CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 1000-0 995-0 -5-0 -0.5% 980-0
High 1028-0 1015-4 -12-4 -1.2% 1016-4
Low 997-0 989-0 -8-0 -0.8% 971-0
Close 1015-4 1006-0 -9-4 -0.9% 991-0
Range 31-0 26-4 -4-4 -14.5% 45-4
ATR 25-2 25-2 0-1 0.4% 0-0
Volume 96,746 92,299 -4,447 -4.6% 284,114
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 1083-0 1071-0 1020-5
R3 1056-4 1044-4 1013-2
R2 1030-0 1030-0 1010-7
R1 1018-0 1018-0 1008-3 1024-0
PP 1003-4 1003-4 1003-4 1006-4
S1 991-4 991-4 1003-5 997-4
S2 977-0 977-0 1001-1
S3 950-4 965-0 998-6
S4 924-0 938-4 991-3
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1129-3 1105-5 1016-0
R3 1083-7 1060-1 1003-4
R2 1038-3 1038-3 999-3
R1 1014-5 1014-5 995-1 1026-4
PP 992-7 992-7 992-7 998-6
S1 969-1 969-1 986-7 981-0
S2 947-3 947-3 982-5
S3 901-7 923-5 978-4
S4 856-3 878-1 966-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1028-0 944-0 84-0 8.3% 25-2 2.5% 74% False False 73,936
10 1047-0 944-0 103-0 10.2% 24-3 2.4% 60% False False 62,769
20 1099-0 944-0 155-0 15.4% 21-7 2.2% 40% False False 56,340
40 1099-0 944-0 155-0 15.4% 18-3 1.8% 40% False False 42,982
60 1099-0 892-4 206-4 20.5% 18-1 1.8% 55% False False 36,897
80 1099-0 816-0 283-0 28.1% 17-5 1.8% 67% False False 32,200
100 1099-0 784-0 315-0 31.3% 17-1 1.7% 70% False False 27,734
120 1099-0 784-0 315-0 31.3% 18-1 1.8% 70% False False 24,951
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1128-1
2.618 1084-7
1.618 1058-3
1.000 1042-0
0.618 1031-7
HIGH 1015-4
0.618 1005-3
0.500 1002-2
0.382 999-1
LOW 989-0
0.618 972-5
1.000 962-4
1.618 946-1
2.618 919-5
4.250 876-3
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 1004-6 999-3
PP 1003-4 992-5
S1 1002-2 986-0

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

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