CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 985-0 986-0 1-0 0.1% 1038-0
High 1006-0 991-0 -15-0 -1.5% 1048-0
Low 985-0 981-0 -4-0 -0.4% 999-0
Close 997-4 985-0 -12-4 -1.3% 1023-2
Range 21-0 10-0 -11-0 -52.4% 49-0
ATR 30-4 29-4 -1-0 -3.3% 0-0
Volume 22,318 13,926 -8,392 -37.6% 70,163
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 1015-5 1010-3 990-4
R3 1005-5 1000-3 987-6
R2 995-5 995-5 986-7
R1 990-3 990-3 985-7 988-0
PP 985-5 985-5 985-5 984-4
S1 980-3 980-3 984-1 978-0
S2 975-5 975-5 983-1
S3 965-5 970-3 982-2
S4 955-5 960-3 979-4
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 1054-4 981-0 73-4 7.5% 22-2 2.3% 5% False True 21,060
10 1054-4 981-0 73-4 7.5% 27-1 2.8% 5% False True 20,165
20 1059-0 972-0 87-0 8.8% 25-2 2.6% 15% False False 16,485
40 1059-0 797-0 262-0 26.6% 22-5 2.3% 72% False False 11,592
60 1059-0 797-0 262-0 26.6% 22-2 2.3% 72% False False 9,123
80 1059-0 797-0 262-0 26.6% 23-3 2.4% 72% False False 8,192
100 1262-0 797-0 465-0 47.2% 24-1 2.4% 40% False False 7,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1033-4
2.618 1017-1
1.618 1007-1
1.000 1001-0
0.618 997-1
HIGH 991-0
0.618 987-1
0.500 986-0
0.382 984-7
LOW 981-0
0.618 974-7
1.000 971-0
1.618 964-7
2.618 954-7
4.250 938-4
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 986-0 993-4
PP 985-5 990-5
S1 985-3 987-7

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

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