CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 957-0 966-0 9-0 0.9% 1042-0
High 958-4 974-0 15-4 1.6% 1054-4
Low 947-0 955-4 8-4 0.9% 981-0
Close 955-4 961-0 5-4 0.6% 993-6
Range 11-4 18-4 7-0 60.9% 73-4
ATR 29-0 28-2 -0-6 -2.6% 0-0
Volume 13,862 27,728 13,866 100.0% 92,632
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 1019-0 1008-4 971-1
R3 1000-4 990-0 966-1
R2 982-0 982-0 964-3
R1 971-4 971-4 962-6 967-4
PP 963-4 963-4 963-4 961-4
S1 953-0 953-0 959-2 949-0
S2 945-0 945-0 957-5
S3 926-4 934-4 955-7
S4 908-0 916-0 950-7
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 1003-0 947-0 56-0 5.8% 16-4 1.7% 25% False False 15,884
10 1054-4 947-0 107-4 11.2% 20-2 2.1% 13% False False 18,255
20 1059-0 947-0 112-0 11.7% 24-2 2.5% 13% False False 18,183
40 1059-0 835-0 224-0 23.3% 22-2 2.3% 56% False False 12,508
60 1059-0 797-0 262-0 27.3% 21-5 2.3% 63% False False 9,958
80 1059-0 797-0 262-0 27.3% 23-1 2.4% 63% False False 8,685
100 1262-0 797-0 465-0 48.4% 24-0 2.5% 35% False False 7,776
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 3-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1052-5
2.618 1022-3
1.618 1003-7
1.000 992-4
0.618 985-3
HIGH 974-0
0.618 966-7
0.500 964-6
0.382 962-5
LOW 955-4
0.618 944-1
1.000 937-0
1.618 925-5
2.618 907-1
4.250 876-7
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 964-6 964-6
PP 963-4 963-4
S1 962-2 962-2

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

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