CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 913-0 915-0 2-0 0.2% 843-0
High 924-4 915-4 -9-0 -1.0% 926-0
Low 909-0 904-0 -5-0 -0.6% 838-0
Close 923-2 912-0 -11-2 -1.2% 923-2
Range 15-4 11-4 -4-0 -25.8% 88-0
ATR 22-3 22-1 -0-2 -1.0% 0-0
Volume 25,707 25,562 -145 -0.6% 107,995
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 945-0 940-0 918-3
R3 933-4 928-4 915-1
R2 922-0 922-0 914-1
R1 917-0 917-0 913-0 913-6
PP 910-4 910-4 910-4 908-7
S1 905-4 905-4 911-0 902-2
S2 899-0 899-0 909-7
S3 887-4 894-0 908-7
S4 876-0 882-4 905-5
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
5 926-0 870-0 56-0 6.1% 14-6 1.6% 75% False False 22,942
10 926-0 838-0 88-0 9.6% 13-4 1.5% 84% False False 19,827
20 926-0 816-0 110-0 12.1% 16-4 1.8% 87% False False 17,236
40 958-4 784-0 174-4 19.1% 15-6 1.7% 73% False False 13,713
60 1030-0 784-0 246-0 27.0% 18-2 2.0% 52% False False 12,836
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 964-3
2.618 945-5
1.618 934-1
1.000 927-0
0.618 922-5
HIGH 915-4
0.618 911-1
0.500 909-6
0.382 908-3
LOW 904-0
0.618 896-7
1.000 892-4
1.618 885-3
2.618 873-7
4.250 855-1
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 911-2 915-0
PP 910-4 914-0
S1 909-6 913-0

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

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