CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 981-0 975-4 -5-4 -0.6% 1015-0
High 987-0 977-0 -10-0 -1.0% 1023-4
Low 970-4 956-4 -14-0 -1.4% 956-4
Close 971-4 957-6 -13-6 -1.4% 957-6
Range 16-4 20-4 4-0 24.2% 67-0
ATR 26-5 26-1 -0-3 -1.6% 0-0
Volume 44,258 42,077 -2,181 -4.9% 181,284
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1025-2 1012-0 969-0
R3 1004-6 991-4 963-3
R2 984-2 984-2 961-4
R1 971-0 971-0 959-5 967-3
PP 963-6 963-6 963-6 962-0
S1 950-4 950-4 955-7 946-7
S2 943-2 943-2 954-0
S3 922-6 930-0 952-1
S4 902-2 909-4 946-4
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1180-2 1136-0 994-5
R3 1113-2 1069-0 976-1
R2 1046-2 1046-2 970-0
R1 1002-0 1002-0 963-7 990-5
PP 979-2 979-2 979-2 973-4
S1 935-0 935-0 951-5 923-5
S2 912-2 912-2 945-4
S3 845-2 868-0 939-3
S4 778-2 801-0 920-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1023-4 956-4 67-0 7.0% 20-2 2.1% 2% False True 36,256
10 1023-4 940-0 83-4 8.7% 20-7 2.2% 21% False False 32,475
20 1047-0 940-0 107-0 11.2% 22-6 2.4% 17% False False 27,818
40 1048-0 870-0 178-0 18.6% 22-3 2.3% 49% False False 18,027
60 1048-0 787-4 260-4 27.2% 20-6 2.2% 65% False False 13,668
80 1048-0 787-4 260-4 27.2% 22-1 2.3% 65% False False 11,124
100 1245-0 787-4 457-4 47.8% 22-1 2.3% 37% False False 9,394
120 1396-0 787-4 608-4 63.5% 21-5 2.3% 28% False False 8,033
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 4-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1064-1
2.618 1030-5
1.618 1010-1
1.000 997-4
0.618 989-5
HIGH 977-0
0.618 969-1
0.500 966-6
0.382 964-3
LOW 956-4
0.618 943-7
1.000 936-0
1.618 923-3
2.618 902-7
4.250 869-3
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 966-6 977-6
PP 963-6 971-1
S1 960-6 964-3

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

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