CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 970-0 995-0 25-0 2.6% 961-0
High 988-0 999-6 11-6 1.2% 994-0
Low 970-0 993-0 23-0 2.4% 961-0
Close 987-0 996-0 9-0 0.9% 975-6
Range 18-0 6-6 -11-2 -62.5% 33-0
ATR 19-6 19-2 -0-4 -2.5% 0-0
Volume 23,516 22,863 -653 -2.8% 125,618
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 1016-4 1013-0 999-6
R3 1009-6 1006-2 997-7
R2 1003-0 1003-0 997-2
R1 999-4 999-4 996-5 1001-2
PP 996-2 996-2 996-2 997-1
S1 992-6 992-6 995-3 994-4
S2 989-4 989-4 994-6
S3 982-6 986-0 994-1
S4 976-0 979-2 992-2
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1075-7 1058-7 993-7
R3 1042-7 1025-7 984-7
R2 1009-7 1009-7 981-6
R1 992-7 992-7 978-6 1001-3
PP 976-7 976-7 976-7 981-2
S1 959-7 959-7 972-6 968-3
S2 943-7 943-7 969-6
S3 910-7 926-7 966-5
S4 877-7 893-7 957-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 999-6 970-0 29-6 3.0% 15-7 1.6% 87% True False 26,811
10 999-6 961-0 38-6 3.9% 16-0 1.6% 90% True False 25,790
20 999-6 892-4 107-2 10.8% 18-0 1.8% 97% True False 25,728
40 999-6 838-0 161-6 16.2% 16-1 1.6% 98% True False 23,554
60 999-6 784-0 215-6 21.7% 16-4 1.7% 98% True False 19,941
80 999-6 784-0 215-6 21.7% 16-6 1.7% 98% True False 17,373
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 2-4
Narrowest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 1028-4
2.618 1017-3
1.618 1010-5
1.000 1006-4
0.618 1003-7
HIGH 999-6
0.618 997-1
0.500 996-3
0.382 995-5
LOW 993-0
0.618 988-7
1.000 986-2
1.618 982-1
2.618 975-3
4.250 964-2
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 996-3 992-2
PP 996-2 988-5
S1 996-1 984-7

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

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