CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 1028-0 1038-0 10-0 1.0% 1020-0
High 1039-0 1048-0 9-0 0.9% 1041-0
Low 1026-0 999-0 -27-0 -2.6% 980-0
Close 1038-4 1011-0 -27-4 -2.6% 1038-4
Range 13-0 49-0 36-0 276.9% 61-0
ATR 30-1 31-4 1-3 4.5% 0-0
Volume 29,397 17,133 -12,264 -41.7% 97,329
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1166-3 1137-5 1038-0
R3 1117-3 1088-5 1024-4
R2 1068-3 1068-3 1020-0
R1 1039-5 1039-5 1015-4 1029-4
PP 1019-3 1019-3 1019-3 1014-2
S1 990-5 990-5 1006-4 980-4
S2 970-3 970-3 1002-0
S3 921-3 941-5 997-4
S4 872-3 892-5 984-0
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1202-7 1181-5 1072-0
R3 1141-7 1120-5 1055-2
R2 1080-7 1080-7 1049-5
R1 1059-5 1059-5 1044-1 1070-2
PP 1019-7 1019-7 1019-7 1025-1
S1 998-5 998-5 1032-7 1009-2
S2 958-7 958-7 1027-3
S3 897-7 937-5 1021-6
S4 836-7 876-5 1005-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1048-0 980-0 68-0 6.7% 30-5 3.0% 46% True False 18,948
10 1059-0 980-0 79-0 7.8% 27-5 2.7% 39% False False 17,065
20 1059-0 890-0 169-0 16.7% 24-2 2.4% 72% False False 11,517
40 1059-0 797-0 262-0 25.9% 22-0 2.2% 82% False False 8,947
60 1059-0 797-0 262-0 25.9% 23-5 2.3% 82% False False 7,444
80 1250-0 797-0 453-0 44.8% 23-5 2.3% 47% False False 6,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1256-2
2.618 1176-2
1.618 1127-2
1.000 1097-0
0.618 1078-2
HIGH 1048-0
0.618 1029-2
0.500 1023-4
0.382 1017-6
LOW 999-0
0.618 968-6
1.000 950-0
1.618 919-6
2.618 870-6
4.250 790-6
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 1023-4 1019-0
PP 1019-3 1016-3
S1 1015-1 1013-5

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

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