CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1045-0 1068-0 23-0 2.2% 1010-0
High 1053-0 1072-0 19-0 1.8% 1055-4
Low 1043-4 1048-0 4-4 0.4% 1008-0
Close 1050-4 1049-2 -1-2 -0.1% 1050-4
Range 9-4 24-0 14-4 152.6% 47-4
ATR 20-0 20-2 0-2 1.4% 0-0
Volume 10,578 8,029 -2,549 -24.1% 45,586
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1128-3 1112-7 1062-4
R3 1104-3 1088-7 1055-7
R2 1080-3 1080-3 1053-5
R1 1064-7 1064-7 1051-4 1060-5
PP 1056-3 1056-3 1056-3 1054-2
S1 1040-7 1040-7 1047-0 1036-5
S2 1032-3 1032-3 1044-7
S3 1008-3 1016-7 1042-5
S4 984-3 992-7 1036-0
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 1072-0 1012-0 60-0 5.7% 20-6 2.0% 62% True False 9,387
10 1072-0 962-0 110-0 10.5% 17-1 1.6% 79% True False 8,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1174-0
2.618 1134-7
1.618 1110-7
1.000 1096-0
0.618 1086-7
HIGH 1072-0
0.618 1062-7
0.500 1060-0
0.382 1057-1
LOW 1048-0
0.618 1033-1
1.000 1024-0
1.618 1009-1
2.618 985-1
4.250 946-0
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1060-0 1052-0
PP 1056-3 1051-1
S1 1052-7 1050-1

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

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