CME Pit-Traded Soybean Future July 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 1036-0 1048-0 12-0 1.2% 1016-0
High 1058-0 1055-0 -3-0 -0.3% 1059-0
Low 1036-0 1044-4 8-4 0.8% 1010-0
Close 1050-0 1053-4 3-4 0.3% 1053-4
Range 22-0 10-4 -11-4 -52.3% 49-0
ATR
Volume 15,988 15,651 -337 -2.1% 61,520
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1082-4 1078-4 1059-2
R3 1072-0 1068-0 1056-3
R2 1061-4 1061-4 1055-3
R1 1057-4 1057-4 1054-4 1059-4
PP 1051-0 1051-0 1051-0 1052-0
S1 1047-0 1047-0 1052-4 1049-0
S2 1040-4 1040-4 1051-5
S3 1030-0 1036-4 1050-5
S4 1019-4 1026-0 1047-6
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1187-7 1169-5 1080-4
R3 1138-7 1120-5 1067-0
R2 1089-7 1089-7 1062-4
R1 1071-5 1071-5 1058-0 1080-6
PP 1040-7 1040-7 1040-7 1045-3
S1 1022-5 1022-5 1049-0 1031-6
S2 991-7 991-7 1044-4
S3 942-7 973-5 1040-0
S4 893-7 924-5 1026-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1059-0 1010-0 49-0 4.7% 18-1 1.7% 89% False False 12,304
10 1059-0 966-0 93-0 8.8% 16-6 1.6% 94% False False 11,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1099-5
2.618 1082-4
1.618 1072-0
1.000 1065-4
0.618 1061-4
HIGH 1055-0
0.618 1051-0
0.500 1049-6
0.382 1048-4
LOW 1044-4
0.618 1038-0
1.000 1034-0
1.618 1027-4
2.618 1017-0
4.250 999-7
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 1052-2 1051-4
PP 1051-0 1049-4
S1 1049-6 1047-4

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

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