CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 910-0 898-0 -12-0 -1.3% 960-0
High 913-0 901-0 -12-0 -1.3% 968-0
Low 890-0 890-0 0-0 0.0% 924-0
Close 895-0 890-0 -5-0 -0.6% 945-0
Range 23-0 11-0 -12-0 -52.2% 44-0
ATR 26-0 24-7 -1-1 -4.1% 0-0
Volume 8,069 10,663 2,594 32.1% 46,426
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 926-5 919-3 896-0
R3 915-5 908-3 893-0
R2 904-5 904-5 892-0
R1 897-3 897-3 891-0 895-4
PP 893-5 893-5 893-5 892-6
S1 886-3 886-3 889-0 884-4
S2 882-5 882-5 888-0
S3 871-5 875-3 887-0
S4 860-5 864-3 884-0
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
5 954-0 890-0 64-0 7.2% 19-0 2.1% 0% False True 9,109
10 969-0 890-0 79-0 8.9% 19-3 2.2% 0% False True 9,725
20 1030-0 890-0 140-0 15.7% 22-2 2.5% 0% False True 10,804
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 947-6
2.618 929-6
1.618 918-6
1.000 912-0
0.618 907-6
HIGH 901-0
0.618 896-6
0.500 895-4
0.382 894-2
LOW 890-0
0.618 883-2
1.000 879-0
1.618 872-2
2.618 861-2
4.250 843-2
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 895-4 914-0
PP 893-5 906-0
S1 891-7 898-0

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

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