CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 1035-0 1025-0 -10-0 -1.0% 1038-0
High 1035-4 1046-0 10-4 1.0% 1048-0
Low 1017-0 1020-0 3-0 0.3% 999-0
Close 1027-4 1023-2 -4-2 -0.4% 1023-2
Range 18-4 26-0 7-4 40.5% 49-0
ATR 30-5 30-2 -0-3 -1.1% 0-0
Volume 11,762 21,454 9,692 82.4% 70,163
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1107-6 1091-4 1037-4
R3 1081-6 1065-4 1030-3
R2 1055-6 1055-6 1028-0
R1 1039-4 1039-4 1025-5 1034-5
PP 1029-6 1029-6 1029-6 1027-2
S1 1013-4 1013-4 1020-7 1008-5
S2 1003-6 1003-6 1018-4
S3 977-6 987-4 1016-1
S4 951-6 961-4 1009-0
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1170-3 1145-7 1050-2
R3 1121-3 1096-7 1036-6
R2 1072-3 1072-3 1032-2
R1 1047-7 1047-7 1027-6 1035-5
PP 1023-3 1023-3 1023-3 1017-2
S1 998-7 998-7 1018-6 986-5
S2 974-3 974-3 1014-2
S3 925-3 949-7 1009-6
S4 876-3 900-7 996-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1048-0 999-0 49-0 4.8% 27-0 2.6% 49% False False 19,912
10 1059-0 980-0 79-0 7.7% 29-1 2.9% 55% False False 18,404
20 1059-0 928-0 131-0 12.8% 26-0 2.5% 73% False False 13,483
40 1059-0 797-0 262-0 25.6% 21-7 2.1% 86% False False 9,881
60 1059-0 797-0 262-0 25.6% 23-1 2.3% 86% False False 8,080
80 1130-0 797-0 333-0 32.5% 23-6 2.3% 68% False False 7,516
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 3-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1156-4
2.618 1114-1
1.618 1088-1
1.000 1072-0
0.618 1062-1
HIGH 1046-0
0.618 1036-1
0.500 1033-0
0.382 1029-7
LOW 1020-0
0.618 1003-7
1.000 994-0
1.618 977-7
2.618 951-7
4.250 909-4
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 1033-0 1028-0
PP 1029-6 1026-3
S1 1026-4 1024-7

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

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