CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
975-0 |
951-0 |
-24-0 |
-2.5% |
994-0 |
| High |
984-0 |
973-0 |
-11-0 |
-1.1% |
1008-0 |
| Low |
946-0 |
951-0 |
5-0 |
0.5% |
943-0 |
| Close |
953-4 |
974-0 |
20-4 |
2.1% |
972-0 |
| Range |
38-0 |
22-0 |
-16-0 |
-42.1% |
65-0 |
| ATR |
|
|
|
|
|
| Volume |
12,822 |
11,186 |
-1,636 |
-12.8% |
66,722 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1032-0 |
1025-0 |
986-1 |
|
| R3 |
1010-0 |
1003-0 |
980-0 |
|
| R2 |
988-0 |
988-0 |
978-0 |
|
| R1 |
981-0 |
981-0 |
976-0 |
984-4 |
| PP |
966-0 |
966-0 |
966-0 |
967-6 |
| S1 |
959-0 |
959-0 |
972-0 |
962-4 |
| S2 |
944-0 |
944-0 |
970-0 |
|
| S3 |
922-0 |
937-0 |
968-0 |
|
| S4 |
900-0 |
915-0 |
961-7 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1066-4 |
|
2.618 |
1030-5 |
|
1.618 |
1008-5 |
|
1.000 |
995-0 |
|
0.618 |
986-5 |
|
HIGH |
973-0 |
|
0.618 |
964-5 |
|
0.500 |
962-0 |
|
0.382 |
959-3 |
|
LOW |
951-0 |
|
0.618 |
937-3 |
|
1.000 |
929-0 |
|
1.618 |
915-3 |
|
2.618 |
893-3 |
|
4.250 |
857-4 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
970-0 |
971-0 |
| PP |
966-0 |
968-0 |
| S1 |
962-0 |
965-0 |
|