CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
969-0 |
952-0 |
-17-0 |
-1.8% |
975-0 |
| High |
969-0 |
963-0 |
-6-0 |
-0.6% |
984-0 |
| Low |
950-0 |
937-0 |
-13-0 |
-1.4% |
937-0 |
| Close |
957-4 |
943-2 |
-14-2 |
-1.5% |
943-2 |
| Range |
19-0 |
26-0 |
7-0 |
36.8% |
47-0 |
| ATR |
27-4 |
27-3 |
-0-1 |
-0.4% |
0-0 |
| Volume |
8,711 |
11,439 |
2,728 |
31.3% |
44,158 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1025-6 |
1010-4 |
957-4 |
|
| R3 |
999-6 |
984-4 |
950-3 |
|
| R2 |
973-6 |
973-6 |
948-0 |
|
| R1 |
958-4 |
958-4 |
945-5 |
953-1 |
| PP |
947-6 |
947-6 |
947-6 |
945-0 |
| S1 |
932-4 |
932-4 |
940-7 |
927-1 |
| S2 |
921-6 |
921-6 |
938-4 |
|
| S3 |
895-6 |
906-4 |
936-1 |
|
| S4 |
869-6 |
880-4 |
929-0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-6 |
1066-4 |
969-1 |
|
| R3 |
1048-6 |
1019-4 |
956-1 |
|
| R2 |
1001-6 |
1001-6 |
951-7 |
|
| R1 |
972-4 |
972-4 |
947-4 |
963-5 |
| PP |
954-6 |
954-6 |
954-6 |
950-2 |
| S1 |
925-4 |
925-4 |
939-0 |
916-5 |
| S2 |
907-6 |
907-6 |
934-5 |
|
| S3 |
860-6 |
878-4 |
930-3 |
|
| S4 |
813-6 |
831-4 |
917-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1073-4 |
|
2.618 |
1031-1 |
|
1.618 |
1005-1 |
|
1.000 |
989-0 |
|
0.618 |
979-1 |
|
HIGH |
963-0 |
|
0.618 |
953-1 |
|
0.500 |
950-0 |
|
0.382 |
946-7 |
|
LOW |
937-0 |
|
0.618 |
920-7 |
|
1.000 |
911-0 |
|
1.618 |
894-7 |
|
2.618 |
868-7 |
|
4.250 |
826-4 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950-0 |
955-0 |
| PP |
947-6 |
951-1 |
| S1 |
945-4 |
947-1 |
|