CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 934-0 942-0 8-0 0.9% 915-0
High 940-0 947-4 7-4 0.8% 934-0
Low 930-0 934-4 4-4 0.5% 902-4
Close 939-2 940-0 0-6 0.1% 922-0
Range 10-0 13-0 3-0 30.0% 31-4
ATR 19-5 19-1 -0-4 -2.4% 0-0
Volume 15,954 29,224 13,270 83.2% 94,206
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 979-5 972-7 947-1
R3 966-5 959-7 943-5
R2 953-5 953-5 942-3
R1 946-7 946-7 941-2 943-6
PP 940-5 940-5 940-5 939-1
S1 933-7 933-7 938-6 930-6
S2 927-5 927-5 937-5
S3 914-5 920-7 936-3
S4 901-5 907-7 932-7
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1014-0 999-4 939-3
R3 982-4 968-0 930-5
R2 951-0 951-0 927-6
R1 936-4 936-4 924-7 943-6
PP 919-4 919-4 919-4 923-1
S1 905-0 905-0 919-1 912-2
S2 888-0 888-0 916-2
S3 856-4 873-4 913-3
S4 825-0 842-0 904-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 947-4 902-4 45-0 4.8% 13-2 1.4% 83% True False 22,623
10 947-4 889-4 58-0 6.2% 12-7 1.4% 87% True False 23,767
20 947-4 838-0 109-4 11.6% 13-6 1.5% 93% True False 20,220
40 947-4 784-0 163-4 17.4% 15-2 1.6% 95% True False 15,824
60 984-0 784-0 200-0 21.3% 17-0 1.8% 78% False False 13,779
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 -0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1002-6
2.618 981-4
1.618 968-4
1.000 960-4
0.618 955-4
HIGH 947-4
0.618 942-4
0.500 941-0
0.382 939-4
LOW 934-4
0.618 926-4
1.000 921-4
1.618 913-4
2.618 900-4
4.250 879-2
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 941-0 937-3
PP 940-5 934-5
S1 940-3 932-0

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

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