CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
930-0 |
934-0 |
4-0 |
0.4% |
975-0 |
High |
940-0 |
941-0 |
1-0 |
0.1% |
984-0 |
Low |
927-0 |
930-4 |
3-4 |
0.4% |
937-0 |
Close |
935-4 |
934-4 |
-1-0 |
-0.1% |
943-2 |
Range |
13-0 |
10-4 |
-2-4 |
-19.2% |
47-0 |
ATR |
27-0 |
25-6 |
-1-1 |
-4.4% |
0-0 |
Volume |
9,141 |
12,748 |
3,607 |
39.5% |
44,158 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
966-7 |
961-1 |
940-2 |
|
R3 |
956-3 |
950-5 |
937-3 |
|
R2 |
945-7 |
945-7 |
936-3 |
|
R1 |
940-1 |
940-1 |
935-4 |
943-0 |
PP |
935-3 |
935-3 |
935-3 |
936-6 |
S1 |
929-5 |
929-5 |
933-4 |
932-4 |
S2 |
924-7 |
924-7 |
932-5 |
|
S3 |
914-3 |
919-1 |
931-5 |
|
S4 |
903-7 |
908-5 |
928-6 |
|
|
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 |
985-5 |
2.618 |
968-4 |
1.618 |
958-0 |
1.000 |
951-4 |
0.618 |
947-4 |
HIGH |
941-0 |
0.618 |
937-0 |
0.500 |
935-6 |
0.382 |
934-4 |
LOW |
930-4 |
0.618 |
924-0 |
1.000 |
920-0 |
1.618 |
913-4 |
2.618 |
903-0 |
4.250 |
885-7 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
935-6 |
947-4 |
PP |
935-3 |
943-1 |
S1 |
934-7 |
938-7 |
|