CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 997-4 990-0 -7-4 -0.8% 998-0
High 1000-4 1041-0 40-4 4.0% 1059-0
Low 980-0 990-0 10-0 1.0% 998-0
Close 990-0 1013-2 23-2 2.3% 1056-2
Range 20-4 51-0 30-4 148.8% 61-0
ATR 28-7 30-4 1-5 5.5% 0-0
Volume 12,230 18,250 6,020 49.2% 63,818
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 1167-6 1141-4 1041-2
R3 1116-6 1090-4 1027-2
R2 1065-6 1065-6 1022-5
R1 1039-4 1039-4 1017-7 1052-5
PP 1014-6 1014-6 1014-6 1021-2
S1 988-4 988-4 1008-5 1001-5
S2 963-6 963-6 1003-7
S3 912-6 937-4 999-2
S4 861-6 886-4 985-2
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 1059-0 980-0 79-0 7.8% 31-3 3.1% 42% False False 16,897
10 1059-0 980-0 79-0 7.8% 25-1 2.5% 42% False False 13,844
20 1059-0 879-4 179-4 17.7% 23-0 2.3% 75% False False 9,900
40 1059-0 797-0 262-0 25.9% 21-3 2.1% 83% False False 7,959
60 1059-0 797-0 262-0 25.9% 23-1 2.3% 83% False False 6,831
80 1255-0 797-0 458-0 45.2% 23-3 2.3% 47% False False 6,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1257-6
2.618 1174-4
1.618 1123-4
1.000 1092-0
0.618 1072-4
HIGH 1041-0
0.618 1021-4
0.500 1015-4
0.382 1009-4
LOW 990-0
0.618 958-4
1.000 939-0
1.618 907-4
2.618 856-4
4.250 773-2
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 1015-4 1012-3
PP 1014-6 1011-3
S1 1014-0 1010-4

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

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