CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 904-0 893-0 -11-0 -1.2% 913-0
High 899-0 926-0 27-0 3.0% 913-0
Low 889-4 912-4 23-0 2.6% 861-0
Close 892-0 915-4 23-4 2.6% 860-6
Range 9-4 13-4 4-0 42.1% 52-0
ATR 22-1 22-7 0-7 3.9% 0-0
Volume 32,205 17,547 -14,658 -45.5% 77,324
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 958-4 950-4 922-7
R3 945-0 937-0 919-2
R2 931-4 931-4 918-0
R1 923-4 923-4 916-6 927-4
PP 918-0 918-0 918-0 920-0
S1 910-0 910-0 914-2 914-0
S2 904-4 904-4 913-0
S3 891-0 896-4 911-6
S4 877-4 883-0 908-1
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1034-2 999-4 889-3
R3 982-2 947-4 875-0
R2 930-2 930-2 870-2
R1 895-4 895-4 865-4 886-7
PP 878-2 878-2 878-2 874-0
S1 843-4 843-4 856-0 834-7
S2 826-2 826-2 851-2
S3 774-2 791-4 846-4
S4 722-2 739-4 832-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-0 838-0 88-0 9.6% 14-0 1.5% 88% True False 19,553
10 926-0 838-0 88-0 9.6% 13-6 1.5% 88% True False 18,574
20 926-0 802-4 123-4 13.5% 16-7 1.8% 91% True False 15,767
40 958-4 784-0 174-4 19.1% 16-4 1.8% 75% False False 12,939
60 1030-0 784-0 246-0 26.9% 18-3 2.0% 53% False False 12,227
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983-3
2.618 961-3
1.618 947-7
1.000 939-4
0.618 934-3
HIGH 926-0
0.618 920-7
0.500 919-2
0.382 917-5
LOW 912-4
0.618 904-1
1.000 899-0
1.618 890-5
2.618 877-1
4.250 855-1
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 919-2 909-5
PP 918-0 903-7
S1 916-6 898-0

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

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