CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 920-0 925-0 5-0 0.5% 930-0
High 935-6 932-4 -3-2 -0.3% 935-6
Low 912-4 914-0 1-4 0.2% 896-4
Close 932-0 915-0 -17-0 -1.8% 915-0
Range 23-2 18-4 -4-6 -20.4% 39-2
ATR 27-3 26-6 -0-5 -2.3% 0-0
Volume 58,897 73,187 14,290 24.3% 344,407
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 976-0 964-0 925-1
R3 957-4 945-4 920-1
R2 939-0 939-0 918-3
R1 927-0 927-0 916-6 923-6
PP 920-4 920-4 920-4 918-7
S1 908-4 908-4 913-2 905-2
S2 902-0 902-0 911-5
S3 883-4 890-0 909-7
S4 865-0 871-4 904-7
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1033-4 1013-4 936-5
R3 994-2 974-2 925-6
R2 955-0 955-0 922-2
R1 935-0 935-0 918-5 925-3
PP 915-6 915-6 915-6 911-0
S1 895-6 895-6 911-3 886-1
S2 876-4 876-4 907-6
S3 837-2 856-4 904-2
S4 798-0 817-2 893-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935-6 896-4 39-2 4.3% 21-0 2.3% 47% False False 68,881
10 938-0 885-0 53-0 5.8% 22-4 2.5% 57% False False 73,339
20 1028-0 882-0 146-0 16.0% 26-1 2.9% 23% False False 78,153
40 1099-0 882-0 217-0 23.7% 22-6 2.5% 15% False False 62,201
60 1099-0 882-0 217-0 23.7% 20-5 2.3% 15% False False 51,073
80 1099-0 882-0 217-0 23.7% 19-2 2.1% 15% False False 44,147
100 1099-0 799-4 299-4 32.7% 18-6 2.1% 39% False False 38,233
120 1099-0 784-0 315-0 34.4% 18-4 2.0% 42% False False 33,486
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1011-1
2.618 980-7
1.618 962-3
1.000 951-0
0.618 943-7
HIGH 932-4
0.618 925-3
0.500 923-2
0.382 921-1
LOW 914-0
0.618 902-5
1.000 895-4
1.618 884-1
2.618 865-5
4.250 835-3
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 923-2 916-7
PP 920-4 916-2
S1 917-6 915-5

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

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