CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 1008-0 1020-0 12-0 1.2% 1000-0
High 1022-0 1029-0 7-0 0.7% 1024-0
Low 1006-0 979-0 -27-0 -2.7% 962-0
Close 1020-0 992-0 -28-0 -2.7% 1020-0
Range 16-0 50-0 34-0 212.5% 62-0
ATR 31-7 33-2 1-2 4.0% 0-0
Volume 132,543 85,832 -46,711 -35.2% 509,718
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1150-0 1121-0 1019-4
R3 1100-0 1071-0 1005-6
R2 1050-0 1050-0 1001-1
R1 1021-0 1021-0 996-5 1010-4
PP 1000-0 1000-0 1000-0 994-6
S1 971-0 971-0 987-3 960-4
S2 950-0 950-0 982-7
S3 900-0 921-0 978-2
S4 850-0 871-0 964-4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1188-0 1166-0 1054-1
R3 1126-0 1104-0 1037-0
R2 1064-0 1064-0 1031-3
R1 1042-0 1042-0 1025-5 1053-0
PP 1002-0 1002-0 1002-0 1007-4
S1 980-0 980-0 1014-3 991-0
S2 940-0 940-0 1008-5
S3 878-0 918-0 1003-0
S4 816-0 856-0 985-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1029-0 962-0 67-0 6.8% 31-7 3.2% 45% True False 98,855
10 1039-4 962-0 77-4 7.8% 29-7 3.0% 39% False False 95,441
20 1039-4 865-0 174-4 17.6% 26-6 2.7% 73% False False 67,707
40 1039-4 780-0 259-4 26.2% 24-1 2.4% 82% False False 48,875
60 1039-4 780-0 259-4 26.2% 26-0 2.6% 82% False False 36,253
80 1231-0 780-0 451-0 45.5% 26-3 2.7% 47% False False 28,731
100 1395-0 780-0 615-0 62.0% 27-2 2.7% 34% False False 23,649
120 1445-0 780-0 665-0 67.0% 27-7 2.8% 32% False False 20,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1241-4
2.618 1159-7
1.618 1109-7
1.000 1079-0
0.618 1059-7
HIGH 1029-0
0.618 1009-7
0.500 1004-0
0.382 998-1
LOW 979-0
0.618 948-1
1.000 929-0
1.618 898-1
2.618 848-1
4.250 766-4
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 1004-0 1001-4
PP 1000-0 998-3
S1 996-0 995-1

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

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