CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 998-0 998-0 0-0 0.0% 945-0
High 1016-0 1006-0 -10-0 -1.0% 987-0
Low 989-4 989-0 -0-4 -0.1% 945-0
Close 999-0 996-4 -2-4 -0.3% 973-0
Range 26-4 17-0 -9-4 -35.8% 42-0
ATR 27-6 26-7 -0-6 -2.8% 0-0
Volume 83,835 83,241 -594 -0.7% 398,209
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 1048-1 1039-3 1005-7
R3 1031-1 1022-3 1001-1
R2 1014-1 1014-1 999-5
R1 1005-3 1005-3 998-0 1001-2
PP 997-1 997-1 997-1 995-1
S1 988-3 988-3 995-0 984-2
S2 980-1 980-1 993-3
S3 963-1 971-3 991-7
S4 946-1 954-3 987-1
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1094-3 1075-5 996-1
R3 1052-3 1033-5 984-4
R2 1010-3 1010-3 980-6
R1 991-5 991-5 976-7 1001-0
PP 968-3 968-3 968-3 973-0
S1 949-5 949-5 969-1 959-0
S2 926-3 926-3 965-2
S3 884-3 907-5 961-4
S4 842-3 865-5 949-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1016-0 953-0 63-0 6.3% 18-6 1.9% 69% False False 77,742
10 1063-0 945-0 118-0 11.8% 20-4 2.1% 44% False False 83,993
20 1063-0 940-0 123-0 12.3% 22-5 2.3% 46% False False 83,336
40 1063-0 882-0 181-0 18.2% 23-6 2.4% 63% False False 80,804
60 1099-0 882-0 217-0 21.8% 22-7 2.3% 53% False False 70,654
80 1099-0 882-0 217-0 21.8% 20-6 2.1% 53% False False 60,310
100 1099-0 882-0 217-0 21.8% 20-0 2.0% 53% False False 53,060
120 1099-0 816-0 283-0 28.4% 19-4 2.0% 64% False False 46,944
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1078-2
2.618 1050-4
1.618 1033-4
1.000 1023-0
0.618 1016-4
HIGH 1006-0
0.618 999-4
0.500 997-4
0.382 995-4
LOW 989-0
0.618 978-4
1.000 972-0
1.618 961-4
2.618 944-4
4.250 916-6
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 997-4 1002-4
PP 997-1 1000-4
S1 996-7 998-4

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

View Archives - Comment on this page... - Back to Index of Symbols