CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 1035-0 1032-0 -3-0 -0.3% 970-0
High 1039-0 1042-4 3-4 0.3% 1039-0
Low 1028-4 1030-0 1-4 0.1% 970-0
Close 1031-4 1042-4 11-0 1.1% 1031-4
Range 10-4 12-4 2-0 19.0% 69-0
ATR 19-3 18-7 -0-4 -2.5% 0-0
Volume 23,867 30,973 7,106 29.8% 145,865
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 1075-7 1071-5 1049-3
R3 1063-3 1059-1 1046-0
R2 1050-7 1050-7 1044-6
R1 1046-5 1046-5 1043-5 1048-6
PP 1038-3 1038-3 1038-3 1039-3
S1 1034-1 1034-1 1041-3 1036-2
S2 1025-7 1025-7 1040-2
S3 1013-3 1021-5 1039-0
S4 1000-7 1009-1 1035-5
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1220-4 1195-0 1069-4
R3 1151-4 1126-0 1050-4
R2 1082-4 1082-4 1044-1
R1 1057-0 1057-0 1037-7 1069-6
PP 1013-4 1013-4 1013-4 1019-7
S1 988-0 988-0 1025-1 1000-6
S2 944-4 944-4 1018-7
S3 875-4 919-0 1012-4
S4 806-4 850-0 993-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1042-4 993-0 49-4 4.7% 11-7 1.1% 100% True False 30,664
10 1042-4 970-0 72-4 7.0% 14-5 1.4% 100% True False 28,182
20 1042-4 899-4 143-0 13.7% 17-0 1.6% 100% True False 27,776
40 1042-4 838-0 204-4 19.6% 16-1 1.6% 100% True False 25,198
60 1042-4 784-0 258-4 24.8% 16-3 1.6% 100% True False 21,490
80 1042-4 784-0 258-4 24.8% 16-5 1.6% 100% True False 18,512
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1095-5
2.618 1075-2
1.618 1062-6
1.000 1055-0
0.618 1050-2
HIGH 1042-4
0.618 1037-6
0.500 1036-2
0.382 1034-6
LOW 1030-0
0.618 1022-2
1.000 1017-4
1.618 1009-6
2.618 997-2
4.250 976-7
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 1040-3 1036-1
PP 1038-3 1029-7
S1 1036-2 1023-4

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

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