89% False False 25,753
80 1059-0 842-0 217-0 21.0% 20-0 1.9% 87% False False 22,095
100 1059-0 797-0 262-0 25.4% 20-0 1.9% 90% False False 18,887
120 1059-0 797-0 262-0 25.4% 21-0 2.0% 90% False False 16,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1110-5
2.618 1083-6
1.618 1067-2
1.000 1057-0
0.618 1050-6
HIGH 1040-4
0.618 1034-2
0.500 1032-2
0.382 1030-2
LOW 1024-0
0.618 1013-6
1.000 1007-4
1.618 997-2
2.618 980-6
4.250 953-7
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 1032-2 1027-1
PP 1032-0 1022-7
S1 1031-6 1018-4

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

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