CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 1027-0 1036-0 9-0 0.9% 1032-0
High 1038-0 1046-4 8-4 0.8% 1046-4
Low 1021-0 1028-0 7-0 0.7% 1015-4
Close 1030-0 1038-4 8-4 0.8% 1038-4
Range 17-0 18-4 1-4 8.8% 31-0
ATR 28-0 27-3 -0-5 -2.4% 0-0
Volume 90,098 68,234 -21,864 -24.3% 423,498
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1093-1 1084-3 1048-5
R3 1074-5 1065-7 1043-5
R2 1056-1 1056-1 1041-7
R1 1047-3 1047-3 1040-2 1051-6
PP 1037-5 1037-5 1037-5 1039-7
S1 1028-7 1028-7 1036-6 1033-2
S2 1019-1 1019-1 1035-1
S3 1000-5 1010-3 1033-3
S4 982-1 991-7 1028-3
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1126-4 1113-4 1055-4
R3 1095-4 1082-4 1047-0
R2 1064-4 1064-4 1044-1
R1 1051-4 1051-4 1041-3 1058-0
PP 1033-4 1033-4 1033-4 1036-6
S1 1020-4 1020-4 1035-5 1027-0
S2 1002-4 1002-4 1032-7
S3 971-4 989-4 1030-0
S4 940-4 958-4 1021-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1046-4 1015-4 31-0 3.0% 19-5 1.9% 74% True False 84,699
10 1046-4 902-0 144-4 13.9% 20-1 1.9% 94% True False 78,626
20 1046-4 885-0 161-4 15.6% 21-3 2.1% 95% True False 75,983
40 1091-4 882-0 209-4 20.2% 23-6 2.3% 75% False False 71,359
60 1099-0 882-0 217-0 20.9% 20-6 2.0% 72% False False 59,615
80 1099-0 882-0 217-0 20.9% 20-2 1.9% 72% False False 51,004
100 1099-0 838-0 261-0 25.1% 18-7 1.8% 77% False False 44,847
120 1099-0 784-0 315-0 30.3% 18-4 1.8% 81% False False 39,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1125-1
2.618 1094-7
1.618 1076-3
1.000 1065-0
0.618 1057-7
HIGH 1046-4
0.618 1039-3
0.500 1037-2
0.382 1035-1
LOW 1028-0
0.618 1016-5
1.000 1009-4
1.618 998-1
2.618 979-5
4.250 949-3
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 1038-1 1036-7
PP 1037-5 1035-3
S1 1037-2 1033-6

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

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