CME Pit-Traded Soybean Future March 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 996-0 1010-0 14-0 1.4% 968-0
High 1007-0 1019-0 12-0 1.2% 1007-0
Low 985-0 995-4 10-4 1.1% 935-0
Close 1001-0 1002-0 1-0 0.1% 1001-0
Range 22-0 23-4 1-4 6.8% 72-0
ATR 30-3 29-7 -0-4 -1.6% 0-0
Volume 80,863 96,649 15,786 19.5% 408,377
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 1076-0 1062-4 1014-7
R3 1052-4 1039-0 1008-4
R2 1029-0 1029-0 1006-2
R1 1015-4 1015-4 1004-1 1010-4
PP 1005-4 1005-4 1005-4 1003-0
S1 992-0 992-0 999-7 987-0
S2 982-0 982-0 997-6
S3 958-4 968-4 995-4
S4 935-0 945-0 989-1
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1197-0 1171-0 1040-5
R3 1125-0 1099-0 1020-6
R2 1053-0 1053-0 1014-2
R1 1027-0 1027-0 1007-5 1040-0
PP 981-0 981-0 981-0 987-4
S1 955-0 955-0 994-3 968-0
S2 909-0 909-0 987-6
S3 837-0 883-0 981-2
S4 765-0 811-0 961-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1019-0 935-0 84-0 8.4% 23-2 2.3% 80% True False 87,939
10 1019-0 935-0 84-0 8.4% 21-7 2.2% 80% True False 81,287
20 1040-0 935-0 105-0 10.5% 27-3 2.7% 64% False False 90,121
40 1040-0 831-0 209-0 20.9% 25-4 2.5% 82% False False 70,421
60 1040-0 780-0 260-0 25.9% 24-1 2.4% 85% False False 54,030
80 1040-0 780-0 260-0 25.9% 26-0 2.6% 85% False False 42,896
100 1242-0 780-0 462-0 46.1% 26-2 2.6% 48% False False 35,337
120 1397-0 780-0 617-0 61.6% 27-1 2.7% 36% False False 29,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1118-7
2.618 1080-4
1.618 1057-0
1.000 1042-4
0.618 1033-4
HIGH 1019-0
0.618 1010-0
0.500 1007-2
0.382 1004-4
LOW 995-4
0.618 981-0
1.000 972-0
1.618 957-4
2.618 934-0
4.250 895-5
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 1007-2 996-7
PP 1005-4 991-5
S1 1003-6 986-4

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

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