CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 1009-0 991-0 -18-0 -1.8% 988-4
High 1014-0 1014-0 0-0 0.0% 1000-0
Low 1000-4 990-0 -10-4 -1.0% 952-0
Close 1001-0 1000-0 -1-0 -0.1% 988-4
Range 13-4 24-0 10-4 77.8% 48-0
ATR 24-4 24-3 0-0 -0.1% 0-0
Volume 12,684 7,786 -4,898 -38.6% 18,483
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 1073-3 1060-5 1013-2
R3 1049-3 1036-5 1006-5
R2 1025-3 1025-3 1004-3
R1 1012-5 1012-5 1002-2 1019-0
PP 1001-3 1001-3 1001-3 1004-4
S1 988-5 988-5 997-6 995-0
S2 977-3 977-3 995-5
S3 953-3 964-5 993-3
S4 929-3 940-5 986-6
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1124-1 1104-3 1014-7
R3 1076-1 1056-3 1001-6
R2 1028-1 1028-1 997-2
R1 1008-3 1008-3 992-7 1012-4
PP 980-1 980-1 980-1 982-2
S1 960-3 960-3 984-1 964-4
S2 932-1 932-1 979-6
S3 884-1 912-3 975-2
S4 836-1 864-3 962-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1030-4 982-0 48-4 4.9% 17-7 1.8% 37% False False 7,624
10 1030-4 918-0 112-4 11.3% 22-0 2.2% 73% False False 5,991
20 1030-4 840-0 190-4 19.1% 19-4 2.0% 84% False False 5,637
40 1030-4 787-4 243-0 24.3% 18-5 1.9% 87% False False 4,935
60 1030-4 787-4 243-0 24.3% 21-7 2.2% 87% False False 4,379
80 1247-0 787-4 459-4 46.0% 21-0 2.1% 46% False False 3,845
100 1396-0 787-4 608-4 60.9% 21-4 2.2% 35% False False 3,317
120 1450-0 787-4 662-4 66.3% 21-6 2.2% 32% False False 2,975
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 1-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1116-0
2.618 1076-7
1.618 1052-7
1.000 1038-0
0.618 1028-7
HIGH 1014-0
0.618 1004-7
0.500 1002-0
0.382 999-1
LOW 990-0
0.618 975-1
1.000 966-0
1.618 951-1
2.618 927-1
4.250 888-0
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 1002-0 1010-2
PP 1001-3 1006-7
S1 1000-5 1003-3

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

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