CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 1001-0 997-0 -4-0 -0.4% 879-0
High 1005-0 1008-4 3-4 0.3% 968-0
Low 989-4 988-4 -1-0 -0.1% 879-0
Close 993-0 994-0 1-0 0.1% 964-0
Range 15-4 20-0 4-4 29.0% 89-0
ATR 24-2 23-7 -0-2 -1.2% 0-0
Volume 123,947 126,476 2,529 2.0% 512,868
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 1057-0 1045-4 1005-0
R3 1037-0 1025-4 999-4
R2 1017-0 1017-0 997-5
R1 1005-4 1005-4 995-7 1001-2
PP 997-0 997-0 997-0 994-7
S1 985-4 985-4 992-1 981-2
S2 977-0 977-0 990-3
S3 957-0 965-4 988-4
S4 937-0 945-4 983-0
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 1008-4 916-0 92-4 9.3% 22-6 2.3% 84% True False 119,130
10 1008-4 879-0 129-4 13.0% 20-5 2.1% 89% True False 105,316
20 1008-4 879-0 129-4 13.0% 19-5 2.0% 89% True False 86,287
40 1017-0 879-0 138-0 13.9% 20-2 2.0% 83% False False 83,529
60 1063-0 879-0 184-0 18.5% 20-7 2.1% 63% False False 82,259
80 1063-0 879-0 184-0 18.5% 22-1 2.2% 63% False False 80,794
100 1099-0 879-0 220-0 22.1% 21-3 2.2% 52% False False 73,136
120 1099-0 879-0 220-0 22.1% 20-7 2.1% 52% False False 65,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1093-4
2.618 1060-7
1.618 1040-7
1.000 1028-4
0.618 1020-7
HIGH 1008-4
0.618 1000-7
0.500 998-4
0.382 996-1
LOW 988-4
0.618 976-1
1.000 968-4
1.618 956-1
2.618 936-1
4.250 903-4
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 998-4 994-6
PP 997-0 994-4
S1 995-4 994-2

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

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