CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 946-0 957-0 11-0 1.2% 993-0
High 958-4 957-0 -1-4 -0.2% 1017-0
Low 946-0 930-0 -16-0 -1.7% 989-0
Close 951-0 941-4 -9-4 -1.0% 1011-0
Range 12-4 27-0 14-4 116.0% 28-0
ATR 26-1 26-1 0-1 0.2% 0-0
Volume 90,491 71,009 -19,482 -21.5% 384,807
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 1023-7 1009-5 956-3
R3 996-7 982-5 948-7
R2 969-7 969-7 946-4
R1 955-5 955-5 944-0 949-2
PP 942-7 942-7 942-7 939-5
S1 928-5 928-5 939-0 922-2
S2 915-7 915-7 936-4
S3 888-7 901-5 934-1
S4 861-7 874-5 926-5
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 1017-0 930-0 87-0 9.2% 21-4 2.3% 13% False True 79,204
10 1017-0 930-0 87-0 9.2% 20-2 2.2% 13% False True 77,791
20 1063-0 930-0 133-0 14.1% 21-5 2.3% 9% False True 79,619
40 1063-0 885-0 178-0 18.9% 21-6 2.3% 32% False False 78,045
60 1099-0 882-0 217-0 23.0% 23-0 2.4% 27% False False 74,018
80 1099-0 882-0 217-0 23.0% 21-0 2.2% 27% False False 64,141
100 1099-0 882-0 217-0 23.0% 20-4 2.2% 27% False False 56,337
120 1099-0 838-0 261-0 27.7% 19-3 2.1% 40% False False 50,228
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 3-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1071-6
2.618 1027-5
1.618 1000-5
1.000 984-0
0.618 973-5
HIGH 957-0
0.618 946-5
0.500 943-4
0.382 940-3
LOW 930-0
0.618 913-3
1.000 903-0
1.618 886-3
2.618 859-3
4.250 815-2
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 943-4 956-4
PP 942-7 951-4
S1 942-1 946-4

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

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