CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 1043-0 1059-4 16-4 1.6% 1045-0
High 1048-0 1059-4 11-4 1.1% 1058-2
Low 1043-0 1059-4 16-4 1.6% 1033-0
Close 1054-6 1059-4 4-6 0.5% 1054-6
Range 5-0 0-0 -5-0 -100.0% 25-2
ATR 11-4 11-0 -0-4 -4.2% 0-0
Volume 393 629 236 60.1% 1,250
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 1059-4 1059-4 1059-4
R3 1059-4 1059-4 1059-4
R2 1059-4 1059-4 1059-4
R1 1059-4 1059-4 1059-4 1059-4
PP 1059-4 1059-4 1059-4 1059-4
S1 1059-4 1059-4 1059-4 1059-4
S2 1059-4 1059-4 1059-4
S3 1059-4 1059-4 1059-4
S4 1059-4 1059-4 1059-4
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1124-3 1114-7 1068-5
R3 1099-1 1089-5 1061-6
R2 1073-7 1073-7 1059-3
R1 1064-3 1064-3 1057-1 1069-1
PP 1048-5 1048-5 1048-5 1051-0
S1 1039-1 1039-1 1052-3 1043-7
S2 1023-3 1023-3 1050-1
S3 998-1 1013-7 1047-6
S4 972-7 988-5 1040-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1059-4 1033-0 26-4 2.5% 3-3 0.3% 100% True False 375
10 1059-4 1018-0 41-4 3.9% 2-1 0.2% 100% True False 258
20 1059-4 956-0 103-4 9.8% 2-1 0.2% 100% True False 208
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 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1059-4
2.618 1059-4
1.618 1059-4
1.000 1059-4
0.618 1059-4
HIGH 1059-4
0.618 1059-4
0.500 1059-4
0.382 1059-4
LOW 1059-4
0.618 1059-4
1.000 1059-4
1.618 1059-4
2.618 1059-4
4.250 1059-4
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 1059-4 1056-6
PP 1059-4 1054-0
S1 1059-4 1051-2

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

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