CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 1059-4 1045-0 -14-4 -1.4% 1068-0
High 1063-0 1063-0 0-0 0.0% 1072-0
Low 1046-4 1045-0 -1-4 -0.1% 1043-0
Close 1063-6 1060-2 -3-4 -0.3% 1060-2
Range 16-4 18-0 1-4 9.1% 29-0
ATR 19-2 19-2 0-0 -0.2% 0-0
Volume 8,044 10,223 2,179 27.1% 33,692
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1110-1 1103-1 1070-1
R3 1092-1 1085-1 1065-2
R2 1074-1 1074-1 1063-4
R1 1067-1 1067-1 1061-7 1070-5
PP 1056-1 1056-1 1056-1 1057-6
S1 1049-1 1049-1 1058-5 1052-5
S2 1038-1 1038-1 1057-0
S3 1020-1 1031-1 1055-2
S4 1002-1 1013-1 1050-3
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1145-3 1131-7 1076-2
R3 1116-3 1102-7 1068-2
R2 1087-3 1087-3 1065-5
R1 1073-7 1073-7 1062-7 1066-1
PP 1058-3 1058-3 1058-3 1054-4
S1 1044-7 1044-7 1057-5 1037-1
S2 1029-3 1029-3 1054-7
S3 1000-3 1015-7 1052-2
S4 971-3 986-7 1044-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1072-0 1043-0 29-0 2.7% 15-3 1.5% 59% False False 8,854
10 1072-0 999-0 73-0 6.9% 17-1 1.6% 84% False False 8,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1139-4
2.618 1110-1
1.618 1092-1
1.000 1081-0
0.618 1074-1
HIGH 1063-0
0.618 1056-1
0.500 1054-0
0.382 1051-7
LOW 1045-0
0.618 1033-7
1.000 1027-0
1.618 1015-7
2.618 997-7
4.250 968-4
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 1058-1 1057-7
PP 1056-1 1055-3
S1 1054-0 1053-0

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

View Archives - Comment on this page... - Back to Index of Symbols