CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 1020-0 996-0 -24-0 -2.4% 998-0
High 1028-0 1010-4 -17-4 -1.7% 1059-0
Low 986-2 991-0 4-6 0.5% 998-0
Close 986-2 991-0 4-6 0.5% 1056-2
Range 41-6 19-4 -22-2 -53.3% 61-0
ATR 30-0 29-4 -0-3 -1.4% 0-0
Volume 19,720 17,732 -1,988 -10.1% 63,818
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 1056-0 1043-0 1001-6
R3 1036-4 1023-4 996-3
R2 1017-0 1017-0 994-5
R1 1004-0 1004-0 992-6 1000-6
PP 997-4 997-4 997-4 995-7
S1 984-4 984-4 989-2 981-2
S2 978-0 978-0 987-3
S3 958-4 965-0 985-5
S4 939-0 945-4 980-2
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1220-6 1199-4 1089-6
R3 1159-6 1138-4 1073-0
R2 1098-6 1098-6 1067-3
R1 1077-4 1077-4 1061-7 1088-1
PP 1037-6 1037-6 1037-6 1043-0
S1 1016-4 1016-4 1050-5 1027-1
S2 976-6 976-6 1045-1
S3 915-6 955-4 1039-4
S4 854-6 894-4 1022-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1059-0 986-2 72-6 7.3% 24-0 2.4% 7% False False 16,858
10 1059-0 965-0 94-0 9.5% 22-3 2.3% 28% False False 12,831
20 1059-0 870-0 189-0 19.1% 21-5 2.2% 64% False False 9,315
40 1059-0 797-0 262-0 26.4% 20-2 2.0% 74% False False 7,351
60 1059-0 797-0 262-0 26.4% 22-5 2.3% 74% False False 6,523
80 1262-0 797-0 465-0 46.9% 23-2 2.3% 42% False False 6,089
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1093-3
2.618 1061-4
1.618 1042-0
1.000 1030-0
0.618 1022-4
HIGH 1010-4
0.618 1003-0
0.500 1000-6
0.382 998-4
LOW 991-0
0.618 979-0
1.000 971-4
1.618 959-4
2.618 940-0
4.250 908-1
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 1000-6 1022-5
PP 997-4 1012-1
S1 994-2 1001-4

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

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