CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 1261-0 1221-0 -40-0 -3.2% 1218-0
High 1265-4 1227-0 -38-4 -3.0% 1291-0
Low 1236-0 1197-0 -39-0 -3.2% 1218-0
Close 1245-4 1197-0 -48-4 -3.9% 1245-4
Range 29-4 30-0 0-4 1.7% 73-0
ATR 26-1 27-6 1-5 6.1% 0-0
Volume 114,543 82,868 -31,675 -27.7% 475,863
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 1297-0 1277-0 1213-4
R3 1267-0 1247-0 1205-2
R2 1237-0 1237-0 1202-4
R1 1217-0 1217-0 1199-6 1212-0
PP 1207-0 1207-0 1207-0 1204-4
S1 1187-0 1187-0 1194-2 1182-0
S2 1177-0 1177-0 1191-4
S3 1147-0 1157-0 1188-6
S4 1117-0 1127-0 1180-4
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1470-4 1431-0 1285-5
R3 1397-4 1358-0 1265-5
R2 1324-4 1324-4 1258-7
R1 1285-0 1285-0 1252-2 1304-6
PP 1251-4 1251-4 1251-4 1261-3
S1 1212-0 1212-0 1238-6 1231-6
S2 1178-4 1178-4 1232-1
S3 1105-4 1139-0 1225-3
S4 1032-4 1066-0 1205-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1291-0 1197-0 94-0 7.9% 25-3 2.1% 0% False True 95,072
10 1291-0 1181-0 110-0 9.2% 23-7 2.0% 15% False False 90,539
20 1291-0 1127-0 164-0 13.7% 22-5 1.9% 43% False False 85,729
40 1291-0 982-4 308-4 25.8% 22-7 1.9% 70% False False 90,193
60 1291-0 896-0 395-0 33.0% 20-6 1.7% 76% False False 73,843
80 1291-0 842-0 449-0 37.5% 20-1 1.7% 79% False False 60,822
100 1291-0 842-0 449-0 37.5% 20-2 1.7% 79% False False 52,420
120 1291-0 842-0 449-0 37.5% 21-1 1.8% 79% False False 45,721
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 3-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1354-4
2.618 1305-4
1.618 1275-4
1.000 1257-0
0.618 1245-4
HIGH 1227-0
0.618 1215-4
0.500 1212-0
0.382 1208-4
LOW 1197-0
0.618 1178-4
1.000 1167-0
1.618 1148-4
2.618 1118-4
4.250 1069-4
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 1212-0 1244-0
PP 1207-0 1228-3
S1 1202-0 1212-5

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

View Archives - Comment on this page... - Back to Index of Symbols