CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 924-0 908-0 -16-0 -1.7% 897-0
High 924-0 924-0 0-0 0.0% 975-0
Low 904-4 902-4 -2-0 -0.2% 894-4
Close 922-0 920-4 -1-4 -0.2% 941-0
Range 19-4 21-4 2-0 10.3% 80-4
ATR 25-5 25-2 -0-2 -1.1% 0-0
Volume 71,900 76,722 4,822 6.7% 470,253
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 980-1 971-7 932-3
R3 958-5 950-3 926-3
R2 937-1 937-1 924-4
R1 928-7 928-7 922-4 933-0
PP 915-5 915-5 915-5 917-6
S1 907-3 907-3 918-4 911-4
S2 894-1 894-1 916-4
S3 872-5 885-7 914-5
S4 851-1 864-3 908-5
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1178-3 1140-1 985-2
R3 1097-7 1059-5 963-1
R2 1017-3 1017-3 955-6
R1 979-1 979-1 948-3 998-2
PP 936-7 936-7 936-7 946-3
S1 898-5 898-5 933-5 917-6
S2 856-3 856-3 926-2
S3 775-7 818-1 918-7
S4 695-3 737-5 896-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958-0 902-4 55-4 6.0% 19-2 2.1% 32% False True 75,259
10 975-0 894-4 80-4 8.7% 23-7 2.6% 32% False False 81,008
20 1017-0 894-4 122-4 13.3% 21-0 2.3% 21% False False 80,519
40 1063-0 894-4 168-4 18.3% 21-5 2.3% 15% False False 81,986
60 1063-0 882-0 181-0 19.7% 23-1 2.5% 21% False False 80,314
80 1099-0 882-0 217-0 23.6% 22-2 2.4% 18% False False 72,593
100 1099-0 882-0 217-0 23.6% 20-7 2.3% 18% False False 63,831
120 1099-0 882-0 217-0 23.6% 20-1 2.2% 18% False False 57,157
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1015-3
2.618 980-2
1.618 958-6
1.000 945-4
0.618 937-2
HIGH 924-0
0.618 915-6
0.500 913-2
0.382 910-6
LOW 902-4
0.618 889-2
1.000 881-0
1.618 867-6
2.618 846-2
4.250 811-1
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 918-1 918-6
PP 915-5 917-0
S1 913-2 915-2

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

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