CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 986-0 986-0 0-0 0.0% 1011-0
High 997-4 1018-0 20-4 2.1% 1013-0
Low 974-0 986-0 12-0 1.2% 960-0
Close 997-4 1006-6 9-2 0.9% 978-0
Range 23-4 32-0 8-4 36.2% 53-0
ATR 21-7 22-5 0-6 3.3% 0-0
Volume 47,836 24,869 -22,967 -48.0% 488,884
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 1099-5 1085-1 1024-3
R3 1067-5 1053-1 1015-4
R2 1035-5 1035-5 1012-5
R1 1021-1 1021-1 1009-5 1028-3
PP 1003-5 1003-5 1003-5 1007-2
S1 989-1 989-1 1003-7 996-3
S2 971-5 971-5 1000-7
S3 939-5 957-1 998-0
S4 907-5 925-1 989-1
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 1018-0 960-0 58-0 5.8% 20-5 2.0% 81% True False 69,411
10 1025-4 960-0 65-4 6.5% 21-6 2.2% 71% False False 89,076
20 1025-4 905-0 120-4 12.0% 20-0 2.0% 84% False False 97,620
40 1025-4 879-0 146-4 14.6% 20-5 2.0% 87% False False 87,541
60 1063-0 879-0 184-0 18.3% 20-5 2.0% 69% False False 85,392
80 1063-0 879-0 184-0 18.3% 21-0 2.1% 69% False False 82,867
100 1063-0 879-0 184-0 18.3% 22-0 2.2% 69% False False 79,794
120 1099-0 879-0 220-0 21.9% 20-7 2.1% 58% False False 72,817
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 4-2
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1154-0
2.618 1101-6
1.618 1069-6
1.000 1050-0
0.618 1037-6
HIGH 1018-0
0.618 1005-6
0.500 1002-0
0.382 998-2
LOW 986-0
0.618 966-2
1.000 954-0
1.618 934-2
2.618 902-2
4.250 850-0
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 1005-1 1001-5
PP 1003-5 996-5
S1 1002-0 991-4

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

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