CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 1107-0 1094-0 -13-0 -1.2% 1115-0
High 1112-0 1116-0 4-0 0.4% 1126-4
Low 1100-0 1093-0 -7-0 -0.6% 1088-0
Close 1111-4 1116-0 4-4 0.4% 1111-4
Range 12-0 23-0 11-0 91.7% 38-4
ATR 25-1 25-0 -0-1 -0.6% 0-0
Volume 99,754 70,559 -29,195 -29.3% 496,411
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 1177-3 1169-5 1128-5
R3 1154-3 1146-5 1122-3
R2 1131-3 1131-3 1120-2
R1 1123-5 1123-5 1118-1 1127-4
PP 1108-3 1108-3 1108-3 1110-2
S1 1100-5 1100-5 1113-7 1104-4
S2 1085-3 1085-3 1111-6
S3 1062-3 1077-5 1109-5
S4 1039-3 1054-5 1103-3
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1224-1 1206-3 1132-5
R3 1185-5 1167-7 1122-1
R2 1147-1 1147-1 1118-4
R1 1129-3 1129-3 1115-0 1119-0
PP 1108-5 1108-5 1108-5 1103-4
S1 1090-7 1090-7 1108-0 1080-4
S2 1070-1 1070-1 1104-4
S3 1031-5 1052-3 1100-7
S4 993-1 1013-7 1090-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1126-4 1092-4 34-0 3.0% 19-2 1.7% 69% False False 92,608
10 1126-4 982-4 144-0 12.9% 24-2 2.2% 93% False False 103,489
20 1126-4 982-4 144-0 12.9% 22-2 2.0% 93% False False 89,044
40 1126-4 881-0 245-4 22.0% 19-5 1.8% 96% False False 62,135
60 1126-4 842-0 284-4 25.5% 19-2 1.7% 96% False False 48,173
80 1126-4 842-0 284-4 25.5% 20-2 1.8% 96% False False 40,949
100 1126-4 842-0 284-4 25.5% 20-4 1.8% 96% False False 34,661
120 1126-4 797-0 329-4 29.5% 20-3 1.8% 97% False False 29,820
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 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1213-6
2.618 1176-2
1.618 1153-2
1.000 1139-0
0.618 1130-2
HIGH 1116-0
0.618 1107-2
0.500 1104-4
0.382 1101-6
LOW 1093-0
0.618 1078-6
1.000 1070-0
1.618 1055-6
2.618 1032-6
4.250 995-2
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 1112-1 1113-7
PP 1108-3 1111-7
S1 1104-4 1109-6

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

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