CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 1050-0 1036-0 -14-0 -1.3% 978-0
High 1059-0 1058-0 -1-0 -0.1% 1016-0
Low 1039-0 1036-0 -3-0 -0.3% 966-0
Close 1039-2 1050-0 10-6 1.0% 1002-2
Range 20-0 22-0 2-0 10.0% 50-0
ATR
Volume 10,768 15,988 5,220 48.5% 51,578
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 1114-0 1104-0 1062-1
R3 1092-0 1082-0 1056-0
R2 1070-0 1070-0 1054-0
R1 1060-0 1060-0 1052-0 1065-0
PP 1048-0 1048-0 1048-0 1050-4
S1 1038-0 1038-0 1048-0 1043-0
S2 1026-0 1026-0 1046-0
S3 1004-0 1016-0 1044-0
S4 982-0 994-0 1037-7
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1144-6 1123-4 1029-6
R3 1094-6 1073-4 1016-0
R2 1044-6 1044-6 1011-3
R1 1023-4 1023-4 1006-7 1034-1
PP 994-6 994-6 994-6 1000-0
S1 973-4 973-4 997-5 984-1
S2 944-6 944-6 993-1
S3 894-6 923-4 988-4
S4 844-6 873-4 974-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1059-0 1001-0 58-0 5.5% 19-0 1.8% 84% False False 11,266
10 1059-0 965-0 94-0 9.0% 16-6 1.6% 90% False False 10,882
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1151-4
2.618 1115-5
1.618 1093-5
1.000 1080-0
0.618 1071-5
HIGH 1058-0
0.618 1049-5
0.500 1047-0
0.382 1044-3
LOW 1036-0
0.618 1022-3
1.000 1014-0
1.618 1000-3
2.618 978-3
4.250 942-4
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 1049-0 1046-0
PP 1048-0 1042-0
S1 1047-0 1038-0

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

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