CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 919-0 920-0 1-0 0.1% 927-0
High 931-0 928-0 -3-0 -0.3% 931-0
Low 916-4 917-0 0-4 0.1% 902-4
Close 926-0 919-4 -6-4 -0.7% 926-0
Range 14-4 11-0 -3-4 -24.1% 28-4
ATR 24-4 23-4 -1-0 -3.9% 0-0
Volume 67,080 51,459 -15,621 -23.3% 337,104
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 954-4 948-0 925-4
R3 943-4 937-0 922-4
R2 932-4 932-4 921-4
R1 926-0 926-0 920-4 923-6
PP 921-4 921-4 921-4 920-3
S1 915-0 915-0 918-4 912-6
S2 910-4 910-4 917-4
S3 899-4 904-0 916-4
S4 888-4 893-0 913-4
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1005-3 994-1 941-5
R3 976-7 965-5 933-7
R2 948-3 948-3 931-2
R1 937-1 937-1 928-5 928-4
PP 919-7 919-7 919-7 915-4
S1 908-5 908-5 923-3 900-0
S2 891-3 891-3 920-6
S3 862-7 880-1 918-1
S4 834-3 851-5 910-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931-0 902-4 28-4 3.1% 18-1 2.0% 60% False False 66,046
10 975-0 902-4 72-4 7.9% 23-0 2.5% 23% False False 76,834
20 983-4 894-4 89-0 9.7% 20-7 2.3% 28% False False 79,091
40 1063-0 894-4 168-4 18.3% 21-1 2.3% 15% False False 79,893
60 1063-0 882-0 181-0 19.7% 22-3 2.4% 21% False False 79,198
80 1099-0 882-0 217-0 23.6% 22-2 2.4% 17% False False 73,483
100 1099-0 882-0 217-0 23.6% 20-6 2.3% 17% False False 64,711
120 1099-0 882-0 217-0 23.6% 20-2 2.2% 17% False False 58,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 974-6
2.618 956-6
1.618 945-6
1.000 939-0
0.618 934-6
HIGH 928-0
0.618 923-6
0.500 922-4
0.382 921-2
LOW 917-0
0.618 910-2
1.000 906-0
1.618 899-2
2.618 888-2
4.250 870-2
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 922-4 919-0
PP 921-4 918-4
S1 920-4 918-0

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

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