CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 1047-0 1065-0 18-0 1.7% 1016-0
High 1056-0 1066-0 10-0 0.9% 1059-0
Low 1047-0 1051-4 4-4 0.4% 1010-0
Close 1058-4 1069-0 10-4 1.0% 1053-4
Range 9-0 14-4 5-4 61.1% 49-0
ATR 18-5 18-2 -0-2 -1.6% 0-0
Volume 12,604 13,281 677 5.4% 61,520
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 1105-5 1101-7 1077-0
R3 1091-1 1087-3 1073-0
R2 1076-5 1076-5 1071-5
R1 1072-7 1072-7 1070-3 1074-6
PP 1062-1 1062-1 1062-1 1063-1
S1 1058-3 1058-3 1067-5 1060-2
S2 1047-5 1047-5 1066-3
S3 1033-1 1043-7 1065-0
S4 1018-5 1029-3 1061-0
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% 15-3 1.4% 94% False False 14,039
10 1071-0 978-4 92-4 8.7% 17-6 1.7% 98% False False 11,696
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1127-5
2.618 1104-0
1.618 1089-4
1.000 1080-4
0.618 1075-0
HIGH 1066-0
0.618 1060-4
0.500 1058-6
0.382 1057-0
LOW 1051-4
0.618 1042-4
1.000 1037-0
1.618 1028-0
2.618 1013-4
4.250 989-7
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 1065-5 1065-5
PP 1062-1 1062-3
S1 1058-6 1059-0

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

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