CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1025-0 1042-0 17-0 1.7% 1038-0
High 1046-0 1054-4 8-4 0.8% 1048-0
Low 1020-0 1014-0 -6-0 -0.6% 999-0
Close 1023-2 1024-0 0-6 0.1% 1023-2
Range 26-0 40-4 14-4 55.8% 49-0
ATR 30-2 31-0 0-6 2.4% 0-0
Volume 21,454 29,506 8,052 37.5% 70,163
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1152-3 1128-5 1046-2
R3 1111-7 1088-1 1035-1
R2 1071-3 1071-3 1031-3
R1 1047-5 1047-5 1027-6 1039-2
PP 1030-7 1030-7 1030-7 1026-5
S1 1007-1 1007-1 1020-2 998-6
S2 990-3 990-3 1016-5
S3 949-7 966-5 1012-7
S4 909-3 926-1 1001-6
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 1054-4 999-0 55-4 5.4% 32-4 3.2% 45% True False 19,933
10 1054-4 980-0 74-4 7.3% 30-7 3.0% 59% True False 19,699
20 1059-0 946-0 113-0 11.0% 27-4 2.7% 69% False False 14,784
40 1059-0 797-0 262-0 25.6% 22-4 2.2% 87% False False 10,488
60 1059-0 797-0 262-0 25.6% 22-6 2.2% 87% False False 8,499
80 1116-0 797-0 319-0 31.2% 23-7 2.3% 71% False False 7,836
100 1325-0 797-0 528-0 51.6% 24-5 2.4% 43% False False 6,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1226-5
2.618 1160-4
1.618 1120-0
1.000 1095-0
0.618 1079-4
HIGH 1054-4
0.618 1039-0
0.500 1034-2
0.382 1029-4
LOW 1014-0
0.618 989-0
1.000 973-4
1.618 948-4
2.618 908-0
4.250 841-7
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1034-2 1034-2
PP 1030-7 1030-7
S1 1027-3 1027-3

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

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