CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	930-0	934-0	4-0	0.4%	975-0
High	940-0	941-0	1-0	0.1%	984-0
Low	927-0	930-4	3-4	0.4%	937-0
Close	935-4	934-4	-1-0	-0.1%	943-2
Range	13-0	10-4	-2-4	-19.2%	47-0
ATR	27-0	25-6	-1-1	-4.4%	0-0
Volume	9,141	12,748	3,607	39.5%	44,158

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	966-7	961-1	940-2
R3	956-3	950-5	937-3
R2	945-7	945-7	936-3
R1	940-1	940-1	935-4	943-0
PP	935-3	935-3	935-3	936-6
S1	929-5	929-5	933-4	932-4
S2	924-7	924-7	932-5
S3	914-3	919-1	931-5
S4	903-7	908-5	928-6

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	969-0	927-0	42-0	4.5%	19-6	2.1%	18%	False	False	10,342
10	985-0	927-0	58-0	6.2%	23-6	2.5%	13%	False	False	11,551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	3-5
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	985-5
2.618	968-4
1.618	958-0
1.000	951-4
0.618	947-4
HIGH	941-0
0.618	937-0
0.500	935-6
0.382	934-4
LOW	930-4
0.618	924-0
1.000	920-0
1.618	913-4
2.618	903-0
4.250	885-7

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	935-6	947-4
PP	935-3	943-1
S1	934-7	938-7

Download as Excel Spreadsheet

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

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