CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 901-0 929-4 28-4 3.2% 917-0
High 933-0 935-0 2-0 0.2% 950-0
Low 901-0 919-0 18-0 2.0% 916-4
Close 931-0 924-0 -7-0 -0.8% 935-0
Range 32-0 16-0 -16-0 -50.0% 33-4
ATR 20-5 20-3 -0-3 -1.6% 0-0
Volume 21,385 25,440 4,055 19.0% 116,569
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 974-0 965-0 932-6
R3 958-0 949-0 928-3
R2 942-0 942-0 926-7
R1 933-0 933-0 925-4 929-4
PP 926-0 926-0 926-0 924-2
S1 917-0 917-0 922-4 913-4
S2 910-0 910-0 921-1
S3 894-0 901-0 919-5
S4 878-0 885-0 915-2
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 5.8% 16-7 1.8% 52% False False 23,625
10 950-0 896-0 54-0 5.8% 15-0 1.6% 52% False False 23,124
20 950-0 838-0 112-0 12.1% 14-2 1.5% 77% False False 21,912
40 950-0 784-0 166-0 18.0% 16-0 1.7% 84% False False 17,535
60 958-4 784-0 174-4 18.9% 16-1 1.7% 80% False False 14,851
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1003-0
2.618 976-7
1.618 960-7
1.000 951-0
0.618 944-7
HIGH 935-0
0.618 928-7
0.500 927-0
0.382 925-1
LOW 919-0
0.618 909-1
1.000 903-0
1.618 893-1
2.618 877-1
4.250 851-0
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 927-0 921-1
PP 926-0 918-3
S1 925-0 915-4

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

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