CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 986-0 970-0 -16-0 -1.6% 1020-0
High 991-0 993-4 2-4 0.3% 1034-0
Low 974-0 968-0 -6-0 -0.6% 979-0
Close 976-0 982-4 6-4 0.7% 1009-0
Range 17-0 25-4 8-4 50.0% 55-0
ATR 32-7 32-3 -0-4 -1.6% 0-0
Volume 96,777 81,612 -15,165 -15.7% 361,698
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 1057-7 1045-5 996-4
R3 1032-3 1020-1 989-4
R2 1006-7 1006-7 987-1
R1 994-5 994-5 984-7 1000-6
PP 981-3 981-3 981-3 984-3
S1 969-1 969-1 980-1 975-2
S2 955-7 955-7 977-7
S3 930-3 943-5 975-4
S4 904-7 918-1 968-4
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1172-3 1145-5 1039-2
R3 1117-3 1090-5 1024-1
R2 1062-3 1062-3 1019-1
R1 1035-5 1035-5 1014-0 1021-4
PP 1007-3 1007-3 1007-3 1000-2
S1 980-5 980-5 1004-0 966-4
S2 952-3 952-3 998-7
S3 897-3 925-5 993-7
S4 842-3 870-5 978-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1040-0 968-0 72-0 7.3% 27-1 2.8% 20% False True 94,116
10 1040-0 962-0 78-0 7.9% 30-4 3.1% 26% False False 96,181
20 1040-0 939-0 101-0 10.3% 28-0 2.9% 43% False False 88,079
40 1040-0 780-0 260-0 26.5% 25-0 2.5% 78% False False 60,899
60 1040-0 780-0 260-0 26.5% 24-5 2.5% 78% False False 44,743
80 1053-0 780-0 273-0 27.8% 26-2 2.7% 74% False False 35,648
100 1250-0 780-0 470-0 47.8% 27-2 2.8% 43% False False 29,222
120 1397-0 780-0 617-0 62.8% 27-4 2.8% 33% False False 24,774
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 4-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1101-7
2.618 1060-2
1.618 1034-6
1.000 1019-0
0.618 1009-2
HIGH 993-4
0.618 983-6
0.500 980-6
0.382 977-6
LOW 968-0
0.618 952-2
1.000 942-4
1.618 926-6
2.618 901-2
4.250 859-5
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 981-7 1004-0
PP 981-3 996-7
S1 980-6 989-5

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

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