CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 1160-0 1181-0 21-0 1.8% 1221-0
High 1181-0 1194-0 13-0 1.1% 1227-0
Low 1157-0 1178-0 21-0 1.8% 1175-4
Close 1179-0 1185-0 6-0 0.5% 1179-0
Range 24-0 16-0 -8-0 -33.3% 51-4
ATR 28-5 27-6 -0-7 -3.2% 0-0
Volume 65,480 41,210 -24,270 -37.1% 361,651
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 1233-5 1225-3 1193-6
R3 1217-5 1209-3 1189-3
R2 1201-5 1201-5 1187-7
R1 1193-3 1193-3 1186-4 1197-4
PP 1185-5 1185-5 1185-5 1187-6
S1 1177-3 1177-3 1183-4 1181-4
S2 1169-5 1169-5 1182-1
S3 1153-5 1161-3 1180-5
S4 1137-5 1145-3 1176-2
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1348-3 1315-1 1207-3
R3 1296-7 1263-5 1193-1
R2 1245-3 1245-3 1188-4
R1 1212-1 1212-1 1183-6 1203-0
PP 1193-7 1193-7 1193-7 1189-2
S1 1160-5 1160-5 1174-2 1151-4
S2 1142-3 1142-3 1169-4
S3 1090-7 1109-1 1164-7
S4 1039-3 1057-5 1150-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1225-0 1150-4 74-4 6.3% 24-6 2.1% 46% False False 60,638
10 1291-0 1150-4 140-4 11.9% 27-2 2.3% 25% False False 74,928
20 1291-0 1150-4 140-4 11.9% 24-0 2.0% 25% False False 80,100
40 1291-0 994-0 297-0 25.1% 23-3 2.0% 64% False False 85,379
60 1291-0 928-0 363-0 30.6% 22-0 1.9% 71% False False 78,024
80 1291-0 843-0 448-0 37.8% 20-6 1.7% 76% False False 64,789
100 1291-0 842-0 449-0 37.9% 20-4 1.7% 76% False False 55,687
120 1291-0 842-0 449-0 37.9% 21-2 1.8% 76% False False 49,161
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1262-0
2.618 1235-7
1.618 1219-7
1.000 1210-0
0.618 1203-7
HIGH 1194-0
0.618 1187-7
0.500 1186-0
0.382 1184-1
LOW 1178-0
0.618 1168-1
1.000 1162-0
1.618 1152-1
2.618 1136-1
4.250 1110-0
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 1186-0 1180-6
PP 1185-5 1176-4
S1 1185-3 1172-2

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

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