CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 1215-0 1253-0 38-0 3.1% 1166-0
High 1226-2 1263-0 36-6 3.0% 1206-0
Low 1196-0 1245-4 49-4 4.1% 1150-4
Close 1226-2 1258-4 32-2 2.6% 1201-0
Range 30-2 17-4 -12-6 -42.1% 55-4
ATR 26-0 26-6 0-6 3.0% 0-0
Volume 46,951 20,912 -26,039 -55.5% 265,681
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 1308-1 1300-7 1268-1
R3 1290-5 1283-3 1263-2
R2 1273-1 1273-1 1261-6
R1 1265-7 1265-7 1260-1 1269-4
PP 1255-5 1255-5 1255-5 1257-4
S1 1248-3 1248-3 1256-7 1252-0
S2 1238-1 1238-1 1255-2
S3 1220-5 1230-7 1253-6
S4 1203-1 1213-3 1248-7
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1352-3 1332-1 1231-4
R3 1296-7 1276-5 1216-2
R2 1241-3 1241-3 1211-1
R1 1221-1 1221-1 1206-1 1231-2
PP 1185-7 1185-7 1185-7 1190-7
S1 1165-5 1165-5 1195-7 1175-6
S2 1130-3 1130-3 1190-7
S3 1074-7 1110-1 1185-6
S4 1019-3 1054-5 1170-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1263-0 1189-0 74-0 5.9% 18-5 1.5% 94% True False 41,809
10 1263-0 1150-4 112-4 8.9% 21-6 1.7% 96% True False 51,224
20 1291-0 1150-4 140-4 11.2% 24-0 1.9% 77% False False 69,901
40 1291-0 1093-0 198-0 15.7% 22-2 1.8% 84% False False 76,681
60 1291-0 982-4 308-4 24.5% 22-2 1.8% 89% False False 78,501
80 1291-0 857-0 434-0 34.5% 21-0 1.7% 93% False False 65,744
100 1291-0 842-0 449-0 35.7% 20-3 1.6% 93% False False 56,685
120 1291-0 842-0 449-0 35.7% 21-2 1.7% 93% False False 50,453
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 3-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1337-3
2.618 1308-7
1.618 1291-3
1.000 1280-4
0.618 1273-7
HIGH 1263-0
0.618 1256-3
0.500 1254-2
0.382 1252-1
LOW 1245-4
0.618 1234-5
1.000 1228-0
1.618 1217-1
2.618 1199-5
4.250 1171-1
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 1257-1 1248-7
PP 1255-5 1239-1
S1 1254-2 1229-4

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

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