CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 915-0 906-0 -9-0 -1.0% 843-0
High 915-4 917-0 1-4 0.2% 926-0
Low 904-0 904-4 0-4 0.1% 838-0
Close 912-0 908-4 -3-4 -0.4% 923-2
Range 11-4 12-4 1-0 8.7% 88-0
ATR 22-1 21-4 -0-6 -3.1% 0-0
Volume 25,562 23,535 -2,027 -7.9% 107,995
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 947-4 940-4 915-3
R3 935-0 928-0 912-0
R2 922-4 922-4 910-6
R1 915-4 915-4 909-5 919-0
PP 910-0 910-0 910-0 911-6
S1 903-0 903-0 907-3 906-4
S2 897-4 897-4 906-2
S3 885-0 890-4 905-0
S4 872-4 878-0 901-5
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
5 926-0 889-4 36-4 4.0% 12-4 1.4% 52% False False 24,911
10 926-0 838-0 88-0 9.7% 13-3 1.5% 80% False False 20,700
20 926-0 816-0 110-0 12.1% 16-2 1.8% 84% False False 18,109
40 948-0 784-0 164-0 18.1% 15-5 1.7% 76% False False 13,989
60 1008-0 784-0 224-0 24.7% 18-2 2.0% 56% False False 13,006
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 970-1
2.618 949-6
1.618 937-2
1.000 929-4
0.618 924-6
HIGH 917-0
0.618 912-2
0.500 910-6
0.382 909-2
LOW 904-4
0.618 896-6
1.000 892-0
1.618 884-2
2.618 871-6
4.250 851-3
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 910-6 914-2
PP 910-0 912-3
S1 909-2 910-3

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

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