CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 952-0 960-0 8-0 0.8% 975-0
High 963-0 968-0 5-0 0.5% 984-0
Low 937-0 938-0 1-0 0.1% 937-0
Close 943-2 945-4 2-2 0.2% 943-2
Range 26-0 30-0 4-0 15.4% 47-0
ATR 27-3 27-5 0-1 0.7% 0-0
Volume 11,439 9,671 -1,768 -15.5% 44,158
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1040-4 1023-0 962-0
R3 1010-4 993-0 953-6
R2 980-4 980-4 951-0
R1 963-0 963-0 948-2 956-6
PP 950-4 950-4 950-4 947-3
S1 933-0 933-0 942-6 926-6
S2 920-4 920-4 940-0
S3 890-4 903-0 937-2
S4 860-4 873-0 929-0
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% 27-0 2.9% 18% False False 10,765
10 1008-0 937-0 71-0 7.5% 27-5 2.9% 12% False False 12,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1095-4
2.618 1046-4
1.618 1016-4
1.000 998-0
0.618 986-4
HIGH 968-0
0.618 956-4
0.500 953-0
0.382 949-4
LOW 938-0
0.618 919-4
1.000 908-0
1.618 889-4
2.618 859-4
4.250 810-4
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 953-0 953-0
PP 950-4 950-4
S1 948-0 948-0

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

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