CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 930-0 928-0 -2-0 -0.2% 906-0
High 938-4 937-0 -1-4 -0.2% 938-4
Low 920-4 928-0 7-4 0.8% 896-0
Close 923-4 933-2 9-6 1.1% 933-2
Range 18-0 9-0 -9-0 -50.0% 42-4
ATR 20-1 19-5 -0-4 -2.4% 0-0
Volume 21,653 25,083 3,430 15.8% 116,303
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 959-6 955-4 938-2
R3 950-6 946-4 935-6
R2 941-6 941-6 934-7
R1 937-4 937-4 934-1 939-5
PP 932-6 932-6 932-6 933-6
S1 928-4 928-4 932-3 930-5
S2 923-6 923-6 931-5
S3 914-6 919-4 930-6
S4 905-6 910-4 928-2
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1050-1 1034-1 956-5
R3 1007-5 991-5 945-0
R2 965-1 965-1 941-0
R1 949-1 949-1 937-1 957-1
PP 922-5 922-5 922-5 926-4
S1 906-5 906-5 929-3 914-5
S2 880-1 880-1 925-4
S3 837-5 864-1 921-4
S4 795-1 821-5 909-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 938-4 896-0 42-4 4.6% 17-2 1.8% 88% False False 23,260
10 950-0 896-0 54-0 5.8% 14-6 1.6% 69% False False 23,287
20 950-0 838-0 112-0 12.0% 14-3 1.5% 85% False False 22,527
40 950-0 784-0 166-0 17.8% 15-4 1.7% 90% False False 18,405
60 958-4 784-0 174-4 18.7% 16-1 1.7% 86% False False 15,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 975-2
2.618 960-4
1.618 951-4
1.000 946-0
0.618 942-4
HIGH 937-0
0.618 933-4
0.500 932-4
0.382 931-4
LOW 928-0
0.618 922-4
1.000 919-0
1.618 913-4
2.618 904-4
4.250 889-6
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 933-0 931-6
PP 932-6 930-2
S1 932-4 928-6

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

View Archives - Comment on this page... - Back to Index of Symbols