CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	969-0	952-0	-17-0	-1.8%	975-0
High	969-0	963-0	-6-0	-0.6%	984-0
Low	950-0	937-0	-13-0	-1.4%	937-0
Close	957-4	943-2	-14-2	-1.5%	943-2
Range	19-0	26-0	7-0	36.8%	47-0
ATR	27-4	27-3	-0-1	-0.4%	0-0
Volume	8,711	11,439	2,728	31.3%	44,158

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1025-6	1010-4	957-4
R3	999-6	984-4	950-3
R2	973-6	973-6	948-0
R1	958-4	958-4	945-5	953-1
PP	947-6	947-6	947-6	945-0
S1	932-4	932-4	940-7	927-1
S2	921-6	921-6	938-4
S3	895-6	906-4	936-1
S4	869-6	880-4	929-0

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1095-6	1066-4	969-1
R3	1048-6	1019-4	956-1
R2	1001-6	1001-6	951-7
R1	972-4	972-4	947-4	963-5
PP	954-6	954-6	954-6	950-2
S1	925-4	925-4	939-0	916-5
S2	907-6	907-6	934-5
S3	860-6	878-4	930-3
S4	813-6	831-4	917-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	984-0	937-0	47-0	5.0%	24-6	2.6%	13%	False	True	11,862
10	1030-0	937-0	93-0	9.9%	26-0	2.8%	7%	False	True	12,425

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	3-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1073-4
2.618	1031-1
1.618	1005-1
1.000	989-0
0.618	979-1
HIGH	963-0
0.618	953-1
0.500	950-0
0.382	946-7
LOW	937-0
0.618	920-7
1.000	911-0
1.618	894-7
2.618	868-7
4.250	826-4

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	950-0	955-0
PP	947-6	951-1
S1	945-4	947-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols