CME Pit-Traded Soybean Future July 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 1070-0 1047-0 -23-0 -2.1% 1016-0
High 1071-0 1056-0 -15-0 -1.4% 1059-0
Low 1050-0 1047-0 -3-0 -0.3% 1010-0
Close 1052-4 1058-4 6-0 0.6% 1053-4
Range 21-0 9-0 -12-0 -57.1% 49-0
ATR 19-3 18-5 -0-6 -3.8% 0-0
Volume 12,671 12,604 -67 -0.5% 61,520
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1080-7 1078-5 1063-4
R3 1071-7 1069-5 1061-0
R2 1062-7 1062-7 1060-1
R1 1060-5 1060-5 1059-3 1061-6
PP 1053-7 1053-7 1053-7 1054-3
S1 1051-5 1051-5 1057-5 1052-6
S2 1044-7 1044-7 1056-7
S3 1035-7 1042-5 1056-0
S4 1026-7 1033-5 1053-4
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 1071-0 1036-0 35-0 3.3% 16-4 1.6% 64% False False 13,536
10 1071-0 978-4 92-4 8.7% 17-2 1.6% 86% False False 12,061
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 2-1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1094-2
2.618 1079-4
1.618 1070-4
1.000 1065-0
0.618 1061-4
HIGH 1056-0
0.618 1052-4
0.500 1051-4
0.382 1050-4
LOW 1047-0
0.618 1041-4
1.000 1038-0
1.618 1032-4
2.618 1023-4
4.250 1008-6
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1056-1 1058-2
PP 1053-7 1058-0
S1 1051-4 1057-6

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

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