CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 899-0 870-0 -29-0 -3.2% 931-0
High 902-0 874-4 -27-4 -3.0% 931-0
Low 882-0 854-0 -28-0 -3.2% 854-0
Close 884-4 862-4 -22-0 -2.5% 862-4
Range 20-0 20-4 0-4 2.5% 77-0
ATR 28-3 28-4 0-1 0.5% 0-0
Volume 90,027 79,621 -10,406 -11.6% 329,076
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 925-1 914-3 873-6
R3 904-5 893-7 868-1
R2 884-1 884-1 866-2
R1 873-3 873-3 864-3 868-4
PP 863-5 863-5 863-5 861-2
S1 852-7 852-7 860-5 848-0
S2 843-1 843-1 858-6
S3 822-5 832-3 856-7
S4 802-1 811-7 851-2
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1113-4 1065-0 904-7
R3 1036-4 988-0 883-5
R2 959-4 959-4 876-5
R1 911-0 911-0 869-4 896-6
PP 882-4 882-4 882-4 875-3
S1 834-0 834-0 855-4 819-6
S2 805-4 805-4 848-3
S3 728-4 757-0 841-3
S4 651-4 680-0 820-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975-4 854-0 121-4 14.1% 23-2 2.7% 7% False True 82,180
10 1019-0 854-0 165-0 19.1% 22-2 2.6% 5% False True 84,297
20 1040-0 854-0 186-0 21.6% 23-2 2.7% 5% False True 84,385
40 1040-0 854-0 186-0 21.6% 25-6 3.0% 5% False True 79,533
60 1040-0 780-0 260-0 30.1% 24-0 2.8% 32% False False 63,153
80 1040-0 780-0 260-0 30.1% 25-0 2.9% 32% False False 50,381
100 1149-0 780-0 369-0 42.8% 25-6 3.0% 22% False False 41,662
120 1365-0 780-0 585-0 67.8% 26-5 3.1% 14% False False 35,264
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 4-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961-5
2.618 928-1
1.618 907-5
1.000 895-0
0.618 887-1
HIGH 874-4
0.618 866-5
0.500 864-2
0.382 861-7
LOW 854-0
0.618 841-3
1.000 833-4
1.618 820-7
2.618 800-3
4.250 766-7
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 864-2 881-4
PP 863-5 875-1
S1 863-1 868-7

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

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