CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 894-0 926-0 32-0 3.6% 934-0
High 922-0 944-0 22-0 2.4% 944-0
Low 893-0 920-4 27-4 3.1% 890-0
Close 914-4 946-0 31-4 3.4% 946-0
Range 29-0 23-4 -5-4 -19.0% 54-0
ATR 25-3 25-5 0-2 1.2% 0-0
Volume 12,594 7,721 -4,873 -38.7% 50,996
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1007-3 1000-1 958-7
R3 983-7 976-5 952-4
R2 960-3 960-3 950-2
R1 953-1 953-1 948-1 956-6
PP 936-7 936-7 936-7 938-5
S1 929-5 929-5 943-7 933-2
S2 913-3 913-3 941-6
S3 889-7 906-1 939-4
S4 866-3 882-5 933-1
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1088-5 1071-3 975-6
R3 1034-5 1017-3 960-7
R2 980-5 980-5 955-7
R1 963-3 963-3 951-0 972-0
PP 926-5 926-5 926-5 931-0
S1 909-3 909-3 941-0 918-0
S2 872-5 872-5 936-1
S3 818-5 855-3 931-1
S4 764-5 801-3 916-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 944-0 890-0 54-0 5.7% 21-7 2.3% 104% True False 10,199
10 968-0 890-0 78-0 8.2% 20-1 2.1% 72% False False 9,742
20 1030-0 890-0 140-0 14.8% 23-1 2.4% 40% False False 11,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1043-7
2.618 1005-4
1.618 982-0
1.000 967-4
0.618 958-4
HIGH 944-0
0.618 935-0
0.500 932-2
0.382 929-4
LOW 920-4
0.618 906-0
1.000 897-0
1.618 882-4
2.618 859-0
4.250 820-5
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 941-3 936-3
PP 936-7 926-5
S1 932-2 917-0

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

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