CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 987-0 976-0 -11-0 -1.1% 1022-4
High 992-0 981-0 -11-0 -1.1% 1029-0
Low 975-0 962-0 -13-0 -1.3% 962-0
Close 976-0 962-0 -14-0 -1.4% 962-0
Range 17-0 19-0 2-0 11.8% 67-0
ATR 26-3 25-7 -0-4 -2.0% 0-0
Volume 14,487 17,167 2,680 18.5% 83,006
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1025-3 1012-5 972-4
R3 1006-3 993-5 967-2
R2 987-3 987-3 965-4
R1 974-5 974-5 963-6 971-4
PP 968-3 968-3 968-3 966-6
S1 955-5 955-5 960-2 952-4
S2 949-3 949-3 958-4
S3 930-3 936-5 956-6
S4 911-3 917-5 951-4
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1185-3 1140-5 998-7
R3 1118-3 1073-5 980-3
R2 1051-3 1051-3 974-2
R1 1006-5 1006-5 968-1 995-4
PP 984-3 984-3 984-3 978-6
S1 939-5 939-5 955-7 928-4
S2 917-3 917-3 949-6
S3 850-3 872-5 943-5
S4 783-3 805-5 925-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1029-0 962-0 67-0 7.0% 19-0 2.0% 0% False True 16,601
10 1029-0 947-0 82-0 8.5% 20-0 2.1% 18% False False 19,225
20 1054-4 947-0 107-4 11.2% 21-7 2.3% 14% False False 19,222
40 1059-0 879-4 179-4 18.7% 22-4 2.3% 46% False False 14,561
60 1059-0 797-0 262-0 27.2% 21-4 2.2% 63% False False 11,713
80 1059-0 797-0 262-0 27.2% 22-6 2.4% 63% False False 9,929
100 1255-0 797-0 458-0 47.6% 23-1 2.4% 36% False False 8,982
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 4-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1061-6
2.618 1030-6
1.618 1011-6
1.000 1000-0
0.618 992-6
HIGH 981-0
0.618 973-6
0.500 971-4
0.382 969-2
LOW 962-0
0.618 950-2
1.000 943-0
1.618 931-2
2.618 912-2
4.250 881-2
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 971-4 983-0
PP 968-3 976-0
S1 965-1 969-0

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

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