CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 1008-0 983-0 -25-0 -2.5% 993-0
High 1017-0 983-4 -33-4 -3.3% 1017-0
Low 996-4 968-0 -28-4 -2.9% 989-0
Close 1011-0 979-4 -31-4 -3.1% 1011-0
Range 20-4 15-4 -5-0 -24.4% 28-0
ATR 25-4 26-6 1-2 4.9% 0-0
Volume 62,269 76,853 14,584 23.4% 384,807
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 1023-4 1017-0 988-0
R3 1008-0 1001-4 983-6
R2 992-4 992-4 982-3
R1 986-0 986-0 980-7 981-4
PP 977-0 977-0 977-0 974-6
S1 970-4 970-4 978-1 966-0
S2 961-4 961-4 976-5
S3 946-0 955-0 975-2
S4 930-4 939-4 971-0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1089-5 1078-3 1026-3
R3 1061-5 1050-3 1018-6
R2 1033-5 1033-5 1016-1
R1 1022-3 1022-3 1013-5 1028-0
PP 1005-5 1005-5 1005-5 1008-4
S1 994-3 994-3 1008-3 1000-0
S2 977-5 977-5 1005-7
S3 949-5 966-3 1003-2
S4 921-5 938-3 995-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1017-0 968-0 49-0 5.0% 18-3 1.9% 23% False True 74,171
10 1017-0 945-4 71-4 7.3% 17-0 1.7% 48% False False 76,252
20 1063-0 945-0 118-0 12.0% 20-6 2.1% 29% False False 80,789
40 1063-0 882-0 181-0 18.5% 22-7 2.3% 54% False False 79,613
60 1099-0 882-0 217-0 22.2% 22-5 2.3% 45% False False 72,159
80 1099-0 882-0 217-0 22.2% 20-6 2.1% 45% False False 61,793
100 1099-0 882-0 217-0 22.2% 20-1 2.1% 45% False False 54,347
120 1099-0 820-0 279-0 28.5% 19-3 2.0% 57% False False 48,410
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 4-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1049-3
2.618 1024-1
1.618 1008-5
1.000 999-0
0.618 993-1
HIGH 983-4
0.618 977-5
0.500 975-6
0.382 973-7
LOW 968-0
0.618 958-3
1.000 952-4
1.618 942-7
2.618 927-3
4.250 902-1
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 978-2 992-4
PP 977-0 988-1
S1 975-6 983-7

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

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