CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 917-0 936-0 19-0 2.1% 879-0
High 942-0 968-0 26-0 2.8% 968-0
Low 916-0 935-4 19-4 2.1% 879-0
Close 936-0 964-0 28-0 3.0% 964-0
Range 26-0 32-4 6-4 25.0% 89-0
ATR 23-3 24-0 0-5 2.8% 0-0
Volume 87,410 125,584 38,174 43.7% 512,868
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1053-3 1041-1 981-7
R3 1020-7 1008-5 973-0
R2 988-3 988-3 970-0
R1 976-1 976-1 967-0 982-2
PP 955-7 955-7 955-7 958-7
S1 943-5 943-5 961-0 949-6
S2 923-3 923-3 958-0
S3 890-7 911-1 955-0
S4 858-3 878-5 946-1
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1204-0 1173-0 1013-0
R3 1115-0 1084-0 988-4
R2 1026-0 1026-0 980-3
R1 995-0 995-0 972-1 1010-4
PP 937-0 937-0 937-0 944-6
S1 906-0 906-0 955-7 921-4
S2 848-0 848-0 947-5
S3 759-0 817-0 939-4
S4 670-0 728-0 915-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 968-0 879-0 89-0 9.2% 21-2 2.2% 96% True False 102,573
10 968-0 879-0 89-0 9.2% 20-3 2.1% 96% True False 83,664
20 975-0 879-0 96-0 10.0% 21-7 2.3% 89% False False 82,199
40 1017-0 879-0 138-0 14.3% 20-0 2.1% 62% False False 81,267
60 1063-0 879-0 184-0 19.1% 21-2 2.2% 46% False False 79,556
80 1063-0 879-0 184-0 19.1% 22-3 2.3% 46% False False 77,676
100 1099-0 879-0 220-0 22.8% 21-2 2.2% 39% False False 70,305
120 1099-0 879-0 220-0 22.8% 20-6 2.1% 39% False False 62,875
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1106-1
2.618 1053-1
1.618 1020-5
1.000 1000-4
0.618 988-1
HIGH 968-0
0.618 955-5
0.500 951-6
0.382 947-7
LOW 935-4
0.618 915-3
1.000 903-0
1.618 882-7
2.618 850-3
4.250 797-3
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 959-7 954-7
PP 955-7 945-5
S1 951-6 936-4

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

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