CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 953-0 947-0 -6-0 -0.6% 934-0
High 958-4 948-0 -10-4 -1.1% 944-0
Low 939-4 930-0 -9-4 -1.0% 890-0
Close 943-0 939-0 -4-0 -0.4% 946-0
Range 19-0 18-0 -1-0 -5.3% 54-0
ATR 25-2 24-6 -0-4 -2.0% 0-0
Volume 12,496 7,604 -4,892 -39.1% 50,996
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 993-0 984-0 948-7
R3 975-0 966-0 944-0
R2 957-0 957-0 942-2
R1 948-0 948-0 940-5 943-4
PP 939-0 939-0 939-0 936-6
S1 930-0 930-0 937-3 925-4
S2 921-0 921-0 935-6
S3 903-0 912-0 934-0
S4 885-0 894-0 929-1
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
5 958-4 890-0 68-4 7.3% 20-1 2.1% 72% False False 10,215
10 958-4 890-0 68-4 7.3% 19-4 2.1% 72% False False 9,871
20 985-0 890-0 95-0 10.1% 21-6 2.3% 52% False False 10,744
Crabel Price Patterns
NR True
NR4 True
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 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1024-4
2.618 995-1
1.618 977-1
1.000 966-0
0.618 959-1
HIGH 948-0
0.618 941-1
0.500 939-0
0.382 936-7
LOW 930-0
0.618 918-7
1.000 912-0
1.618 900-7
2.618 882-7
4.250 853-4
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 939-0 939-4
PP 939-0 939-3
S1 939-0 939-1

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

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