CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 1076-0 1081-0 5-0 0.5% 1032-0
High 1085-0 1084-4 -0-4 0.0% 1065-0
Low 1076-0 1073-4 -2-4 -0.2% 1030-0
Close 1086-0 1082-4 -3-4 -0.3% 1062-4
Range 9-0 11-0 2-0 22.2% 35-0
ATR 18-0 17-5 -0-3 -2.2% 0-0
Volume 28,589 41,056 12,467 43.6% 128,213
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 1113-1 1108-7 1088-4
R3 1102-1 1097-7 1085-4
R2 1091-1 1091-1 1084-4
R1 1086-7 1086-7 1083-4 1089-0
PP 1080-1 1080-1 1080-1 1081-2
S1 1075-7 1075-7 1081-4 1078-0
S2 1069-1 1069-1 1080-4
S3 1058-1 1064-7 1079-4
S4 1047-1 1053-7 1076-4
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1157-4 1145-0 1081-6
R3 1122-4 1110-0 1072-1
R2 1087-4 1087-4 1068-7
R1 1075-0 1075-0 1065-6 1081-2
PP 1052-4 1052-4 1052-4 1055-5
S1 1040-0 1040-0 1059-2 1046-2
S2 1017-4 1017-4 1056-1
S3 982-4 1005-0 1052-7
S4 947-4 970-0 1043-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1085-0 1044-0 41-0 3.8% 11-3 1.1% 94% False False 33,377
10 1085-0 993-0 92-0 8.5% 11-5 1.1% 97% False False 32,020
20 1085-0 952-4 132-4 12.2% 14-5 1.3% 98% False False 29,280
40 1085-0 892-4 192-4 17.8% 15-6 1.5% 99% False False 26,670
60 1085-0 816-0 269-0 24.8% 16-1 1.5% 99% False False 23,235
80 1085-0 784-0 301-0 27.8% 15-7 1.5% 99% False False 19,968
100 1085-0 784-0 301-0 27.8% 17-3 1.6% 99% False False 18,185
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 1131-2
2.618 1113-2
1.618 1102-2
1.000 1095-4
0.618 1091-2
HIGH 1084-4
0.618 1080-2
0.500 1079-0
0.382 1077-6
LOW 1073-4
0.618 1066-6
1.000 1062-4
1.618 1055-6
2.618 1044-6
4.250 1026-6
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 1081-3 1077-5
PP 1080-1 1072-7
S1 1079-0 1068-0

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

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