CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 906-0 901-0 -5-0 -0.6% 917-0
High 907-0 933-0 26-0 2.9% 950-0
Low 896-0 901-0 5-0 0.6% 916-4
Close 903-0 931-0 28-0 3.1% 935-0
Range 11-0 32-0 21-0 190.9% 33-4
ATR 19-6 20-5 0-7 4.4% 0-0
Volume 22,742 21,385 -1,357 -6.0% 116,569
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 1017-5 1006-3 948-5
R3 985-5 974-3 939-6
R2 953-5 953-5 936-7
R1 942-3 942-3 933-7 948-0
PP 921-5 921-5 921-5 924-4
S1 910-3 910-3 928-1 916-0
S2 889-5 889-5 925-1
S3 857-5 878-3 922-2
S4 825-5 846-3 913-3
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1034-3 1018-1 953-3
R3 1000-7 984-5 944-2
R2 967-3 967-3 941-1
R1 951-1 951-1 938-1 959-2
PP 933-7 933-7 933-7 937-7
S1 917-5 917-5 931-7 925-6
S2 900-3 900-3 928-7
S3 866-7 884-1 925-6
S4 833-3 850-5 916-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 950-0 896-0 54-0 5.8% 16-2 1.8% 65% False False 24,382
10 950-0 896-0 54-0 5.8% 14-6 1.6% 65% False False 22,934
20 950-0 838-0 112-0 12.0% 14-1 1.5% 83% False False 21,380
40 950-0 784-0 166-0 17.8% 15-6 1.7% 89% False False 17,048
60 968-0 784-0 184-0 19.8% 16-3 1.8% 80% False False 14,588
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 2-2
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1069-0
2.618 1016-6
1.618 984-6
1.000 965-0
0.618 952-6
HIGH 933-0
0.618 920-6
0.500 917-0
0.382 913-2
LOW 901-0
0.618 881-2
1.000 869-0
1.618 849-2
2.618 817-2
4.250 765-0
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 926-3 928-0
PP 921-5 925-0
S1 917-0 922-0

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

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