CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 908-0 905-0 -3-0 -0.3% 897-0
High 924-0 929-0 5-0 0.5% 975-0
Low 902-4 905-0 2-4 0.3% 894-4
Close 920-4 919-4 -1-0 -0.1% 941-0
Range 21-4 24-0 2-4 11.6% 80-4
ATR 25-2 25-2 -0-1 -0.4% 0-0
Volume 76,722 63,071 -13,651 -17.8% 470,253
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 989-7 978-5 932-6
R3 965-7 954-5 926-1
R2 941-7 941-7 923-7
R1 930-5 930-5 921-6 936-2
PP 917-7 917-7 917-7 920-5
S1 906-5 906-5 917-2 912-2
S2 893-7 893-7 915-1
S3 869-7 882-5 912-7
S4 845-7 858-5 906-2
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% 21-0 2.3% 31% False False 69,428
10 975-0 894-4 80-4 8.8% 25-3 2.8% 31% False False 79,830
20 1017-0 894-4 122-4 13.3% 21-2 2.3% 20% False False 79,510
40 1063-0 894-4 168-4 18.3% 22-0 2.4% 15% False False 81,423
60 1063-0 882-0 181-0 19.7% 22-7 2.5% 21% False False 80,373
80 1099-0 882-0 217-0 23.6% 22-4 2.4% 17% False False 72,868
100 1099-0 882-0 217-0 23.6% 20-7 2.3% 17% False False 64,150
120 1099-0 882-0 217-0 23.6% 20-2 2.2% 17% False False 57,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1031-0
2.618 991-7
1.618 967-7
1.000 953-0
0.618 943-7
HIGH 929-0
0.618 919-7
0.500 917-0
0.382 914-1
LOW 905-0
0.618 890-1
1.000 881-0
1.618 866-1
2.618 842-1
4.250 803-0
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 918-5 918-2
PP 917-7 917-0
S1 917-0 915-6

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

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