CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 1009-0 1009-0 0-0 0.0% 988-4
High 1030-4 1014-0 -16-4 -1.6% 1000-0
Low 1008-0 1000-4 -7-4 -0.7% 952-0
Close 1027-2 1001-0 -26-2 -2.6% 988-4
Range 22-4 13-4 -9-0 -40.0% 48-0
ATR 24-2 24-4 0-1 0.7% 0-0
Volume 9,264 12,684 3,420 36.9% 18,483
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1045-5 1036-7 1008-3
R3 1032-1 1023-3 1004-6
R2 1018-5 1018-5 1003-4
R1 1009-7 1009-7 1002-2 1007-4
PP 1005-1 1005-1 1005-1 1004-0
S1 996-3 996-3 999-6 994-0
S2 991-5 991-5 998-4
S3 978-1 982-7 997-2
S4 964-5 969-3 993-5
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1124-1 1104-3 1014-7
R3 1076-1 1056-3 1001-6
R2 1028-1 1028-1 997-2
R1 1008-3 1008-3 992-7 1012-4
PP 980-1 980-1 980-1 982-2
S1 960-3 960-3 984-1 964-4
S2 932-1 932-1 979-6
S3 884-1 912-3 975-2
S4 836-1 864-3 962-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1030-4 958-0 72-4 7.2% 20-1 2.0% 59% False False 6,869
10 1030-4 899-0 131-4 13.1% 21-3 2.1% 78% False False 5,588
20 1030-4 827-0 203-4 20.3% 18-7 1.9% 86% False False 5,622
40 1030-4 787-4 243-0 24.3% 18-6 1.9% 88% False False 4,840
60 1030-4 787-4 243-0 24.3% 21-5 2.2% 88% False False 4,275
80 1247-0 787-4 459-4 45.9% 20-7 2.1% 46% False False 3,760
100 1396-0 787-4 608-4 60.8% 21-3 2.1% 35% False False 3,246
120 1523-0 787-4 735-4 73.5% 22-0 2.2% 29% False False 2,921
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 False
Stretch 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1071-3
2.618 1049-3
1.618 1035-7
1.000 1027-4
0.618 1022-3
HIGH 1014-0
0.618 1008-7
0.500 1007-2
0.382 1005-5
LOW 1000-4
0.618 992-1
1.000 987-0
1.618 978-5
2.618 965-1
4.250 943-1
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 1007-2 1008-6
PP 1005-1 1006-1
S1 1003-1 1003-5

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

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