CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 1043-4 1058-2 14-6 1.4% 1018-0
High 1043-4 1058-2 14-6 1.4% 1034-0
Low 1043-4 1058-2 14-6 1.4% 1018-0
Close 1043-4 1058-2 14-6 1.4% 1032-0
Range
ATR 10-7 11-2 0-2 2.5% 0-0
Volume 463 146 -317 -68.5% 701
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 1058-2 1058-2 1058-2
R3 1058-2 1058-2 1058-2
R2 1058-2 1058-2 1058-2
R1 1058-2 1058-2 1058-2 1058-2
PP 1058-2 1058-2 1058-2 1058-2
S1 1058-2 1058-2 1058-2 1058-2
S2 1058-2 1058-2 1058-2
S3 1058-2 1058-2 1058-2
S4 1058-2 1058-2 1058-2
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1076-0 1070-0 1040-6
R3 1060-0 1054-0 1036-3
R2 1044-0 1044-0 1034-7
R1 1038-0 1038-0 1033-4 1041-0
PP 1028-0 1028-0 1028-0 1029-4
S1 1022-0 1022-0 1030-4 1025-0
S2 1012-0 1012-0 1029-1
S3 996-0 1006-0 1027-5
S4 980-0 990-0 1023-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1058-2 1029-0 29-2 2.8% 2-3 0.2% 100% True False 296
10 1058-2 996-4 61-6 5.8% 1-5 0.2% 100% True False 169
20 1058-2 956-0 102-2 9.7% 1-7 0.2% 100% True False 166
Crabel Price Patterns
NR False
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 0-0
Fibonacci Retracements and Extensions
4.250 1058-2
2.618 1058-2
1.618 1058-2
1.000 1058-2
0.618 1058-2
HIGH 1058-2
0.618 1058-2
0.500 1058-2
0.382 1058-2
LOW 1058-2
0.618 1058-2
1.000 1058-2
1.618 1058-2
2.618 1058-2
4.250 1058-2
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 1058-2 1054-0
PP 1058-2 1049-7
S1 1058-2 1045-5

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

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