CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
953-0 |
980-0 |
27-0 |
2.8% |
994-0 |
| High |
985-0 |
980-0 |
-5-0 |
-0.5% |
1008-0 |
| Low |
953-0 |
961-0 |
8-0 |
0.8% |
943-0 |
| Close |
960-4 |
972-0 |
11-4 |
1.2% |
972-0 |
| Range |
32-0 |
19-0 |
-13-0 |
-40.6% |
65-0 |
| ATR |
|
|
|
|
|
| Volume |
15,061 |
15,156 |
95 |
0.6% |
66,722 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-0 |
1019-0 |
982-4 |
|
| R3 |
1009-0 |
1000-0 |
977-2 |
|
| R2 |
990-0 |
990-0 |
975-4 |
|
| R1 |
981-0 |
981-0 |
973-6 |
976-0 |
| PP |
971-0 |
971-0 |
971-0 |
968-4 |
| S1 |
962-0 |
962-0 |
970-2 |
957-0 |
| S2 |
952-0 |
952-0 |
968-4 |
|
| S3 |
933-0 |
943-0 |
966-6 |
|
| S4 |
914-0 |
924-0 |
961-4 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1169-3 |
1135-5 |
1007-6 |
|
| R3 |
1104-3 |
1070-5 |
989-7 |
|
| R2 |
1039-3 |
1039-3 |
983-7 |
|
| R1 |
1005-5 |
1005-5 |
978-0 |
990-0 |
| PP |
974-3 |
974-3 |
974-3 |
966-4 |
| S1 |
940-5 |
940-5 |
966-0 |
925-0 |
| S2 |
909-3 |
909-3 |
960-1 |
|
| S3 |
844-3 |
875-5 |
954-1 |
|
| S4 |
779-3 |
810-5 |
936-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-6 |
|
2.618 |
1029-6 |
|
1.618 |
1010-6 |
|
1.000 |
999-0 |
|
0.618 |
991-6 |
|
HIGH |
980-0 |
|
0.618 |
972-6 |
|
0.500 |
970-4 |
|
0.382 |
968-2 |
|
LOW |
961-0 |
|
0.618 |
949-2 |
|
1.000 |
942-0 |
|
1.618 |
930-2 |
|
2.618 |
911-2 |
|
4.250 |
880-2 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
971-4 |
969-3 |
| PP |
971-0 |
966-5 |
| S1 |
970-4 |
964-0 |
|