CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 1047-0 1069-0 22-0 2.1% 1003-0
High 1059-0 1072-0 13-0 1.2% 1072-0
Low 1042-4 1050-0 7-4 0.7% 1001-0
Close 1058-4 1051-0 -7-4 -0.7% 1051-0
Range 16-4 22-0 5-4 33.3% 71-0
ATR 24-2 24-1 -0-1 -0.7% 0-0
Volume 85,474 100,640 15,166 17.7% 465,103
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1123-5 1109-3 1063-1
R3 1101-5 1087-3 1057-0
R2 1079-5 1079-5 1055-0
R1 1065-3 1065-3 1053-0 1061-4
PP 1057-5 1057-5 1057-5 1055-6
S1 1043-3 1043-3 1049-0 1039-4
S2 1035-5 1035-5 1047-0
S3 1013-5 1021-3 1045-0
S4 991-5 999-3 1038-7
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1254-3 1223-5 1090-0
R3 1183-3 1152-5 1070-4
R2 1112-3 1112-3 1064-0
R1 1081-5 1081-5 1057-4 1097-0
PP 1041-3 1041-3 1041-3 1049-0
S1 1010-5 1010-5 1044-4 1026-0
S2 970-3 970-3 1038-0
S3 899-3 939-5 1031-4
S4 828-3 868-5 1012-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1072-0 1001-0 71-0 6.8% 18-6 1.8% 70% True False 93,020
10 1072-0 974-0 98-0 9.3% 21-0 2.0% 79% True False 91,045
20 1072-0 897-0 175-0 16.7% 18-6 1.8% 88% True False 84,489
40 1072-0 838-4 233-4 22.2% 19-0 1.8% 91% True False 75,256
60 1072-0 838-4 233-4 22.2% 20-3 1.9% 91% True False 59,505
80 1072-0 838-4 233-4 22.2% 20-6 2.0% 91% True False 46,994
100 1072-0 787-4 284-4 27.1% 20-1 1.9% 93% True False 38,591
120 1072-0 787-4 284-4 27.1% 21-1 2.0% 93% True False 32,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1165-4
2.618 1129-5
1.618 1107-5
1.000 1094-0
0.618 1085-5
HIGH 1072-0
0.618 1063-5
0.500 1061-0
0.382 1058-3
LOW 1050-0
0.618 1036-3
1.000 1028-0
1.618 1014-3
2.618 992-3
4.250 956-4
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 1061-0 1050-7
PP 1057-5 1050-5
S1 1054-3 1050-4

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

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