CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 1157-0 1183-0 26-0 2.2% 1094-0
High 1169-4 1187-4 18-0 1.5% 1151-4
Low 1157-0 1161-4 4-4 0.4% 1093-0
Close 1162-0 1169-0 7-0 0.6% 1130-4
Range 12-4 26-0 13-4 108.0% 58-4
ATR 24-0 24-1 0-1 0.6% 0-0
Volume 70,539 84,935 14,396 20.4% 406,623
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 1250-5 1235-7 1183-2
R3 1224-5 1209-7 1176-1
R2 1198-5 1198-5 1173-6
R1 1183-7 1183-7 1171-3 1178-2
PP 1172-5 1172-5 1172-5 1169-7
S1 1157-7 1157-7 1166-5 1152-2
S2 1146-5 1146-5 1164-2
S3 1120-5 1131-7 1161-7
S4 1094-5 1105-7 1154-6
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1300-4 1274-0 1162-5
R3 1242-0 1215-4 1146-5
R2 1183-4 1183-4 1141-2
R1 1157-0 1157-0 1135-7 1170-2
PP 1125-0 1125-0 1125-0 1131-5
S1 1098-4 1098-4 1125-1 1111-6
S2 1066-4 1066-4 1119-6
S3 1008-0 1040-0 1114-3
S4 949-4 981-4 1098-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1187-4 1125-0 62-4 5.3% 21-6 1.9% 70% True False 84,961
10 1187-4 1093-0 94-4 8.1% 21-3 1.8% 80% True False 82,703
20 1187-4 982-4 205-0 17.5% 23-5 2.0% 91% True False 93,386
40 1187-4 896-0 291-4 24.9% 20-1 1.7% 94% True False 71,632
60 1187-4 842-0 345-4 29.6% 19-4 1.7% 95% True False 55,405
80 1187-4 842-0 345-4 29.6% 19-3 1.7% 95% True False 46,253
100 1187-4 842-0 345-4 29.6% 21-0 1.8% 95% True False 39,959
120 1187-4 797-0 390-4 33.4% 20-3 1.7% 95% True False 34,331
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 2-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1298-0
2.618 1255-5
1.618 1229-5
1.000 1213-4
0.618 1203-5
HIGH 1187-4
0.618 1177-5
0.500 1174-4
0.382 1171-3
LOW 1161-4
0.618 1145-3
1.000 1135-4
1.618 1119-3
2.618 1093-3
4.250 1051-0
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 1174-4 1165-1
PP 1172-5 1161-1
S1 1170-7 1157-2

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

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