CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 1033-0 988-0 -45-0 -4.4% 1029-0
High 1047-0 996-0 -51-0 -4.9% 1040-0
Low 1007-0 982-6 -24-2 -2.4% 988-0
Close 1016-6 983-6 -33-0 -3.2% 1016-2
Range 40-0 13-2 -26-6 -66.9% 52-0
ATR 30-6 31-0 0-2 0.8% 0-0
Volume 35,098 20,767 -14,331 -40.8% 100,947
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 1027-2 1018-6 991-0
R3 1014-0 1005-4 987-3
R2 1000-6 1000-6 986-1
R1 992-2 992-2 985-0 989-7
PP 987-4 987-4 987-4 986-2
S1 979-0 979-0 982-4 976-5
S2 974-2 974-2 981-3
S3 961-0 965-6 980-1
S4 947-6 952-4 976-4
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 1047-0 982-6 64-2 6.5% 25-4 2.6% 2% False True 25,967
10 1047-0 970-0 77-0 7.8% 28-1 2.9% 18% False False 22,918
20 1048-0 952-0 96-0 9.8% 26-0 2.6% 33% False False 16,104
40 1048-0 787-4 260-4 26.5% 21-3 2.2% 75% False False 10,567
60 1048-0 787-4 260-4 26.5% 21-4 2.2% 75% False False 8,287
80 1062-0 787-4 274-4 27.9% 22-5 2.3% 71% False False 6,955
100 1286-0 787-4 498-4 50.7% 21-6 2.2% 39% False False 5,864
120 1396-0 787-4 608-4 61.9% 22-6 2.3% 32% False False 5,082
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 5-0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1052-2
2.618 1030-6
1.618 1017-4
1.000 1009-2
0.618 1004-2
HIGH 996-0
0.618 991-0
0.500 989-3
0.382 987-6
LOW 982-6
0.618 974-4
1.000 969-4
1.618 961-2
2.618 948-0
4.250 926-4
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 989-3 1014-7
PP 987-4 1004-4
S1 985-5 994-1

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

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