CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 956-0 989-0 33-0 3.5% 960-0
High 987-0 999-0 12-0 1.2% 999-0
Low 956-0 984-0 28-0 2.9% 946-4
Close 982-2 984-0 1-6 0.2% 984-0
Range 31-0 15-0 -16-0 -51.6% 52-4
ATR 23-0 22-5 -0-4 -1.9% 0-0
Volume 4,780 1,979 -2,801 -58.6% 31,110
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1034-0 1024-0 992-2
R3 1019-0 1009-0 988-1
R2 1004-0 1004-0 986-6
R1 994-0 994-0 985-3 991-4
PP 989-0 989-0 989-0 987-6
S1 979-0 979-0 982-5 976-4
S2 974-0 974-0 981-2
S3 959-0 964-0 979-7
S4 944-0 949-0 975-6
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1134-0 1111-4 1012-7
R3 1081-4 1059-0 998-4
R2 1029-0 1029-0 993-5
R1 1006-4 1006-4 988-6 1017-6
PP 976-4 976-4 976-4 982-1
S1 954-0 954-0 979-2 965-2
S2 924-0 924-0 974-3
S3 871-4 901-4 969-4
S4 819-0 849-0 955-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 999-0 946-4 52-4 5.3% 19-5 2.0% 71% True False 6,222
10 1018-0 946-4 71-4 7.3% 21-6 2.2% 52% False False 16,607
20 1025-4 946-4 79-0 8.0% 20-4 2.1% 47% False False 56,786
40 1025-4 879-0 146-4 14.9% 19-7 2.0% 72% False False 72,522
60 1025-4 879-0 146-4 14.9% 20-3 2.1% 72% False False 75,638
80 1063-0 879-0 184-0 18.7% 20-5 2.1% 57% False False 76,800
100 1063-0 879-0 184-0 18.7% 21-6 2.2% 57% False False 76,932
120 1099-0 879-0 220-0 22.4% 21-2 2.2% 48% False False 71,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1062-6
2.618 1038-2
1.618 1023-2
1.000 1014-0
0.618 1008-2
HIGH 999-0
0.618 993-2
0.500 991-4
0.382 989-6
LOW 984-0
0.618 974-6
1.000 969-0
1.618 959-6
2.618 944-6
4.250 920-2
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 991-4 981-7
PP 989-0 979-5
S1 986-4 977-4

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

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