CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 980-0 1012-0 32-0 3.3% 975-0
High 1005-0 1039-4 34-4 3.4% 1039-4
Low 978-0 1012-0 34-0 3.5% 972-0
Close 989-4 1036-0 46-4 4.7% 1036-0
Range 27-0 27-4 0-4 1.9% 67-4
ATR 27-2 28-7 1-5 6.0% 0-0
Volume 80,685 93,144 12,459 15.4% 417,823
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1111-5 1101-3 1051-1
R3 1084-1 1073-7 1043-4
R2 1056-5 1056-5 1041-0
R1 1046-3 1046-3 1038-4 1051-4
PP 1029-1 1029-1 1029-1 1031-6
S1 1018-7 1018-7 1033-4 1024-0
S2 1001-5 1001-5 1031-0
S3 974-1 991-3 1028-4
S4 946-5 963-7 1020-7
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1218-3 1194-5 1073-1
R3 1150-7 1127-1 1054-4
R2 1083-3 1083-3 1048-3
R1 1059-5 1059-5 1042-2 1071-4
PP 1015-7 1015-7 1015-7 1021-6
S1 992-1 992-1 1029-6 1004-0
S2 948-3 948-3 1023-5
S3 880-7 924-5 1017-4
S4 813-3 857-1 998-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1039-4 972-0 67-4 6.5% 22-7 2.2% 95% True False 83,564
10 1039-4 923-0 116-4 11.2% 27-3 2.6% 97% True False 64,908
20 1039-4 831-0 208-4 20.1% 23-6 2.3% 98% True False 50,722
40 1039-4 780-0 259-4 25.0% 22-5 2.2% 99% True False 35,985
60 1039-4 780-0 259-4 25.0% 25-4 2.5% 99% True False 27,154
80 1242-0 780-0 462-0 44.6% 26-0 2.5% 55% False False 21,641
100 1397-0 780-0 617-0 59.6% 27-0 2.6% 41% False False 17,796
120 1446-0 780-0 666-0 64.3% 27-5 2.7% 38% False False 15,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1156-3
2.618 1111-4
1.618 1084-0
1.000 1067-0
0.618 1056-4
HIGH 1039-4
0.618 1029-0
0.500 1025-6
0.382 1022-4
LOW 1012-0
0.618 995-0
1.000 984-4
1.618 967-4
2.618 940-0
4.250 895-1
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 1032-5 1026-7
PP 1029-1 1017-7
S1 1025-6 1008-6

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

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