CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 985-0 975-0 -10-0 -1.0% 985-0
High 990-0 982-0 -8-0 -0.8% 990-0
Low 971-0 971-0 0-0 0.0% 952-4
Close 972-0 979-4 7-4 0.8% 979-4
Range 19-0 11-0 -8-0 -42.1% 37-4
ATR 21-4 20-6 -0-6 -3.5% 0-0
Volume 22,774 31,077 8,303 36.5% 147,461
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 1010-4 1006-0 985-4
R3 999-4 995-0 982-4
R2 988-4 988-4 981-4
R1 984-0 984-0 980-4 986-2
PP 977-4 977-4 977-4 978-5
S1 973-0 973-0 978-4 975-2
S2 966-4 966-4 977-4
S3 955-4 962-0 976-4
S4 944-4 951-0 973-4
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1086-4 1070-4 1000-1
R3 1049-0 1033-0 989-6
R2 1011-4 1011-4 986-3
R1 995-4 995-4 983-0 984-6
PP 974-0 974-0 974-0 968-5
S1 958-0 958-0 976-0 947-2
S2 936-4 936-4 972-5
S3 899-0 920-4 969-2
S4 861-4 883-0 958-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 990-0 952-4 37-4 3.8% 18-0 1.8% 72% False False 29,492
10 990-0 892-4 97-4 10.0% 20-2 2.1% 89% False False 27,039
20 990-0 892-4 97-4 10.0% 17-4 1.8% 89% False False 25,163
40 990-0 820-0 170-0 17.4% 16-4 1.7% 94% False False 22,153
60 990-0 784-0 206-0 21.0% 16-2 1.7% 95% False False 18,222
80 990-0 784-0 206-0 21.0% 17-5 1.8% 95% False False 16,272
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 2-7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1028-6
2.618 1010-6
1.618 999-6
1.000 993-0
0.618 988-6
HIGH 982-0
0.618 977-6
0.500 976-4
0.382 975-2
LOW 971-0
0.618 964-2
1.000 960-0
1.618 953-2
2.618 942-2
4.250 924-2
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 978-4 978-5
PP 977-4 977-7
S1 976-4 977-0

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

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