CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 971-0 986-0 15-0 1.5% 1011-0
High 985-0 997-4 12-4 1.3% 1013-0
Low 965-0 974-0 9-0 0.9% 960-0
Close 978-0 997-4 19-4 2.0% 978-0
Range 20-0 23-4 3-4 17.5% 53-0
ATR 21-7 21-7 0-1 0.6% 0-0
Volume 83,811 47,836 -35,975 -42.9% 488,884
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 1060-1 1052-3 1010-3
R3 1036-5 1028-7 1004-0
R2 1013-1 1013-1 1001-6
R1 1005-3 1005-3 999-5 1009-2
PP 989-5 989-5 989-5 991-5
S1 981-7 981-7 995-3 985-6
S2 966-1 966-1 993-2
S3 942-5 958-3 991-0
S4 919-1 934-7 984-5
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1142-5 1113-3 1007-1
R3 1089-5 1060-3 992-5
R2 1036-5 1036-5 987-6
R1 1007-3 1007-3 982-7 995-4
PP 983-5 983-5 983-5 977-6
S1 954-3 954-3 973-1 942-4
S2 930-5 930-5 968-2
S3 877-5 901-3 963-3
S4 824-5 848-3 948-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 997-4 960-0 37-4 3.8% 18-2 1.8% 100% True False 85,729
10 1025-4 960-0 65-4 6.6% 20-0 2.0% 57% False False 94,487
20 1025-4 900-4 125-0 12.5% 19-3 1.9% 78% False False 100,820
40 1025-4 879-0 146-4 14.7% 20-1 2.0% 81% False False 88,679
60 1063-0 879-0 184-0 18.4% 20-5 2.1% 64% False False 86,105
80 1063-0 879-0 184-0 18.4% 20-6 2.1% 64% False False 83,574
100 1091-4 879-0 212-4 21.3% 21-7 2.2% 56% False False 80,207
120 1099-0 879-0 220-0 22.1% 20-6 2.1% 54% False False 72,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1097-3
2.618 1059-0
1.618 1035-4
1.000 1021-0
0.618 1012-0
HIGH 997-4
0.618 988-4
0.500 985-6
0.382 983-0
LOW 974-0
0.618 959-4
1.000 950-4
1.618 936-0
2.618 912-4
4.250 874-1
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 993-5 992-1
PP 989-5 986-5
S1 985-6 981-2

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

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