CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 898-0 894-0 -4-0 -0.4% 960-0
High 901-0 922-0 21-0 2.3% 968-0
Low 890-0 893-0 3-0 0.3% 924-0
Close 890-0 914-4 24-4 2.8% 945-0
Range 11-0 29-0 18-0 163.6% 44-0
ATR 24-7 25-3 0-4 2.0% 0-0
Volume 10,663 12,594 1,931 18.1% 46,426
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 996-7 984-5 930-4
R3 967-7 955-5 922-4
R2 938-7 938-7 919-7
R1 926-5 926-5 917-1 932-6
PP 909-7 909-7 909-7 912-7
S1 897-5 897-5 911-7 903-6
S2 880-7 880-7 909-1
S3 851-7 868-5 906-4
S4 822-7 839-5 898-4
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 7.0% 22-3 2.4% 38% False False 10,082
10 968-0 890-0 78-0 8.5% 20-3 2.2% 31% False False 10,114
20 1030-0 890-0 140-0 15.3% 23-0 2.5% 18% False False 11,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1045-2
2.618 997-7
1.618 968-7
1.000 951-0
0.618 939-7
HIGH 922-0
0.618 910-7
0.500 907-4
0.382 904-1
LOW 893-0
0.618 875-1
1.000 864-0
1.618 846-1
2.618 817-1
4.250 769-6
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 912-1 911-5
PP 909-7 908-7
S1 907-4 906-0

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

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