CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 1035-0 1027-0 -8-0 -0.8% 906-0
High 1046-0 1038-0 -8-0 -0.8% 984-0
Low 1024-0 1021-0 -3-0 -0.3% 902-0
Close 1045-0 1030-0 -15-0 -1.4% 982-0
Range 22-0 17-0 -5-0 -22.7% 82-0
ATR 28-2 28-0 -0-2 -1.1% 0-0
Volume 78,092 90,098 12,006 15.4% 362,768
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 1080-5 1072-3 1039-3
R3 1063-5 1055-3 1034-5
R2 1046-5 1046-5 1033-1
R1 1038-3 1038-3 1031-4 1042-4
PP 1029-5 1029-5 1029-5 1031-6
S1 1021-3 1021-3 1028-4 1025-4
S2 1012-5 1012-5 1026-7
S3 995-5 1004-3 1025-3
S4 978-5 987-3 1020-5
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 1046-0 964-4 81-4 7.9% 19-3 1.9% 80% False False 94,891
10 1046-0 902-0 144-0 14.0% 20-1 2.0% 89% False False 79,121
20 1046-0 885-0 161-0 15.6% 21-7 2.1% 90% False False 76,470
40 1099-0 882-0 217-0 21.1% 23-6 2.3% 68% False False 71,217
60 1099-0 882-0 217-0 21.1% 20-7 2.0% 68% False False 58,982
80 1099-0 882-0 217-0 21.1% 20-1 2.0% 68% False False 50,516
100 1099-0 838-0 261-0 25.3% 18-7 1.8% 74% False False 44,350
120 1099-0 784-0 315-0 30.6% 18-4 1.8% 78% False False 38,770
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1110-2
2.618 1082-4
1.618 1065-4
1.000 1055-0
0.618 1048-4
HIGH 1038-0
0.618 1031-4
0.500 1029-4
0.382 1027-4
LOW 1021-0
0.618 1010-4
1.000 1004-0
1.618 993-4
2.618 976-4
4.250 948-6
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 1029-7 1033-4
PP 1029-5 1032-3
S1 1029-4 1031-1

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

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