CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 980-0 986-0 6-0 0.6% 1043-0
High 993-4 1005-0 11-4 1.2% 1053-4
Low 971-0 986-0 15-0 1.5% 1004-4
Close 981-0 1004-4 23-4 2.4% 1006-0
Range 22-4 19-0 -3-4 -15.6% 49-0
ATR 24-5 24-5 0-0 -0.2% 0-0
Volume 45,505 62,914 17,409 38.3% 219,269
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 1055-4 1049-0 1015-0
R3 1036-4 1030-0 1009-6
R2 1017-4 1017-4 1008-0
R1 1011-0 1011-0 1006-2 1014-2
PP 998-4 998-4 998-4 1000-1
S1 992-0 992-0 1002-6 995-2
S2 979-4 979-4 1001-0
S3 960-4 973-0 999-2
S4 941-4 954-0 994-0
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1168-3 1136-1 1033-0
R3 1119-3 1087-1 1019-4
R2 1070-3 1070-3 1015-0
R1 1038-1 1038-1 1010-4 1029-6
PP 1021-3 1021-3 1021-3 1017-1
S1 989-1 989-1 1001-4 980-6
S2 972-3 972-3 997-0
S3 923-3 940-1 992-4
S4 874-3 891-1 979-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1053-4 971-0 82-4 8.2% 25-1 2.5% 41% False False 46,439
10 1099-0 971-0 128-0 12.7% 22-3 2.2% 26% False False 51,063
20 1099-0 971-0 128-0 12.7% 18-7 1.9% 26% False False 44,105
40 1099-0 899-4 199-4 19.9% 18-0 1.8% 53% False False 35,941
60 1099-0 838-0 261-0 26.0% 17-1 1.7% 64% False False 31,500
80 1099-0 784-0 315-0 31.4% 17-0 1.7% 70% False False 27,144
100 1099-0 784-0 315-0 31.4% 17-0 1.7% 70% False False 23,631
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 3-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1085-6
2.618 1054-6
1.618 1035-6
1.000 1024-0
0.618 1016-6
HIGH 1005-0
0.618 997-6
0.500 995-4
0.382 993-2
LOW 986-0
0.618 974-2
1.000 967-0
1.618 955-2
2.618 936-2
4.250 905-2
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 1001-4 1009-0
PP 998-4 1007-4
S1 995-4 1006-0

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

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