CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 995-0 973-0 -22-0 -2.2% 991-0
High 1015-4 982-4 -33-0 -3.2% 1028-0
Low 989-0 960-0 -29-0 -2.9% 944-0
Close 1006-0 963-0 -43-0 -4.3% 1006-0
Range 26-4 22-4 -4-0 -15.1% 84-0
ATR 25-2 26-6 1-4 5.8% 0-0
Volume 92,299 62,374 -29,925 -32.4% 305,190
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1036-0 1022-0 975-3
R3 1013-4 999-4 969-2
R2 991-0 991-0 967-1
R1 977-0 977-0 965-0 972-6
PP 968-4 968-4 968-4 966-3
S1 954-4 954-4 961-0 950-2
S2 946-0 946-0 958-7
S3 923-4 932-0 956-6
S4 901-0 909-4 950-5
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1244-5 1209-3 1052-2
R3 1160-5 1125-3 1029-1
R2 1076-5 1076-5 1021-3
R1 1041-3 1041-3 1013-6 1059-0
PP 992-5 992-5 992-5 1001-4
S1 957-3 957-3 998-2 975-0
S2 908-5 908-5 990-5
S3 824-5 873-3 982-7
S4 740-5 789-3 959-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1028-0 944-0 84-0 8.7% 26-5 2.8% 23% False False 73,512
10 1028-0 944-0 84-0 8.7% 22-3 2.3% 23% False False 65,167
20 1099-0 944-0 155-0 16.1% 22-1 2.3% 12% False False 57,253
40 1099-0 944-0 155-0 16.1% 18-4 1.9% 12% False False 43,972
60 1099-0 892-4 206-4 21.4% 18-2 1.9% 34% False False 37,503
80 1099-0 820-0 279-0 29.0% 17-5 1.8% 51% False False 32,809
100 1099-0 784-0 315-0 32.7% 17-1 1.8% 57% False False 28,281
120 1099-0 784-0 315-0 32.7% 17-7 1.9% 57% False False 25,358
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 5-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1078-1
2.618 1041-3
1.618 1018-7
1.000 1005-0
0.618 996-3
HIGH 982-4
0.618 973-7
0.500 971-2
0.382 968-5
LOW 960-0
0.618 946-1
1.000 937-4
1.618 923-5
2.618 901-1
4.250 864-3
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 971-2 994-0
PP 968-4 983-5
S1 965-6 973-3

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

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