CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
980-0 |
975-0 |
-5-0 |
-0.5% |
994-0 |
| High |
980-0 |
984-0 |
4-0 |
0.4% |
1008-0 |
| Low |
961-0 |
946-0 |
-15-0 |
-1.6% |
943-0 |
| Close |
972-0 |
953-4 |
-18-4 |
-1.9% |
972-0 |
| Range |
19-0 |
38-0 |
19-0 |
100.0% |
65-0 |
| ATR |
|
|
|
|
|
| Volume |
15,156 |
12,822 |
-2,334 |
-15.4% |
66,722 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-1 |
1052-3 |
974-3 |
|
| R3 |
1037-1 |
1014-3 |
964-0 |
|
| R2 |
999-1 |
999-1 |
960-4 |
|
| R1 |
976-3 |
976-3 |
957-0 |
968-6 |
| PP |
961-1 |
961-1 |
961-1 |
957-3 |
| S1 |
938-3 |
938-3 |
950-0 |
930-6 |
| S2 |
923-1 |
923-1 |
946-4 |
|
| S3 |
885-1 |
900-3 |
943-0 |
|
| S4 |
847-1 |
862-3 |
932-5 |
|
|
| 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 |
1145-4 |
|
2.618 |
1083-4 |
|
1.618 |
1045-4 |
|
1.000 |
1022-0 |
|
0.618 |
1007-4 |
|
HIGH |
984-0 |
|
0.618 |
969-4 |
|
0.500 |
965-0 |
|
0.382 |
960-4 |
|
LOW |
946-0 |
|
0.618 |
922-4 |
|
1.000 |
908-0 |
|
1.618 |
884-4 |
|
2.618 |
846-4 |
|
4.250 |
784-4 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
965-0 |
965-4 |
| PP |
961-1 |
961-4 |
| S1 |
957-3 |
957-4 |
|