CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 948-0 906-0 -42-0 -4.4% 917-0
High 948-0 907-0 -41-0 -4.3% 950-0
Low 934-0 896-0 -38-0 -4.1% 916-4
Close 935-0 903-0 -32-0 -3.4% 935-0
Range 14-0 11-0 -3-0 -21.4% 33-4
ATR 18-2 19-6 1-4 8.1% 0-0
Volume 25,789 22,742 -3,047 -11.8% 116,569
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 935-0 930-0 909-0
R3 924-0 919-0 906-0
R2 913-0 913-0 905-0
R1 908-0 908-0 904-0 905-0
PP 902-0 902-0 902-0 900-4
S1 897-0 897-0 902-0 894-0
S2 891-0 891-0 901-0
S3 880-0 886-0 900-0
S4 869-0 875-0 897-0
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1034-3 1018-1 953-3
R3 1000-7 984-5 944-2
R2 967-3 967-3 941-1
R1 951-1 951-1 938-1 959-2
PP 933-7 933-7 933-7 937-7
S1 917-5 917-5 931-7 925-6
S2 900-3 900-3 928-7
S3 866-7 884-1 925-6
S4 833-3 850-5 916-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 950-0 896-0 54-0 6.0% 11-7 1.3% 13% False True 23,296
10 950-0 896-0 54-0 6.0% 12-5 1.4% 13% False True 23,351
20 950-0 838-0 112-0 12.4% 13-4 1.5% 58% False False 20,941
40 950-0 784-0 166-0 18.4% 15-1 1.7% 72% False False 16,758
60 968-0 784-0 184-0 20.4% 16-2 1.8% 65% False False 14,422
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 2-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 953-6
2.618 935-6
1.618 924-6
1.000 918-0
0.618 913-6
HIGH 907-0
0.618 902-6
0.500 901-4
0.382 900-2
LOW 896-0
0.618 889-2
1.000 885-0
1.618 878-2
2.618 867-2
4.250 849-2
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 902-4 923-0
PP 902-0 916-3
S1 901-4 909-5

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

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