CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 913-0 945-0 32-0 3.5% 935-0
High 975-0 951-0 -24-0 -2.5% 942-4
Low 913-0 929-0 16-0 1.8% 897-4
Close 960-0 950-4 -9-4 -1.0% 903-0
Range 62-0 22-0 -40-0 -64.5% 45-0
ATR 26-4 26-6 0-3 1.2% 0-0
Volume 74,347 136,096 61,749 83.1% 294,261
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 1009-4 1002-0 962-5
R3 987-4 980-0 956-4
R2 965-4 965-4 954-4
R1 958-0 958-0 952-4 961-6
PP 943-4 943-4 943-4 945-3
S1 936-0 936-0 948-4 939-6
S2 921-4 921-4 946-4
S3 899-4 914-0 944-4
S4 877-4 892-0 938-3
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1049-3 1021-1 927-6
R3 1004-3 976-1 915-3
R2 959-3 959-3 911-2
R1 931-1 931-1 907-1 922-6
PP 914-3 914-3 914-3 910-1
S1 886-1 886-1 898-7 877-6
S2 869-3 869-3 894-6
S3 824-3 841-1 890-5
S4 779-3 796-1 878-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975-0 894-4 80-4 8.5% 28-4 3.0% 70% False False 86,758
10 975-0 894-4 80-4 8.5% 22-4 2.4% 70% False False 85,167
20 1017-0 894-4 122-4 12.9% 20-6 2.2% 46% False False 80,771
40 1063-0 894-4 168-4 17.7% 21-3 2.3% 33% False False 80,244
60 1063-0 882-0 181-0 19.0% 22-7 2.4% 38% False False 78,962
80 1099-0 882-0 217-0 22.8% 21-7 2.3% 32% False False 69,849
100 1099-0 882-0 217-0 22.8% 21-0 2.2% 32% False False 61,298
120 1099-0 838-0 261-0 27.5% 19-7 2.1% 43% False False 54,836
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1044-4
2.618 1008-5
1.618 986-5
1.000 973-0
0.618 964-5
HIGH 951-0
0.618 942-5
0.500 940-0
0.382 937-3
LOW 929-0
0.618 915-3
1.000 907-0
1.618 893-3
2.618 871-3
4.250 835-4
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 947-0 945-2
PP 943-4 940-0
S1 940-0 934-6

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

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