CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
952-0 |
960-0 |
8-0 |
0.8% |
975-0 |
| High |
963-0 |
968-0 |
5-0 |
0.5% |
984-0 |
| Low |
937-0 |
938-0 |
1-0 |
0.1% |
937-0 |
| Close |
943-2 |
945-4 |
2-2 |
0.2% |
943-2 |
| Range |
26-0 |
30-0 |
4-0 |
15.4% |
47-0 |
| ATR |
27-3 |
27-5 |
0-1 |
0.7% |
0-0 |
| Volume |
11,439 |
9,671 |
-1,768 |
-15.5% |
44,158 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-4 |
1023-0 |
962-0 |
|
| R3 |
1010-4 |
993-0 |
953-6 |
|
| R2 |
980-4 |
980-4 |
951-0 |
|
| R1 |
963-0 |
963-0 |
948-2 |
956-6 |
| PP |
950-4 |
950-4 |
950-4 |
947-3 |
| S1 |
933-0 |
933-0 |
942-6 |
926-6 |
| S2 |
920-4 |
920-4 |
940-0 |
|
| S3 |
890-4 |
903-0 |
937-2 |
|
| S4 |
860-4 |
873-0 |
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 |
1095-4 |
|
2.618 |
1046-4 |
|
1.618 |
1016-4 |
|
1.000 |
998-0 |
|
0.618 |
986-4 |
|
HIGH |
968-0 |
|
0.618 |
956-4 |
|
0.500 |
953-0 |
|
0.382 |
949-4 |
|
LOW |
938-0 |
|
0.618 |
919-4 |
|
1.000 |
908-0 |
|
1.618 |
889-4 |
|
2.618 |
859-4 |
|
4.250 |
810-4 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953-0 |
953-0 |
| PP |
950-4 |
950-4 |
| S1 |
948-0 |
948-0 |
|