CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
960-0 |
930-0 |
-30-0 |
-3.1% |
975-0 |
| High |
968-0 |
940-0 |
-28-0 |
-2.9% |
984-0 |
| Low |
938-0 |
927-0 |
-11-0 |
-1.2% |
937-0 |
| Close |
945-4 |
935-4 |
-10-0 |
-1.1% |
943-2 |
| Range |
30-0 |
13-0 |
-17-0 |
-56.7% |
47-0 |
| ATR |
27-5 |
27-0 |
-0-5 |
-2.4% |
0-0 |
| Volume |
9,671 |
9,141 |
-530 |
-5.5% |
44,158 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973-1 |
967-3 |
942-5 |
|
| R3 |
960-1 |
954-3 |
939-1 |
|
| R2 |
947-1 |
947-1 |
937-7 |
|
| R1 |
941-3 |
941-3 |
936-6 |
944-2 |
| PP |
934-1 |
934-1 |
934-1 |
935-5 |
| S1 |
928-3 |
928-3 |
934-2 |
931-2 |
| S2 |
921-1 |
921-1 |
933-1 |
|
| S3 |
908-1 |
915-3 |
931-7 |
|
| S4 |
895-1 |
902-3 |
928-3 |
|
|
| 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 |
995-2 |
|
2.618 |
974-0 |
|
1.618 |
961-0 |
|
1.000 |
953-0 |
|
0.618 |
948-0 |
|
HIGH |
940-0 |
|
0.618 |
935-0 |
|
0.500 |
933-4 |
|
0.382 |
932-0 |
|
LOW |
927-0 |
|
0.618 |
919-0 |
|
1.000 |
914-0 |
|
1.618 |
906-0 |
|
2.618 |
893-0 |
|
4.250 |
871-6 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934-7 |
947-4 |
| PP |
934-1 |
943-4 |
| S1 |
933-4 |
939-4 |
|