CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 986-4 982-0 -4-4 -0.5% 1042-0
High 1003-0 982-4 -20-4 -2.0% 1054-4
Low 985-0 958-0 -27-0 -2.7% 981-0
Close 993-6 973-0 -20-6 -2.1% 993-6
Range 18-0 24-4 6-4 36.1% 73-4
ATR 28-6 29-2 0-4 1.7% 0-0
Volume 8,786 15,119 6,333 72.1% 92,632
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 1044-5 1033-3 986-4
R3 1020-1 1008-7 979-6
R2 995-5 995-5 977-4
R1 984-3 984-3 975-2 977-6
PP 971-1 971-1 971-1 967-7
S1 959-7 959-7 970-6 953-2
S2 946-5 946-5 968-4
S3 922-1 935-3 966-2
S4 897-5 910-7 959-4
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1230-2 1185-4 1034-1
R3 1156-6 1112-0 1014-0
R2 1083-2 1083-2 1007-2
R1 1038-4 1038-4 1000-4 1024-1
PP 1009-6 1009-6 1009-6 1002-4
S1 965-0 965-0 987-0 950-5
S2 936-2 936-2 980-2
S3 862-6 891-4 973-4
S4 789-2 818-0 953-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1006-0 958-0 48-0 4.9% 17-4 1.8% 31% False True 15,649
10 1054-4 958-0 96-4 9.9% 25-0 2.6% 16% False True 17,791
20 1059-0 958-0 101-0 10.4% 24-5 2.5% 15% False True 16,953
40 1059-0 797-0 262-0 26.9% 22-3 2.3% 67% False False 11,854
60 1059-0 797-0 262-0 26.9% 22-3 2.3% 67% False False 9,432
80 1059-0 797-0 262-0 26.9% 23-4 2.4% 67% False False 8,335
100 1262-0 797-0 465-0 47.8% 24-0 2.5% 38% False False 7,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1086-5
2.618 1046-5
1.618 1022-1
1.000 1007-0
0.618 997-5
HIGH 982-4
0.618 973-1
0.500 970-2
0.382 967-3
LOW 958-0
0.618 942-7
1.000 933-4
1.618 918-3
2.618 893-7
4.250 853-7
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 972-1 980-4
PP 971-1 978-0
S1 970-2 975-4

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

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