CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 936-0 985-4 49-4 5.3% 879-0
High 968-0 1000-4 32-4 3.4% 968-0
Low 935-4 981-0 45-4 4.9% 879-0
Close 964-0 999-0 35-0 3.6% 964-0
Range 32-4 19-4 -13-0 -40.0% 89-0
ATR 24-0 24-7 0-7 3.7% 0-0
Volume 125,584 132,235 6,651 5.3% 512,868
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 1052-0 1045-0 1009-6
R3 1032-4 1025-4 1004-3
R2 1013-0 1013-0 1002-5
R1 1006-0 1006-0 1000-6 1009-4
PP 993-4 993-4 993-4 995-2
S1 986-4 986-4 997-2 990-0
S2 974-0 974-0 995-3
S3 954-4 967-0 993-5
S4 935-0 947-4 988-2
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 1000-4 900-4 100-0 10.0% 21-4 2.2% 99% True False 107,945
10 1000-4 879-0 121-4 12.2% 21-2 2.1% 99% True False 91,741
20 1000-4 879-0 121-4 12.2% 22-1 2.2% 99% True False 84,288
40 1017-0 879-0 138-0 13.8% 20-0 2.0% 87% False False 82,056
60 1063-0 879-0 184-0 18.4% 21-0 2.1% 65% False False 80,338
80 1063-0 879-0 184-0 18.4% 22-4 2.3% 65% False False 78,712
100 1099-0 879-0 220-0 22.0% 21-3 2.1% 55% False False 71,311
120 1099-0 879-0 220-0 22.0% 20-6 2.1% 55% False False 63,765
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 2-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1083-3
2.618 1051-4
1.618 1032-0
1.000 1020-0
0.618 1012-4
HIGH 1000-4
0.618 993-0
0.500 990-6
0.382 988-4
LOW 981-0
0.618 969-0
1.000 961-4
1.618 949-4
2.618 930-0
4.250 898-1
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 996-2 985-3
PP 993-4 971-7
S1 990-6 958-2

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

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