CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 924-0 928-0 4-0 0.4% 960-0
High 936-0 954-0 18-0 1.9% 968-0
Low 924-0 928-0 4-0 0.4% 924-0
Close 931-0 945-0 14-0 1.5% 945-0
Range 12-0 26-0 14-0 116.7% 44-0
ATR 24-6 24-7 0-1 0.3% 0-0
Volume 7,728 7,138 -590 -7.6% 46,426
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1020-3 1008-5 959-2
R3 994-3 982-5 952-1
R2 968-3 968-3 949-6
R1 956-5 956-5 947-3 962-4
PP 942-3 942-3 942-3 945-2
S1 930-5 930-5 942-5 936-4
S2 916-3 916-3 940-2
S3 890-3 904-5 937-7
S4 864-3 878-5 930-6
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1077-5 1055-3 969-2
R3 1033-5 1011-3 957-1
R2 989-5 989-5 953-1
R1 967-3 967-3 949-0 956-4
PP 945-5 945-5 945-5 940-2
S1 923-3 923-3 941-0 912-4
S2 901-5 901-5 936-7
S3 857-5 879-3 932-7
S4 813-5 835-3 920-6
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 1.9% 48% False False 9,285
10 984-0 924-0 60-0 6.3% 21-4 2.3% 35% False False 10,574
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 3-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1064-4
2.618 1022-1
1.618 996-1
1.000 980-0
0.618 970-1
HIGH 954-0
0.618 944-1
0.500 941-0
0.382 937-7
LOW 928-0
0.618 911-7
1.000 902-0
1.618 885-7
2.618 859-7
4.250 817-4
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 943-5 943-0
PP 942-3 941-0
S1 941-0 939-0

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

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