CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 1050-0 1062-0 12-0 1.1% 1076-0
High 1058-4 1075-0 16-4 1.6% 1085-0
Low 1043-0 1055-0 12-0 1.2% 1045-0
Close 1051-6 1072-4 20-6 2.0% 1061-6
Range 15-4 20-0 4-4 29.0% 40-0
ATR 20-3 20-5 0-2 1.0% 0-0
Volume 46,161 45,012 -1,149 -2.5% 183,073
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 1127-4 1120-0 1083-4
R3 1107-4 1100-0 1078-0
R2 1087-4 1087-4 1076-1
R1 1080-0 1080-0 1074-3 1083-6
PP 1067-4 1067-4 1067-4 1069-3
S1 1060-0 1060-0 1070-5 1063-6
S2 1047-4 1047-4 1068-7
S3 1027-4 1040-0 1067-0
S4 1007-4 1020-0 1061-4
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 1082-4 1043-0 39-4 3.7% 19-4 1.8% 75% False False 40,920
10 1085-0 1043-0 42-0 3.9% 15-4 1.4% 70% False False 37,148
20 1085-0 970-0 115-0 10.7% 15-0 1.4% 89% False False 32,665
40 1085-0 892-4 192-4 17.9% 16-4 1.5% 94% False False 28,859
60 1085-0 826-0 259-0 24.1% 15-7 1.5% 95% False False 25,837
80 1085-0 784-0 301-0 28.1% 16-0 1.5% 96% False False 22,002
100 1085-0 784-0 301-0 28.1% 17-0 1.6% 96% False False 19,661
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 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1160-0
2.618 1127-3
1.618 1107-3
1.000 1095-0
0.618 1087-3
HIGH 1075-0
0.618 1067-3
0.500 1065-0
0.382 1062-5
LOW 1055-0
0.618 1042-5
1.000 1035-0
1.618 1022-5
2.618 1002-5
4.250 970-0
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 1070-0 1068-0
PP 1067-4 1063-4
S1 1065-0 1059-0

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

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