CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 870-0 875-0 5-0 0.6% 931-0
High 874-4 878-2 3-6 0.4% 931-0
Low 854-0 861-4 7-4 0.9% 854-0
Close 862-4 872-6 10-2 1.2% 862-4
Range 20-4 16-6 -3-6 -18.3% 77-0
ATR 28-4 27-6 -0-7 -3.0% 0-0
Volume 79,621 87,839 8,218 10.3% 329,076
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 921-1 913-5 882-0
R3 904-3 896-7 877-3
R2 887-5 887-5 875-7
R1 880-1 880-1 874-2 875-4
PP 870-7 870-7 870-7 868-4
S1 863-3 863-3 871-2 858-6
S2 854-1 854-1 869-5
S3 837-3 846-5 868-1
S4 820-5 829-7 863-4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1113-4 1065-0 904-7
R3 1036-4 988-0 883-5
R2 959-4 959-4 876-5
R1 911-0 911-0 869-4 896-6
PP 882-4 882-4 882-4 875-3
S1 834-0 834-0 855-4 819-6
S2 805-4 805-4 848-3
S3 728-4 757-0 841-3
S4 651-4 680-0 820-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931-0 854-0 77-0 8.8% 22-4 2.6% 24% False False 83,383
10 1019-0 854-0 165-0 18.9% 21-6 2.5% 11% False False 84,994
20 1040-0 854-0 186-0 21.3% 22-6 2.6% 10% False False 84,215
40 1040-0 854-0 186-0 21.3% 25-6 2.9% 10% False False 80,936
60 1040-0 780-0 260-0 29.8% 23-5 2.7% 36% False False 64,398
80 1040-0 780-0 260-0 29.8% 24-6 2.8% 36% False False 51,388
100 1110-4 780-0 330-4 37.9% 25-6 2.9% 28% False False 42,522
120 1330-0 780-0 550-0 63.0% 26-6 3.1% 17% False False 35,980
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 949-4
2.618 922-1
1.618 905-3
1.000 895-0
0.618 888-5
HIGH 878-2
0.618 871-7
0.500 869-7
0.382 867-7
LOW 861-4
0.618 851-1
1.000 844-6
1.618 834-3
2.618 817-5
4.250 790-2
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 871-6 878-0
PP 870-7 876-2
S1 869-7 874-4

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

View Archives - Comment on this page... - Back to Index of Symbols