CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 893-0 910-0 17-0 1.9% 902-0
High 900-0 926-0 26-0 2.9% 938-0
Low 885-0 894-0 9-0 1.0% 885-0
Close 890-0 923-4 33-4 3.8% 923-4
Range 15-0 32-0 17-0 113.3% 53-0
ATR 28-3 28-7 0-4 1.9% 0-0
Volume 84,496 85,277 781 0.9% 388,992
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1010-4 999-0 941-1
R3 978-4 967-0 932-2
R2 946-4 946-4 929-3
R1 935-0 935-0 926-3 940-6
PP 914-4 914-4 914-4 917-3
S1 903-0 903-0 920-5 908-6
S2 882-4 882-4 917-5
S3 850-4 871-0 914-6
S4 818-4 839-0 905-7
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1074-4 1052-0 952-5
R3 1021-4 999-0 938-1
R2 968-4 968-4 933-2
R1 946-0 946-0 928-3 957-2
PP 915-4 915-4 915-4 921-1
S1 893-0 893-0 918-5 904-2
S2 862-4 862-4 913-6
S3 809-4 840-0 908-7
S4 756-4 787-0 894-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 938-0 885-0 53-0 5.7% 24-0 2.6% 73% False False 77,798
10 982-4 882-0 100-4 10.9% 29-1 3.2% 41% False False 84,897
20 1047-0 882-0 165-0 17.9% 26-6 2.9% 25% False False 73,833
40 1099-0 882-0 217-0 23.5% 21-6 2.4% 19% False False 57,770
60 1099-0 882-0 217-0 23.5% 20-4 2.2% 19% False False 47,192
80 1099-0 838-0 261-0 28.3% 18-7 2.0% 33% False False 40,872
100 1099-0 784-0 315-0 34.1% 18-5 2.0% 44% False False 35,329
120 1099-0 784-0 315-0 34.1% 18-2 2.0% 44% False False 31,021
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 8-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1062-0
2.618 1009-6
1.618 977-6
1.000 958-0
0.618 945-6
HIGH 926-0
0.618 913-6
0.500 910-0
0.382 906-2
LOW 894-0
0.618 874-2
1.000 862-0
1.618 842-2
2.618 810-2
4.250 758-0
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 919-0 919-4
PP 914-4 915-4
S1 910-0 911-4

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

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