CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 1000-0 1010-0 10-0 1.0% 973-0
High 1013-0 1018-0 5-0 0.5% 1013-0
Low 999-0 1008-0 9-0 0.9% 962-0
Close 995-6 1018-2 22-4 2.3% 995-6
Range 14-0 10-0 -4-0 -28.6% 51-0
ATR
Volume 9,878 6,678 -3,200 -32.4% 40,940
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 1044-6 1041-4 1023-6
R3 1034-6 1031-4 1021-0
R2 1024-6 1024-6 1020-1
R1 1021-4 1021-4 1019-1 1023-1
PP 1014-6 1014-6 1014-6 1015-4
S1 1011-4 1011-4 1017-3 1013-1
S2 1004-6 1004-6 1016-3
S3 994-6 1001-4 1015-4
S4 984-6 991-4 1012-6
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1143-2 1120-4 1023-6
R3 1092-2 1069-4 1009-6
R2 1041-2 1041-2 1005-1
R1 1018-4 1018-4 1000-3 1029-7
PP 990-2 990-2 990-2 996-0
S1 967-4 967-4 991-1 978-7
S2 939-2 939-2 986-3
S3 888-2 916-4 981-6
S4 837-2 865-4 967-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1018-0 962-0 56-0 5.5% 13-4 1.3% 100% True False 8,075
10 1018-0 962-0 56-0 5.5% 14-2 1.4% 100% True False 9,180
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 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1060-4
2.618 1044-1
1.618 1034-1
1.000 1028-0
0.618 1024-1
HIGH 1018-0
0.618 1014-1
0.500 1013-0
0.382 1011-7
LOW 1008-0
0.618 1001-7
1.000 998-0
1.618 991-7
2.618 981-7
4.250 965-4
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 1016-4 1014-1
PP 1014-6 1010-1
S1 1013-0 1006-0

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

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