CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 1208-0 1221-0 13-0 1.1% 1221-0
High 1225-0 1222-0 -3-0 -0.2% 1227-0
Low 1203-0 1175-4 -27-4 -2.3% 1175-4
Close 1213-6 1179-0 -34-6 -2.9% 1179-0
Range 22-0 46-4 24-4 111.4% 51-4
ATR 27-2 28-5 1-3 5.0% 0-0
Volume 72,146 57,248 -14,898 -20.6% 361,651
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1331-5 1301-7 1204-5
R3 1285-1 1255-3 1191-6
R2 1238-5 1238-5 1187-4
R1 1208-7 1208-7 1183-2 1200-4
PP 1192-1 1192-1 1192-1 1188-0
S1 1162-3 1162-3 1174-6 1154-0
S2 1145-5 1145-5 1170-4
S3 1099-1 1115-7 1166-2
S4 1052-5 1069-3 1153-3
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1348-3 1315-1 1207-3
R3 1296-7 1263-5 1193-1
R2 1245-3 1245-3 1188-4
R1 1212-1 1212-1 1183-6 1203-0
PP 1193-7 1193-7 1193-7 1189-2
S1 1160-5 1160-5 1174-2 1151-4
S2 1142-3 1142-3 1169-4
S3 1090-7 1109-1 1164-7
S4 1039-3 1057-5 1150-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1227-0 1175-4 51-4 4.4% 30-6 2.6% 7% False True 72,330
10 1291-0 1175-4 115-4 9.8% 27-1 2.3% 3% False True 83,751
20 1291-0 1156-4 134-4 11.4% 24-6 2.1% 17% False False 82,795
40 1291-0 982-4 308-4 26.2% 24-0 2.0% 64% False False 88,725
60 1291-0 896-0 395-0 33.5% 21-6 1.8% 72% False False 76,622
80 1291-0 842-0 449-0 38.1% 20-7 1.8% 75% False False 63,375
100 1291-0 842-0 449-0 38.1% 20-4 1.7% 75% False False 54,399
120 1291-0 842-0 449-0 38.1% 21-3 1.8% 75% False False 47,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-2
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 1419-5
2.618 1343-6
1.618 1297-2
1.000 1268-4
0.618 1250-6
HIGH 1222-0
0.618 1204-2
0.500 1198-6
0.382 1193-2
LOW 1175-4
0.618 1146-6
1.000 1129-0
1.618 1100-2
2.618 1053-6
4.250 977-7
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 1198-6 1200-2
PP 1192-1 1193-1
S1 1185-5 1186-1

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

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