CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 925-0 906-0 -19-0 -2.1% 930-0
High 932-4 914-0 -18-4 -2.0% 935-6
Low 914-0 902-0 -12-0 -1.3% 896-4
Close 915-0 906-4 -8-4 -0.9% 915-0
Range 18-4 12-0 -6-4 -35.1% 39-2
ATR 26-6 25-6 -1-0 -3.7% 0-0
Volume 73,187 47,790 -25,397 -34.7% 344,407
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 943-4 937-0 913-1
R3 931-4 925-0 909-6
R2 919-4 919-4 908-6
R1 913-0 913-0 907-5 916-2
PP 907-4 907-4 907-4 909-1
S1 901-0 901-0 905-3 904-2
S2 895-4 895-4 904-2
S3 883-4 889-0 903-2
S4 871-4 877-0 899-7
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1033-4 1013-4 936-5
R3 994-2 974-2 925-6
R2 955-0 955-0 922-2
R1 935-0 935-0 918-5 925-3
PP 915-6 915-6 915-6 911-0
S1 895-6 895-6 911-3 886-1
S2 876-4 876-4 907-6
S3 837-2 856-4 904-2
S4 798-0 817-2 893-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935-6 896-4 39-2 4.3% 19-2 2.1% 25% False False 63,742
10 938-0 885-0 53-0 5.8% 21-6 2.4% 41% False False 69,973
20 1028-0 882-0 146-0 16.1% 26-0 2.9% 17% False False 77,317
40 1099-0 882-0 217-0 23.9% 22-6 2.5% 11% False False 62,673
60 1099-0 882-0 217-0 23.9% 20-4 2.3% 11% False False 51,509
80 1099-0 882-0 217-0 23.9% 19-3 2.1% 11% False False 44,341
100 1099-0 799-4 299-4 33.0% 18-6 2.1% 36% False False 38,598
120 1099-0 784-0 315-0 34.7% 18-3 2.0% 39% False False 33,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7-2
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 965-0
2.618 945-3
1.618 933-3
1.000 926-0
0.618 921-3
HIGH 914-0
0.618 909-3
0.500 908-0
0.382 906-5
LOW 902-0
0.618 894-5
1.000 890-0
1.618 882-5
2.618 870-5
4.250 851-0
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 908-0 918-7
PP 907-4 914-6
S1 907-0 910-5

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

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