CME Pit-Traded Soybean Future July 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 1021-4 1021-0 -0-4 0.0% 995-0
High 1042-0 1025-0 -17-0 -1.6% 1014-0
Low 1019-0 1012-4 -6-4 -0.6% 961-0
Close 1038-2 1011-6 -26-4 -2.6% 1000-0
Range 23-0 12-4 -10-4 -45.7% 53-0
ATR 25-4 25-4 0-0 0.1% 0-0
Volume 9,351 19,213 9,862 105.5% 31,707
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1053-7 1045-3 1018-5
R3 1041-3 1032-7 1015-2
R2 1028-7 1028-7 1014-0
R1 1020-3 1020-3 1012-7 1018-3
PP 1016-3 1016-3 1016-3 1015-4
S1 1007-7 1007-7 1010-5 1005-7
S2 1003-7 1003-7 1009-4
S3 991-3 995-3 1008-2
S4 978-7 982-7 1004-7
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1150-5 1128-3 1029-1
R3 1097-5 1075-3 1014-5
R2 1044-5 1044-5 1009-6
R1 1022-3 1022-3 1004-7 1033-4
PP 991-5 991-5 991-5 997-2
S1 969-3 969-3 995-1 980-4
S2 938-5 938-5 990-2
S3 885-5 916-3 985-3
S4 832-5 863-3 970-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1042-0 972-0 70-0 6.9% 20-7 2.1% 57% False False 10,149
10 1042-0 910-0 132-0 13.0% 22-4 2.2% 77% False False 7,931
20 1042-0 836-0 206-0 20.4% 20-2 2.0% 85% False False 7,147
40 1042-0 797-0 245-0 24.2% 20-2 2.0% 88% False False 6,153
60 1042-0 797-0 245-0 24.2% 22-7 2.3% 88% False False 5,755
80 1262-0 797-0 465-0 46.0% 23-6 2.4% 46% False False 5,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1078-1
2.618 1057-6
1.618 1045-2
1.000 1037-4
0.618 1032-6
HIGH 1025-0
0.618 1020-2
0.500 1018-6
0.382 1017-2
LOW 1012-4
0.618 1004-6
1.000 1000-0
1.618 992-2
2.618 979-6
4.250 959-3
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 1018-6 1020-0
PP 1016-3 1017-2
S1 1014-1 1014-4

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

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