CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1016-0 1033-0 17-0 1.7% 1029-0
High 1040-0 1047-0 7-0 0.7% 1040-0
Low 1013-0 1007-0 -6-0 -0.6% 988-0
Close 1016-2 1016-6 0-4 0.0% 1016-2
Range 27-0 40-0 13-0 48.1% 52-0
ATR 30-0 30-6 0-6 2.4% 0-0
Volume 31,204 35,098 3,894 12.5% 100,947
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1143-5 1120-1 1038-6
R3 1103-5 1080-1 1027-6
R2 1063-5 1063-5 1024-1
R1 1040-1 1040-1 1020-3 1031-7
PP 1023-5 1023-5 1023-5 1019-4
S1 1000-1 1000-1 1013-1 991-7
S2 983-5 983-5 1009-3
S3 943-5 960-1 1005-6
S4 903-5 920-1 994-6
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1170-6 1145-4 1044-7
R3 1118-6 1093-4 1030-4
R2 1066-6 1066-6 1025-6
R1 1041-4 1041-4 1021-0 1028-1
PP 1014-6 1014-6 1014-6 1008-0
S1 989-4 989-4 1011-4 976-1
S2 962-6 962-6 1006-6
S3 910-6 937-4 1002-0
S4 858-6 885-4 987-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1047-0 988-0 59-0 5.8% 32-7 3.2% 49% True False 27,209
10 1047-0 970-0 77-0 7.6% 31-0 3.0% 61% True False 22,698
20 1048-0 937-0 111-0 10.9% 27-2 2.7% 72% False False 15,208
40 1048-0 787-4 260-4 25.6% 21-2 2.1% 88% False False 10,146
60 1048-0 787-4 260-4 25.6% 21-7 2.2% 88% False False 8,020
80 1107-0 787-4 319-4 31.4% 22-5 2.2% 72% False False 6,724
100 1320-0 787-4 532-4 52.4% 22-1 2.2% 43% False False 5,673
120 1396-0 787-4 608-4 59.8% 23-0 2.3% 38% False False 4,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1217-0
2.618 1151-6
1.618 1111-6
1.000 1087-0
0.618 1071-6
HIGH 1047-0
0.618 1031-6
0.500 1027-0
0.382 1022-2
LOW 1007-0
0.618 982-2
1.000 967-0
1.618 942-2
2.618 902-2
4.250 837-0
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1027-0 1027-0
PP 1023-5 1023-5
S1 1020-1 1020-1

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

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