CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1068-0 1043-0 -25-0 -2.3% 1010-0
High 1072-0 1052-0 -20-0 -1.9% 1055-4
Low 1048-0 1043-0 -5-0 -0.5% 1008-0
Close 1049-2 1054-2 5-0 0.5% 1050-4
Range 24-0 9-0 -15-0 -62.5% 47-4
ATR 20-2 19-4 -0-6 -4.0% 0-0
Volume 8,029 7,396 -633 -7.9% 45,586
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1076-6 1074-4 1059-2
R3 1067-6 1065-4 1056-6
R2 1058-6 1058-6 1055-7
R1 1056-4 1056-4 1055-1 1057-5
PP 1049-6 1049-6 1049-6 1050-2
S1 1047-4 1047-4 1053-3 1048-5
S2 1040-6 1040-6 1052-5
S3 1031-6 1038-4 1051-6
S4 1022-6 1029-4 1049-2
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 1072-0 1032-0 40-0 3.8% 17-2 1.6% 56% False False 9,444
10 1072-0 977-0 95-0 9.0% 16-0 1.5% 81% False False 8,697
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 True
Bull Hook False
Stretch 2-5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1090-2
2.618 1075-4
1.618 1066-4
1.000 1061-0
0.618 1057-4
HIGH 1052-0
0.618 1048-4
0.500 1047-4
0.382 1046-4
LOW 1043-0
0.618 1037-4
1.000 1034-0
1.618 1028-4
2.618 1019-4
4.250 1004-6
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1052-0 1057-4
PP 1049-6 1056-3
S1 1047-4 1055-3

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

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