CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 940-0 977-0 37-0 3.9% 906-0
High 984-0 982-0 -2-0 -0.2% 984-0
Low 940-0 964-4 24-4 2.6% 902-0
Close 971-0 982-0 11-0 1.1% 982-0
Range 44-0 17-4 -26-4 -60.2% 82-0
ATR 28-3 27-5 -0-6 -2.7% 0-0
Volume 60,561 119,192 58,631 96.8% 362,768
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1028-5 1022-7 991-5
R3 1011-1 1005-3 986-6
R2 993-5 993-5 985-2
R1 987-7 987-7 983-5 990-6
PP 976-1 976-1 976-1 977-5
S1 970-3 970-3 980-3 973-2
S2 958-5 958-5 978-6
S3 941-1 952-7 977-2
S4 923-5 935-3 972-3
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1202-0 1174-0 1027-1
R3 1120-0 1092-0 1004-4
R2 1038-0 1038-0 997-0
R1 1010-0 1010-0 989-4 1024-0
PP 956-0 956-0 956-0 963-0
S1 928-0 928-0 974-4 942-0
S2 874-0 874-0 967-0
S3 792-0 846-0 959-4
S4 710-0 764-0 936-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984-0 902-0 82-0 8.4% 20-6 2.1% 98% False False 72,553
10 984-0 896-4 87-4 8.9% 20-7 2.1% 98% False False 70,717
20 984-0 882-0 102-0 10.4% 25-0 2.5% 98% False False 77,807
40 1099-0 882-0 217-0 22.1% 23-3 2.4% 46% False False 67,073
60 1099-0 882-0 217-0 22.1% 20-5 2.1% 46% False False 54,590
80 1099-0 882-0 217-0 22.1% 19-7 2.0% 46% False False 47,124
100 1099-0 816-0 283-0 28.8% 19-1 1.9% 59% False False 41,321
120 1099-0 784-0 315-0 32.1% 18-3 1.9% 63% False False 36,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1056-3
2.618 1027-7
1.618 1010-3
1.000 999-4
0.618 992-7
HIGH 982-0
0.618 975-3
0.500 973-2
0.382 971-1
LOW 964-4
0.618 953-5
1.000 947-0
1.618 936-1
2.618 918-5
4.250 890-1
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 979-1 969-6
PP 976-1 957-4
S1 973-2 945-2

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

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