CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 1055-0 1072-0 17-0 1.6% 1070-0
High 1066-0 1080-0 14-0 1.3% 1071-0
Low 1055-0 1067-0 12-0 1.1% 1047-0
Close 1065-4 1074-4 9-0 0.8% 1065-4
Range 11-0 13-0 2-0 18.2% 24-0
ATR 18-0 17-6 -0-2 -1.4% 0-0
Volume 10,419 7,610 -2,809 -27.0% 48,975
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 1112-7 1106-5 1081-5
R3 1099-7 1093-5 1078-1
R2 1086-7 1086-7 1076-7
R1 1080-5 1080-5 1075-6 1083-6
PP 1073-7 1073-7 1073-7 1075-3
S1 1067-5 1067-5 1073-2 1070-6
S2 1060-7 1060-7 1072-1
S3 1047-7 1054-5 1070-7
S4 1034-7 1041-5 1067-3
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1133-1 1123-3 1078-6
R3 1109-1 1099-3 1072-1
R2 1085-1 1085-1 1069-7
R1 1075-3 1075-3 1067-6 1068-2
PP 1061-1 1061-1 1061-1 1057-5
S1 1051-3 1051-3 1063-2 1044-2
S2 1037-1 1037-1 1061-1
S3 1013-1 1027-3 1058-7
S4 989-1 1003-3 1052-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1080-0 1047-0 33-0 3.1% 13-6 1.3% 83% True False 11,317
10 1080-0 1010-0 70-0 6.5% 15-7 1.5% 92% True False 11,810
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1135-2
2.618 1114-0
1.618 1101-0
1.000 1093-0
0.618 1088-0
HIGH 1080-0
0.618 1075-0
0.500 1073-4
0.382 1072-0
LOW 1067-0
0.618 1059-0
1.000 1054-0
1.618 1046-0
2.618 1033-0
4.250 1011-6
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 1074-1 1071-5
PP 1073-7 1068-5
S1 1073-4 1065-6

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

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