CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 975-0 968-0 -7-0 -0.7% 893-0
High 975-0 978-4 3-4 0.4% 972-0
Low 952-4 964-0 11-4 1.2% 892-4
Close 960-4 978-0 17-4 1.8% 971-0
Range 22-4 14-4 -8-0 -35.6% 79-4
ATR 22-0 21-6 -0-2 -1.3% 0-0
Volume 30,359 32,060 1,701 5.6% 122,935
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 1017-0 1012-0 986-0
R3 1002-4 997-4 982-0
R2 988-0 988-0 980-5
R1 983-0 983-0 979-3 985-4
PP 973-4 973-4 973-4 974-6
S1 968-4 968-4 976-5 971-0
S2 959-0 959-0 975-3
S3 944-4 954-0 974-0
S4 930-0 939-4 970-0
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1183-5 1156-7 1014-6
R3 1104-1 1077-3 992-7
R2 1024-5 1024-5 985-5
R1 997-7 997-7 978-2 1011-2
PP 945-1 945-1 945-1 951-7
S1 918-3 918-3 963-6 931-6
S2 865-5 865-5 956-3
S3 786-1 838-7 949-1
S4 706-5 759-3 927-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 987-4 933-0 54-4 5.6% 20-6 2.1% 83% False False 30,342
10 987-4 892-4 95-0 9.7% 20-0 2.0% 90% False False 26,328
20 987-4 892-4 95-0 9.7% 17-4 1.8% 90% False False 24,726
40 987-4 816-0 171-4 17.5% 16-7 1.7% 94% False False 21,417
60 987-4 784-0 203-4 20.8% 16-2 1.7% 95% False False 17,568
80 1008-0 784-0 224-0 22.9% 18-0 1.8% 87% False False 15,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1040-1
2.618 1016-4
1.618 1002-0
1.000 993-0
0.618 987-4
HIGH 978-4
0.618 973-0
0.500 971-2
0.382 969-4
LOW 964-0
0.618 955-0
1.000 949-4
1.618 940-4
2.618 926-0
4.250 902-3
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 975-6 975-3
PP 973-4 972-5
S1 971-2 970-0

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

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