CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
951-0 |
969-0 |
18-0 |
1.9% |
994-0 |
| High |
973-0 |
969-0 |
-4-0 |
-0.4% |
1008-0 |
| Low |
951-0 |
950-0 |
-1-0 |
-0.1% |
943-0 |
| Close |
974-0 |
957-4 |
-16-4 |
-1.7% |
972-0 |
| Range |
22-0 |
19-0 |
-3-0 |
-13.6% |
65-0 |
| ATR |
0-0 |
27-4 |
27-4 |
|
0-0 |
| Volume |
11,186 |
8,711 |
-2,475 |
-22.1% |
66,722 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-7 |
1005-5 |
968-0 |
|
| R3 |
996-7 |
986-5 |
962-6 |
|
| R2 |
977-7 |
977-7 |
961-0 |
|
| R1 |
967-5 |
967-5 |
959-2 |
963-2 |
| PP |
958-7 |
958-7 |
958-7 |
956-5 |
| S1 |
948-5 |
948-5 |
955-6 |
944-2 |
| S2 |
939-7 |
939-7 |
954-0 |
|
| S3 |
920-7 |
929-5 |
952-2 |
|
| S4 |
901-7 |
910-5 |
947-0 |
|
|
| 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 |
1049-6 |
|
2.618 |
1018-6 |
|
1.618 |
999-6 |
|
1.000 |
988-0 |
|
0.618 |
980-6 |
|
HIGH |
969-0 |
|
0.618 |
961-6 |
|
0.500 |
959-4 |
|
0.382 |
957-2 |
|
LOW |
950-0 |
|
0.618 |
938-2 |
|
1.000 |
931-0 |
|
1.618 |
919-2 |
|
2.618 |
900-2 |
|
4.250 |
869-2 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
959-4 |
965-0 |
| PP |
958-7 |
962-4 |
| S1 |
958-1 |
960-0 |
|