CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 917-0 934-0 17-0 1.9% 915-0
High 929-0 940-0 11-0 1.2% 934-0
Low 916-4 930-0 13-4 1.5% 902-4
Close 927-2 939-2 12-0 1.3% 922-0
Range 12-4 10-0 -2-4 -20.0% 31-4
ATR 20-1 19-5 -0-4 -2.6% 0-0
Volume 22,829 15,954 -6,875 -30.1% 94,206
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 966-3 962-7 944-6
R3 956-3 952-7 942-0
R2 946-3 946-3 941-1
R1 942-7 942-7 940-1 944-5
PP 936-3 936-3 936-3 937-2
S1 932-7 932-7 938-3 934-5
S2 926-3 926-3 937-3
S3 916-3 922-7 936-4
S4 906-3 912-7 933-6
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1014-0 999-4 939-3
R3 982-4 968-0 930-5
R2 951-0 951-0 927-6
R1 936-4 936-4 924-7 943-6
PP 919-4 919-4 919-4 923-1
S1 905-0 905-0 919-1 912-2
S2 888-0 888-0 916-2
S3 856-4 873-4 913-3
S4 825-0 842-0 904-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 940-0 902-4 37-4 4.0% 13-1 1.4% 98% True False 21,485
10 940-0 870-0 70-0 7.5% 13-7 1.5% 99% True False 22,213
20 940-0 838-0 102-0 10.9% 13-6 1.5% 99% True False 19,684
40 940-0 784-0 156-0 16.6% 15-3 1.6% 100% True False 15,278
60 984-0 784-0 200-0 21.3% 17-0 1.8% 78% False False 13,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 982-4
2.618 966-1
1.618 956-1
1.000 950-0
0.618 946-1
HIGH 940-0
0.618 936-1
0.500 935-0
0.382 933-7
LOW 930-0
0.618 923-7
1.000 920-0
1.618 913-7
2.618 903-7
4.250 887-4
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 937-7 935-5
PP 936-3 931-7
S1 935-0 928-2

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

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