CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 999-0 1015-0 16-0 1.6% 975-0
High 1011-0 1023-4 12-4 1.2% 1011-0
Low 991-0 1002-0 11-0 1.1% 940-0
Close 1006-0 1007-4 1-4 0.1% 1006-0
Range 20-0 21-4 1-4 7.5% 71-0
ATR 28-6 28-2 -0-4 -1.8% 0-0
Volume 24,287 33,629 9,342 38.5% 143,472
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 1075-4 1063-0 1019-3
R3 1054-0 1041-4 1013-3
R2 1032-4 1032-4 1011-4
R1 1020-0 1020-0 1009-4 1015-4
PP 1011-0 1011-0 1011-0 1008-6
S1 998-4 998-4 1005-4 994-0
S2 989-4 989-4 1003-4
S3 968-0 977-0 1001-5
S4 946-4 955-4 995-5
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1198-5 1173-3 1045-0
R3 1127-5 1102-3 1025-4
R2 1056-5 1056-5 1019-0
R1 1031-3 1031-3 1012-4 1044-0
PP 985-5 985-5 985-5 992-0
S1 960-3 960-3 999-4 973-0
S2 914-5 914-5 993-0
S3 843-5 889-3 986-4
S4 772-5 818-3 967-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1023-4 940-0 83-4 8.3% 20-6 2.1% 81% True False 31,810
10 1023-4 940-0 83-4 8.3% 19-3 1.9% 81% True False 24,382
20 1047-0 940-0 107-0 10.6% 25-2 2.5% 63% False False 23,540
40 1048-0 843-0 205-0 20.3% 22-5 2.3% 80% False False 14,987
60 1048-0 787-4 260-4 25.9% 21-0 2.1% 84% False False 11,420
80 1048-0 787-4 260-4 25.9% 22-4 2.2% 84% False False 9,388
100 1247-0 787-4 459-4 45.6% 21-6 2.2% 48% False False 7,981
120 1396-0 787-4 608-4 60.4% 22-0 2.2% 36% False False 6,847
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 4-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1114-7
2.618 1079-6
1.618 1058-2
1.000 1045-0
0.618 1036-6
HIGH 1023-4
0.618 1015-2
0.500 1012-6
0.382 1010-2
LOW 1002-0
0.618 988-6
1.000 980-4
1.618 967-2
2.618 945-6
4.250 910-5
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 1012-6 1002-2
PP 1011-0 997-0
S1 1009-2 991-6

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

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