CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 1032-0 985-0 -47-0 -4.6% 1021-0
High 1040-4 1022-4 -18-0 -1.7% 1057-0
Low 1026-0 983-0 -43-0 -4.2% 1010-0
Close 1034-0 997-0 -37-0 -3.6% 1034-0
Range 14-4 39-4 25-0 172.4% 47-0
ATR 21-5 23-6 2-1 9.7% 0-0
Volume 97,177 87,536 -9,641 -9.9% 434,668
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 1119-3 1097-5 1018-6
R3 1079-7 1058-1 1007-7
R2 1040-3 1040-3 1004-2
R1 1018-5 1018-5 1000-5 1029-4
PP 1000-7 1000-7 1000-7 1006-2
S1 979-1 979-1 993-3 990-0
S2 961-3 961-3 989-6
S3 921-7 939-5 986-1
S4 882-3 900-1 975-2
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1174-5 1151-3 1059-7
R3 1127-5 1104-3 1046-7
R2 1080-5 1080-5 1042-5
R1 1057-3 1057-3 1038-2 1069-0
PP 1033-5 1033-5 1033-5 1039-4
S1 1010-3 1010-3 1029-6 1022-0
S2 986-5 986-5 1025-3
S3 939-5 963-3 1021-1
S4 892-5 916-3 1008-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1057-0 983-0 74-0 7.4% 23-3 2.3% 19% False True 86,814
10 1063-0 983-0 80-0 8.0% 20-2 2.0% 18% False True 74,599
20 1063-0 896-0 167-0 16.8% 18-4 1.9% 60% False False 58,333
40 1063-0 842-0 221-0 22.2% 17-6 1.8% 70% False False 41,691
60 1063-0 842-0 221-0 22.2% 18-4 1.9% 70% False False 33,990
80 1063-0 842-0 221-0 22.2% 20-1 2.0% 70% False False 29,614
100 1063-0 797-0 266-0 26.7% 20-1 2.0% 75% False False 25,031
120 1063-0 797-0 266-0 26.7% 20-3 2.0% 75% False False 21,556
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 False
Bear Hook False
Bull Hook False
Stretch 4-0
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1190-3
2.618 1125-7
1.618 1086-3
1.000 1062-0
0.618 1046-7
HIGH 1022-4
0.618 1007-3
0.500 1002-6
0.382 998-1
LOW 983-0
0.618 958-5
1.000 943-4
1.618 919-1
2.618 879-5
4.250 815-1
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 1002-6 1020-0
PP 1000-7 1012-3
S1 998-7 1004-5

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

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