CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 945-0 956-0 11-0 1.2% 1028-0
High 948-4 968-0 19-4 2.1% 1040-0
Low 935-0 944-4 9-4 1.0% 966-0
Close 946-0 949-4 3-4 0.4% 980-0
Range 13-4 23-4 10-0 74.1% 74-0
ATR 30-5 30-1 -0-4 -1.7% 0-0
Volume 78,746 91,186 12,440 15.8% 425,986
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 1024-4 1010-4 962-3
R3 1001-0 987-0 956-0
R2 977-4 977-4 953-6
R1 963-4 963-4 951-5 958-6
PP 954-0 954-0 954-0 951-5
S1 940-0 940-0 947-3 935-2
S2 930-4 930-4 945-2
S3 907-0 916-4 943-0
S4 883-4 893-0 936-5
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1217-3 1172-5 1020-6
R3 1143-3 1098-5 1000-3
R2 1069-3 1069-3 993-5
R1 1024-5 1024-5 986-6 1010-0
PP 995-3 995-3 995-3 988-0
S1 950-5 950-5 973-2 936-0
S2 921-3 921-3 966-3
S3 847-3 876-5 959-5
S4 773-3 802-5 939-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 989-0 935-0 54-0 5.7% 19-4 2.1% 27% False False 72,943
10 1040-0 935-0 105-0 11.1% 23-2 2.5% 14% False False 83,529
20 1040-0 935-0 105-0 11.1% 26-7 2.8% 14% False False 90,799
40 1040-0 812-0 228-0 24.0% 24-6 2.6% 60% False False 66,976
60 1040-0 780-0 260-0 27.4% 24-0 2.5% 65% False False 50,208
80 1040-0 780-0 260-0 27.4% 25-5 2.7% 65% False False 39,729
100 1250-0 780-0 470-0 49.5% 26-6 2.8% 36% False False 32,752
120 1397-0 780-0 617-0 65.0% 27-2 2.9% 27% False False 27,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1067-7
2.618 1029-4
1.618 1006-0
1.000 991-4
0.618 982-4
HIGH 968-0
0.618 959-0
0.500 956-2
0.382 953-4
LOW 944-4
0.618 930-0
1.000 921-0
1.618 906-4
2.618 883-0
4.250 844-5
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 956-2 952-4
PP 954-0 951-4
S1 951-6 950-4

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

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