CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 914-0 914-0 0-0 0.0% 930-0
High 932-0 917-0 -15-0 -1.6% 935-6
Low 912-4 906-4 -6-0 -0.7% 896-4
Close 927-0 916-0 -11-0 -1.2% 915-0
Range 19-4 10-4 -9-0 -46.2% 39-2
ATR 25-6 25-3 -0-3 -1.4% 0-0
Volume 49,624 85,601 35,977 72.5% 344,407
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 944-5 940-7 921-6
R3 934-1 930-3 918-7
R2 923-5 923-5 917-7
R1 919-7 919-7 917-0 921-6
PP 913-1 913-1 913-1 914-1
S1 909-3 909-3 915-0 911-2
S2 902-5 902-5 914-1
S3 892-1 898-7 913-1
S4 881-5 888-3 910-2
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
5 935-6 902-0 33-6 3.7% 16-6 1.8% 41% False False 63,019
10 935-6 885-0 50-6 5.5% 19-3 2.1% 61% False False 69,719
20 1028-0 882-0 146-0 15.9% 24-6 2.7% 23% False False 78,271
40 1099-0 882-0 217-0 23.7% 23-0 2.5% 16% False False 64,312
60 1099-0 882-0 217-0 23.7% 20-2 2.2% 16% False False 52,635
80 1099-0 882-0 217-0 23.7% 19-3 2.1% 16% False False 45,491
100 1099-0 816-0 283-0 30.9% 18-7 2.1% 35% False False 39,666
120 1099-0 784-0 315-0 34.4% 18-2 2.0% 42% False False 34,750
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6-3
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 961-5
2.618 944-4
1.618 934-0
1.000 927-4
0.618 923-4
HIGH 917-0
0.618 913-0
0.500 911-6
0.382 910-4
LOW 906-4
0.618 900-0
1.000 896-0
1.618 889-4
2.618 879-0
4.250 861-7
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 914-5 917-0
PP 913-1 916-5
S1 911-6 916-3

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

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