CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 1022-4 1020-0 -2-4 -0.2% 982-0
High 1029-0 1020-0 -9-0 -0.9% 1017-0
Low 1009-4 997-0 -12-4 -1.2% 947-0
Close 1014-4 1007-2 -7-2 -0.7% 1012-0
Range 19-4 23-0 3-4 17.9% 70-0
ATR 28-1 27-6 -0-3 -1.3% 0-0
Volume 26,947 10,918 -16,029 -59.5% 109,251
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 1077-1 1065-1 1019-7
R3 1054-1 1042-1 1013-5
R2 1031-1 1031-1 1011-4
R1 1019-1 1019-1 1009-3 1013-5
PP 1008-1 1008-1 1008-1 1005-2
S1 996-1 996-1 1005-1 990-5
S2 985-1 985-1 1003-0
S3 962-1 973-1 1000-7
S4 939-1 950-1 994-5
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1202-0 1177-0 1050-4
R3 1132-0 1107-0 1031-2
R2 1062-0 1062-0 1024-7
R1 1037-0 1037-0 1018-3 1049-4
PP 992-0 992-0 992-0 998-2
S1 967-0 967-0 1005-5 979-4
S2 922-0 922-0 999-1
S3 852-0 897-0 992-6
S4 782-0 827-0 973-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1029-0 955-4 73-4 7.3% 22-2 2.2% 70% False False 23,627
10 1029-0 947-0 82-0 8.1% 19-5 1.9% 73% False False 19,214
20 1054-4 947-0 107-4 10.7% 23-7 2.4% 56% False False 19,376
40 1059-0 850-0 209-0 20.7% 23-0 2.3% 75% False False 14,055
60 1059-0 797-0 262-0 26.0% 21-6 2.2% 80% False False 11,129
80 1059-0 797-0 262-0 26.0% 23-2 2.3% 80% False False 9,590
100 1262-0 797-0 465-0 46.2% 23-3 2.3% 45% False False 8,593
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 3-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1117-6
2.618 1080-2
1.618 1057-2
1.000 1043-0
0.618 1034-2
HIGH 1020-0
0.618 1011-2
0.500 1008-4
0.382 1005-6
LOW 997-0
0.618 982-6
1.000 974-0
1.618 959-6
2.618 936-6
4.250 899-2
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 1008-4 1012-4
PP 1008-1 1010-6
S1 1007-5 1009-0

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

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