CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 961-0 988-0 27-0 2.8% 985-0
High 983-0 992-4 9-4 1.0% 990-0
Low 961-0 978-0 17-0 1.8% 952-4
Close 983-0 979-4 -3-4 -0.4% 979-4
Range 22-0 14-4 -7-4 -34.1% 37-4
ATR 20-7 20-3 -0-4 -2.2% 0-0
Volume 20,634 17,305 -3,329 -16.1% 147,461
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 1026-7 1017-5 987-4
R3 1012-3 1003-1 983-4
R2 997-7 997-7 982-1
R1 988-5 988-5 980-7 986-0
PP 983-3 983-3 983-3 982-0
S1 974-1 974-1 978-1 971-4
S2 968-7 968-7 976-7
S3 954-3 959-5 975-4
S4 939-7 945-1 971-4
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
5 992-4 961-0 31-4 3.2% 16-2 1.7% 59% True False 24,770
10 992-4 911-0 81-4 8.3% 19-2 2.0% 84% True False 26,910
20 992-4 892-4 100-0 10.2% 18-1 1.9% 87% True False 25,121
40 992-4 838-0 154-4 15.8% 16-0 1.6% 92% True False 22,403
60 992-4 784-0 208-4 21.3% 16-2 1.7% 94% True False 18,559
80 992-4 784-0 208-4 21.3% 17-3 1.8% 94% True False 16,439
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 True
Stretch 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1054-1
2.618 1030-4
1.618 1016-0
1.000 1007-0
0.618 1001-4
HIGH 992-4
0.618 987-0
0.500 985-2
0.382 983-4
LOW 978-0
0.618 969-0
1.000 963-4
1.618 954-4
2.618 940-0
4.250 916-3
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 985-2 978-5
PP 983-3 977-5
S1 981-3 976-6

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

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