CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 893-0 913-0 20-0 2.2% 843-0
High 926-0 924-4 -1-4 -0.2% 926-0
Low 912-4 909-0 -3-4 -0.4% 838-0
Close 915-4 923-2 7-6 0.8% 923-2
Range 13-4 15-4 2-0 14.8% 88-0
ATR 22-7 22-3 -0-4 -2.3% 0-0
Volume 17,547 25,707 8,160 46.5% 107,995
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 965-3 959-7 931-6
R3 949-7 944-3 927-4
R2 934-3 934-3 926-1
R1 928-7 928-7 924-5 931-5
PP 918-7 918-7 918-7 920-2
S1 913-3 913-3 921-7 916-1
S2 903-3 903-3 920-3
S3 887-7 897-7 919-0
S4 872-3 882-3 914-6
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1159-6 1129-4 971-5
R3 1071-6 1041-4 947-4
R2 983-6 983-6 939-3
R1 953-4 953-4 931-3 968-5
PP 895-6 895-6 895-6 903-2
S1 865-4 865-4 915-1 880-5
S2 807-6 807-6 907-1
S3 719-6 777-4 899-0
S4 631-6 689-4 874-7
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 9.5% 14-7 1.6% 97% False False 21,599
10 926-0 838-0 88-0 9.5% 14-2 1.5% 97% False False 18,531
20 926-0 816-0 110-0 11.9% 16-6 1.8% 98% False False 16,366
40 958-4 784-0 174-4 18.9% 16-1 1.7% 80% False False 13,267
60 1030-0 784-0 246-0 26.6% 18-3 2.0% 57% False False 12,528
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 0-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 990-3
2.618 965-1
1.618 949-5
1.000 940-0
0.618 934-1
HIGH 924-4
0.618 918-5
0.500 916-6
0.382 914-7
LOW 909-0
0.618 899-3
1.000 893-4
1.618 883-7
2.618 868-3
4.250 843-1
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 921-1 918-1
PP 918-7 912-7
S1 916-6 907-6

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

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