CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 975-0 979-0 4-0 0.4% 897-0
High 987-0 997-0 10-0 1.0% 997-0
Low 975-0 974-0 -1-0 -0.1% 897-0
Close 977-0 995-4 18-4 1.9% 995-4
Range 12-0 23-0 11-0 91.7% 100-0
ATR 25-4 25-3 -0-1 -0.7% 0-0
Volume 65,782 91,786 26,004 39.5% 411,574
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1057-7 1049-5 1008-1
R3 1034-7 1026-5 1001-7
R2 1011-7 1011-7 999-6
R1 1003-5 1003-5 997-5 1007-6
PP 988-7 988-7 988-7 990-7
S1 980-5 980-5 993-3 984-6
S2 965-7 965-7 991-2
S3 942-7 957-5 989-1
S4 919-7 934-5 982-7
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1263-1 1229-3 1050-4
R3 1163-1 1129-3 1023-0
R2 1063-1 1063-1 1013-7
R1 1029-3 1029-3 1004-5 1046-2
PP 963-1 963-1 963-1 971-5
S1 929-3 929-3 986-3 946-2
S2 863-1 863-1 977-1
S3 763-1 829-3 968-0
S4 663-1 729-3 940-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 997-0 897-0 100-0 10.0% 17-1 1.7% 99% True False 82,314
10 997-0 897-0 100-0 10.0% 17-6 1.8% 99% True False 77,953
20 997-0 843-0 154-0 15.5% 18-1 1.8% 99% True False 73,823
40 1023-4 838-4 185-0 18.6% 19-2 1.9% 85% False False 62,647
60 1048-0 838-4 209-4 21.0% 21-1 2.1% 75% False False 48,212
80 1048-0 787-4 260-4 26.2% 20-4 2.1% 80% False False 37,469
100 1048-0 787-4 260-4 26.2% 20-2 2.0% 80% False False 30,761
120 1048-0 787-4 260-4 26.2% 21-2 2.1% 80% False False 26,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1094-6
2.618 1057-2
1.618 1034-2
1.000 1020-0
0.618 1011-2
HIGH 997-0
0.618 988-2
0.500 985-4
0.382 982-6
LOW 974-0
0.618 959-6
1.000 951-0
1.618 936-6
2.618 913-6
4.250 876-2
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 992-1 987-7
PP 988-7 980-1
S1 985-4 972-4

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

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