CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 934-0 924-0 -10-0 -1.1% 975-0
High 941-0 936-0 -5-0 -0.5% 984-0
Low 930-4 924-0 -6-4 -0.7% 937-0
Close 934-4 931-0 -3-4 -0.4% 943-2
Range 10-4 12-0 1-4 14.3% 47-0
ATR 25-6 24-6 -1-0 -3.8% 0-0
Volume 12,748 7,728 -5,020 -39.4% 44,158
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 966-3 960-5 937-5
R3 954-3 948-5 934-2
R2 942-3 942-3 933-2
R1 936-5 936-5 932-1 939-4
PP 930-3 930-3 930-3 931-6
S1 924-5 924-5 929-7 927-4
S2 918-3 918-3 928-6
S3 906-3 912-5 927-6
S4 894-3 900-5 924-3
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
5 968-0 924-0 44-0 4.7% 18-2 2.0% 16% False True 10,145
10 985-0 924-0 61-0 6.6% 22-1 2.4% 11% False True 11,366
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 3-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 987-0
2.618 967-3
1.618 955-3
1.000 948-0
0.618 943-3
HIGH 936-0
0.618 931-3
0.500 930-0
0.382 928-5
LOW 924-0
0.618 916-5
1.000 912-0
1.618 904-5
2.618 892-5
4.250 873-0
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 930-5 932-4
PP 930-3 932-0
S1 930-0 931-4

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

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