CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 1060-0 1050-0 -10-0 -0.9% 1076-0
High 1075-0 1058-4 -16-4 -1.5% 1085-0
Low 1057-0 1043-0 -14-0 -1.3% 1045-0
Close 1061-6 1051-6 -10-0 -0.9% 1061-6
Range 18-0 15-4 -2-4 -13.9% 40-0
ATR 20-4 20-3 -0-1 -0.6% 0-0
Volume 44,115 46,161 2,046 4.6% 183,073
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 1097-5 1090-1 1060-2
R3 1082-1 1074-5 1056-0
R2 1066-5 1066-5 1054-5
R1 1059-1 1059-1 1053-1 1062-7
PP 1051-1 1051-1 1051-1 1053-0
S1 1043-5 1043-5 1050-3 1047-3
S2 1035-5 1035-5 1048-7
S3 1020-1 1028-1 1047-4
S4 1004-5 1012-5 1043-2
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1183-7 1162-7 1083-6
R3 1143-7 1122-7 1072-6
R2 1103-7 1103-7 1069-1
R1 1082-7 1082-7 1065-3 1073-3
PP 1063-7 1063-7 1063-7 1059-2
S1 1042-7 1042-7 1058-1 1033-3
S2 1023-7 1023-7 1054-3
S3 983-7 1002-7 1050-6
S4 943-7 962-7 1039-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1084-4 1043-0 41-4 3.9% 17-6 1.7% 21% False True 40,129
10 1085-0 1030-0 55-0 5.2% 14-6 1.4% 40% False False 35,744
20 1085-0 961-0 124-0 11.8% 15-1 1.4% 73% False False 31,446
40 1085-0 892-4 192-4 18.3% 16-2 1.6% 83% False False 28,304
60 1085-0 820-0 265-0 25.2% 16-1 1.5% 87% False False 25,251
80 1085-0 784-0 301-0 28.6% 15-7 1.5% 89% False False 21,528
100 1085-0 784-0 301-0 28.6% 17-1 1.6% 89% False False 19,307
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 2-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1124-3
2.618 1099-1
1.618 1083-5
1.000 1074-0
0.618 1068-1
HIGH 1058-4
0.618 1052-5
0.500 1050-6
0.382 1048-7
LOW 1043-0
0.618 1033-3
1.000 1027-4
1.618 1017-7
2.618 1002-3
4.250 977-1
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 1051-3 1062-6
PP 1051-1 1059-1
S1 1050-6 1055-3

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

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