CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1032-0 1045-0 13-0 1.3% 1018-0
High 1032-0 1045-0 13-0 1.3% 1034-0
Low 1032-0 1033-0 1-0 0.1% 1018-0
Close 1032-0 1034-4 2-4 0.2% 1032-0
Range 0-0 12-0 12-0 16-0
ATR 10-7 11-1 0-1 1.4% 0-0
Volume 467 248 -219 -46.9% 701
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1073-4 1066-0 1041-1
R3 1061-4 1054-0 1037-6
R2 1049-4 1049-4 1036-6
R1 1042-0 1042-0 1035-5 1039-6
PP 1037-4 1037-4 1037-4 1036-3
S1 1030-0 1030-0 1033-3 1027-6
S2 1025-4 1025-4 1032-2
S3 1013-4 1018-0 1031-2
S4 1001-4 1006-0 1027-7
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1076-0 1070-0 1040-6
R3 1060-0 1054-0 1036-3
R2 1044-0 1044-0 1034-7
R1 1038-0 1038-0 1033-4 1041-0
PP 1028-0 1028-0 1028-0 1029-4
S1 1022-0 1022-0 1030-4 1025-0
S2 1012-0 1012-0 1029-1
S3 996-0 1006-0 1027-5
S4 980-0 990-0 1023-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1045-0 1029-0 16-0 1.5% 3-2 0.3% 34% True False 188
10 1045-0 979-0 66-0 6.4% 1-5 0.2% 84% True False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1096-0
2.618 1076-3
1.618 1064-3
1.000 1057-0
0.618 1052-3
HIGH 1045-0
0.618 1040-3
0.500 1039-0
0.382 1037-5
LOW 1033-0
0.618 1025-5
1.000 1021-0
1.618 1013-5
2.618 1001-5
4.250 982-0
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1039-0 1037-0
PP 1037-4 1036-1
S1 1036-0 1035-3

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

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