CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 995-0 1011-0 16-0 1.6% 961-0
High 999-6 1021-0 21-2 2.1% 994-0
Low 993-0 1010-0 17-0 1.7% 961-0
Close 996-0 1014-4 18-4 1.9% 975-6
Range 6-6 11-0 4-2 63.0% 33-0
ATR 19-2 19-6 0-3 2.1% 0-0
Volume 22,863 31,633 8,770 38.4% 125,618
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 1048-1 1042-3 1020-4
R3 1037-1 1031-3 1017-4
R2 1026-1 1026-1 1016-4
R1 1020-3 1020-3 1015-4 1023-2
PP 1015-1 1015-1 1015-1 1016-5
S1 1009-3 1009-3 1013-4 1012-2
S2 1004-1 1004-1 1012-4
S3 993-1 998-3 1011-4
S4 982-1 987-3 1008-4
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1075-7 1058-7 993-7
R3 1042-7 1025-7 984-7
R2 1009-7 1009-7 981-6
R1 992-7 992-7 978-6 1001-3
PP 976-7 976-7 976-7 981-2
S1 959-7 959-7 972-6 968-3
S2 943-7 943-7 969-6
S3 910-7 926-7 966-5
S4 877-7 893-7 957-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1021-0 970-0 51-0 5.0% 14-0 1.4% 87% True False 27,087
10 1021-0 961-0 60-0 5.9% 15-5 1.5% 89% True False 25,748
20 1021-0 892-4 128-4 12.7% 17-6 1.8% 95% True False 26,038
40 1021-0 838-0 183-0 18.0% 16-0 1.6% 96% True False 23,975
60 1021-0 784-0 237-0 23.4% 16-5 1.6% 97% True False 20,369
80 1021-0 784-0 237-0 23.4% 16-4 1.6% 97% True False 17,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1067-6
2.618 1049-6
1.618 1038-6
1.000 1032-0
0.618 1027-6
HIGH 1021-0
0.618 1016-6
0.500 1015-4
0.382 1014-2
LOW 1010-0
0.618 1003-2
1.000 999-0
1.618 992-2
2.618 981-2
4.250 963-2
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 1015-4 1008-1
PP 1015-1 1001-7
S1 1014-7 995-4

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

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