CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 1034-0 1045-0 11-0 1.1% 1010-0
High 1055-4 1053-0 -2-4 -0.2% 1055-4
Low 1032-0 1043-4 11-4 1.1% 1008-0
Close 1046-2 1050-4 4-2 0.4% 1050-4
Range 23-4 9-4 -14-0 -59.6% 47-4
ATR 20-6 20-0 -0-6 -3.9% 0-0
Volume 10,941 10,578 -363 -3.3% 45,586
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1077-4 1073-4 1055-6
R3 1068-0 1064-0 1053-1
R2 1058-4 1058-4 1052-2
R1 1054-4 1054-4 1051-3 1056-4
PP 1049-0 1049-0 1049-0 1050-0
S1 1045-0 1045-0 1049-5 1047-0
S2 1039-4 1039-4 1048-6
S3 1030-0 1035-4 1047-7
S4 1020-4 1026-0 1045-2
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1180-4 1163-0 1076-5
R3 1133-0 1115-4 1063-4
R2 1085-4 1085-4 1059-2
R1 1068-0 1068-0 1054-7 1076-6
PP 1038-0 1038-0 1038-0 1042-3
S1 1020-4 1020-4 1046-1 1029-2
S2 990-4 990-4 1041-6
S3 943-0 973-0 1037-4
S4 895-4 925-4 1024-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1055-4 1008-0 47-4 4.5% 18-0 1.7% 89% False False 9,117
10 1055-4 962-0 93-4 8.9% 15-4 1.5% 95% False False 8,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1093-3
2.618 1077-7
1.618 1068-3
1.000 1062-4
0.618 1058-7
HIGH 1053-0
0.618 1049-3
0.500 1048-2
0.382 1047-1
LOW 1043-4
0.618 1037-5
1.000 1034-0
1.618 1028-1
2.618 1018-5
4.250 1003-1
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 1049-6 1048-2
PP 1049-0 1046-0
S1 1048-2 1043-6

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

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