CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 953-0 980-0 27-0 2.8% 994-0
High 985-0 980-0 -5-0 -0.5% 1008-0
Low 953-0 961-0 8-0 0.8% 943-0
Close 960-4 972-0 11-4 1.2% 972-0
Range 32-0 19-0 -13-0 -40.6% 65-0
ATR
Volume 15,061 15,156 95 0.6% 66,722
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1028-0 1019-0 982-4
R3 1009-0 1000-0 977-2
R2 990-0 990-0 975-4
R1 981-0 981-0 973-6 976-0
PP 971-0 971-0 971-0 968-4
S1 962-0 962-0 970-2 957-0
S2 952-0 952-0 968-4
S3 933-0 943-0 966-6
S4 914-0 924-0 961-4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1169-3 1135-5 1007-6
R3 1104-3 1070-5 989-7
R2 1039-3 1039-3 983-7
R1 1005-5 1005-5 978-0 990-0
PP 974-3 974-3 974-3 966-4
S1 940-5 940-5 966-0 925-0
S2 909-3 909-3 960-1
S3 844-3 875-5 954-1
S4 779-3 810-5 936-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1008-0 943-0 65-0 6.7% 28-2 2.9% 45% False False 13,344
10 1038-0 943-0 95-0 9.8% 22-4 2.3% 31% False False 10,256
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1060-6
2.618 1029-6
1.618 1010-6
1.000 999-0
0.618 991-6
HIGH 980-0
0.618 972-6
0.500 970-4
0.382 968-2
LOW 961-0
0.618 949-2
1.000 942-0
1.618 930-2
2.618 911-2
4.250 880-2
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 971-4 969-3
PP 971-0 966-5
S1 970-4 964-0

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

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