CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 1039-0 1051-0 12-0 1.2% 1032-0
High 1045-0 1063-0 18-0 1.7% 1046-4
Low 1016-6 1016-4 -0-2 0.0% 1015-4
Close 1044-0 1018-6 -25-2 -2.4% 1038-4
Range 28-2 46-4 18-2 64.6% 31-0
ATR 28-0 29-3 1-3 4.7% 0-0
Volume 80,251 83,190 2,939 3.7% 423,498
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 1172-2 1142-0 1044-3
R3 1125-6 1095-4 1031-4
R2 1079-2 1079-2 1027-2
R1 1049-0 1049-0 1023-0 1040-7
PP 1032-6 1032-6 1032-6 1028-6
S1 1002-4 1002-4 1014-4 994-3
S2 986-2 986-2 1010-2
S3 939-6 956-0 1006-0
S4 893-2 909-4 993-1
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 1063-0 1008-0 55-0 5.4% 30-5 3.0% 20% True False 74,993
10 1063-0 964-4 98-4 9.7% 25-0 2.5% 55% True False 84,942
20 1063-0 894-0 169-0 16.6% 23-5 2.3% 74% True False 76,134
40 1063-0 882-0 181-0 17.8% 24-6 2.4% 76% True False 74,085
60 1099-0 882-0 217-0 21.3% 22-0 2.2% 63% False False 62,997
80 1099-0 882-0 217-0 21.3% 21-0 2.1% 63% False False 53,680
100 1099-0 838-0 261-0 25.6% 19-5 1.9% 69% False False 47,220
120 1099-0 784-0 315-0 30.9% 19-2 1.9% 75% False False 41,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6-2
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1260-5
2.618 1184-6
1.618 1138-2
1.000 1109-4
0.618 1091-6
HIGH 1063-0
0.618 1045-2
0.500 1039-6
0.382 1034-2
LOW 1016-4
0.618 987-6
1.000 970-0
1.618 941-2
2.618 894-6
4.250 818-7
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 1039-6 1039-0
PP 1032-6 1032-2
S1 1025-6 1025-4

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

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