CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 974-0 1008-0 34-0 3.5% 1000-0
High 1024-0 1022-0 -2-0 -0.2% 1024-0
Low 974-0 1006-0 32-0 3.3% 962-0
Close 994-4 1020-0 25-4 2.6% 1020-0
Range 50-0 16-0 -34-0 -68.0% 62-0
ATR 32-2 31-7 -0-3 -1.1% 0-0
Volume 88,530 132,543 44,013 49.7% 509,718
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1064-0 1058-0 1028-6
R3 1048-0 1042-0 1024-3
R2 1032-0 1032-0 1022-7
R1 1026-0 1026-0 1021-4 1029-0
PP 1016-0 1016-0 1016-0 1017-4
S1 1010-0 1010-0 1018-4 1013-0
S2 1000-0 1000-0 1017-1
S3 984-0 994-0 1015-5
S4 968-0 978-0 1011-2
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1188-0 1166-0 1054-1
R3 1126-0 1104-0 1037-0
R2 1064-0 1064-0 1031-3
R1 1042-0 1042-0 1025-5 1053-0
PP 1002-0 1002-0 1002-0 1007-4
S1 980-0 980-0 1014-3 991-0
S2 940-0 940-0 1008-5
S3 878-0 918-0 1003-0
S4 816-0 856-0 985-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1024-0 962-0 62-0 6.1% 30-6 3.0% 94% False False 101,943
10 1039-4 962-0 77-4 7.6% 26-6 2.6% 75% False False 92,754
20 1039-4 860-4 179-0 17.5% 24-7 2.4% 89% False False 65,905
40 1039-4 780-0 259-4 25.4% 23-4 2.3% 92% False False 47,025
60 1039-4 780-0 259-4 25.4% 25-4 2.5% 92% False False 34,977
80 1238-0 780-0 458-0 44.9% 26-0 2.6% 52% False False 27,704
100 1395-0 780-0 615-0 60.3% 27-0 2.6% 39% False False 22,808
120 1445-0 780-0 665-0 65.2% 27-6 2.7% 36% False False 19,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1090-0
2.618 1063-7
1.618 1047-7
1.000 1038-0
0.618 1031-7
HIGH 1022-0
0.618 1015-7
0.500 1014-0
0.382 1012-1
LOW 1006-0
0.618 996-1
1.000 990-0
1.618 980-1
2.618 964-1
4.250 938-0
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 1018-0 1011-0
PP 1016-0 1002-0
S1 1014-0 993-0

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

View Archives - Comment on this page... - Back to Index of Symbols