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 |
|
|
|
|
|
|
| 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 |
|