CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 926-0 953-0 27-0 2.9% 934-0
High 944-0 958-4 14-4 1.5% 944-0
Low 920-4 939-4 19-0 2.1% 890-0
Close 946-0 943-0 -3-0 -0.3% 946-0
Range 23-4 19-0 -4-4 -19.1% 54-0
ATR 25-5 25-2 -0-4 -1.9% 0-0
Volume 7,721 12,496 4,775 61.8% 50,996
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 1004-0 992-4 953-4
R3 985-0 973-4 948-2
R2 966-0 966-0 946-4
R1 954-4 954-4 944-6 950-6
PP 947-0 947-0 947-0 945-1
S1 935-4 935-4 941-2 931-6
S2 928-0 928-0 939-4
S3 909-0 916-4 937-6
S4 890-0 897-4 932-4
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
5 958-4 890-0 68-4 7.3% 21-1 2.2% 77% True False 10,308
10 958-4 890-0 68-4 7.3% 19-0 2.0% 77% True False 10,024
20 1008-0 890-0 118-0 12.5% 23-3 2.5% 45% False False 11,039
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 True
Stretch 2-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1039-2
2.618 1008-2
1.618 989-2
1.000 977-4
0.618 970-2
HIGH 958-4
0.618 951-2
0.500 949-0
0.382 946-6
LOW 939-4
0.618 927-6
1.000 920-4
1.618 908-6
2.618 889-6
4.250 858-6
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 949-0 937-2
PP 947-0 931-4
S1 945-0 925-6

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

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