CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 1077-0 1043-0 -34-0 -3.2% 1050-0
High 1091-4 1044-0 -47-4 -4.4% 1099-0
Low 1069-0 1024-0 -45-0 -4.2% 1043-0
Close 1076-4 1024-6 -51-6 -4.8% 1076-4
Range 22-4 20-0 -2-4 -11.1% 56-0
ATR 20-2 22-4 2-2 11.4% 0-0
Volume 66,159 48,438 -17,721 -26.8% 274,118
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 1090-7 1077-7 1035-6
R3 1070-7 1057-7 1030-2
R2 1050-7 1050-7 1028-3
R1 1037-7 1037-7 1026-5 1034-3
PP 1030-7 1030-7 1030-7 1029-2
S1 1017-7 1017-7 1022-7 1014-3
S2 1010-7 1010-7 1021-1
S3 990-7 997-7 1019-2
S4 970-7 977-7 1013-6
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1240-7 1214-5 1107-2
R3 1184-7 1158-5 1091-7
R2 1128-7 1128-7 1086-6
R1 1102-5 1102-5 1081-5 1115-6
PP 1072-7 1072-7 1072-7 1079-3
S1 1046-5 1046-5 1071-3 1059-6
S2 1016-7 1016-7 1066-2
S3 960-7 990-5 1061-1
S4 904-7 934-5 1045-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1099-0 1024-0 75-0 7.3% 18-6 1.8% 1% False True 55,279
10 1099-0 1024-0 75-0 7.3% 18-2 1.8% 1% False True 47,704
20 1099-0 970-0 129-0 12.6% 15-2 1.5% 42% False False 38,985
40 1099-0 892-4 206-4 20.2% 17-1 1.7% 64% False False 32,300
60 1099-0 838-0 261-0 25.5% 15-7 1.6% 72% False False 28,570
80 1099-0 784-0 315-0 30.7% 16-2 1.6% 76% False False 24,369
100 1099-0 784-0 315-0 30.7% 16-5 1.6% 76% False False 21,433
Crabel Price Patterns
NR True
NR4 False
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 4-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1129-0
2.618 1096-3
1.618 1076-3
1.000 1064-0
0.618 1056-3
HIGH 1044-0
0.618 1036-3
0.500 1034-0
0.382 1031-5
LOW 1024-0
0.618 1011-5
1.000 1004-0
1.618 991-5
2.618 971-5
4.250 939-0
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 1034-0 1061-4
PP 1030-7 1049-2
S1 1027-7 1037-0

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

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