CME Pit-Traded Soybean Future May 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 897-0 871-4 -25-4 -2.8% 921-0
High 901-4 874-0 -27-4 -3.1% 926-0
Low 885-0 854-4 -30-4 -3.4% 854-4
Close 886-0 863-2 -22-6 -2.6% 863-2
Range 16-4 19-4 3-0 18.2% 71-4
ATR 27-1 27-3 0-3 1.2% 0-0
Volume 48,247 47,903 -344 -0.7% 168,914
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 922-3 912-3 874-0
R3 902-7 892-7 868-5
R2 883-3 883-3 866-7
R1 873-3 873-3 865-0 868-5
PP 863-7 863-7 863-7 861-4
S1 853-7 853-7 861-4 849-1
S2 844-3 844-3 859-5
S3 824-7 834-3 857-7
S4 805-3 814-7 852-4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1095-6 1051-0 902-5
R3 1024-2 979-4 882-7
R2 952-6 952-6 876-3
R1 908-0 908-0 869-6 894-5
PP 881-2 881-2 881-2 874-4
S1 836-4 836-4 856-6 823-1
S2 809-6 809-6 850-1
S3 738-2 765-0 843-5
S4 666-6 693-4 823-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 977-0 854-4 122-4 14.2% 20-6 2.4% 7% False True 42,198
10 1023-4 854-4 169-0 19.6% 20-4 2.4% 5% False True 37,448
20 1047-0 854-4 192-4 22.3% 21-2 2.5% 5% False True 31,335
40 1048-0 854-4 193-4 22.4% 23-2 2.7% 5% False True 21,787
60 1048-0 787-4 260-4 30.2% 20-7 2.4% 29% False False 16,218
80 1048-0 787-4 260-4 30.2% 21-6 2.5% 29% False False 13,089
100 1161-0 787-4 373-4 43.3% 22-2 2.6% 20% False False 11,016
120 1373-0 787-4 585-4 67.8% 21-7 2.5% 13% False False 9,409
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 5-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956-7
2.618 925-0
1.618 905-4
1.000 893-4
0.618 886-0
HIGH 874-0
0.618 866-4
0.500 864-2
0.382 862-0
LOW 854-4
0.618 842-4
1.000 835-0
1.618 823-0
2.618 803-4
4.250 771-5
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 864-2 881-2
PP 863-7 875-2
S1 863-5 869-2

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

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