CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 1001-0 1042-0 41-0 4.1% 1021-0
High 1026-4 1058-0 31-4 3.1% 1057-0
Low 994-0 1041-4 47-4 4.8% 1010-0
Close 1025-0 1055-0 30-0 2.9% 1034-0
Range 32-4 16-4 -16-0 -49.2% 47-0
ATR 25-3 25-7 0-4 2.1% 0-0
Volume 108,767 103,535 -5,232 -4.8% 434,668
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 1101-0 1094-4 1064-1
R3 1084-4 1078-0 1059-4
R2 1068-0 1068-0 1058-0
R1 1061-4 1061-4 1056-4 1064-6
PP 1051-4 1051-4 1051-4 1053-1
S1 1045-0 1045-0 1053-4 1048-2
S2 1035-0 1035-0 1052-0
S3 1018-4 1028-4 1050-4
S4 1002-0 1012-0 1045-7
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 1058-0 982-4 75-4 7.2% 26-1 2.5% 96% True False 103,988
10 1063-0 982-4 80-4 7.6% 23-2 2.2% 90% False False 92,748
20 1063-0 974-4 88-4 8.4% 20-0 1.9% 91% False False 70,474
40 1063-0 845-0 218-0 20.7% 18-6 1.8% 96% False False 48,034
60 1063-0 842-0 221-0 20.9% 18-7 1.8% 96% False False 38,947
80 1063-0 842-0 221-0 20.9% 20-2 1.9% 96% False False 33,527
100 1063-0 797-0 266-0 25.2% 20-2 1.9% 97% False False 28,189
120 1063-0 797-0 266-0 25.2% 20-2 1.9% 97% False False 24,272
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1128-1
2.618 1101-2
1.618 1084-6
1.000 1074-4
0.618 1068-2
HIGH 1058-0
0.618 1051-6
0.500 1049-6
0.382 1047-6
LOW 1041-4
0.618 1031-2
1.000 1025-0
1.618 1014-6
2.618 998-2
4.250 971-3
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 1053-2 1043-3
PP 1051-4 1031-7
S1 1049-6 1020-2

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

View Archives - Comment on this page... - Back to Index of Symbols