CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
928-0 |
4-0 |
0.4% |
960-0 |
| High |
936-0 |
954-0 |
18-0 |
1.9% |
968-0 |
| Low |
924-0 |
928-0 |
4-0 |
0.4% |
924-0 |
| Close |
931-0 |
945-0 |
14-0 |
1.5% |
945-0 |
| Range |
12-0 |
26-0 |
14-0 |
116.7% |
44-0 |
| ATR |
24-6 |
24-7 |
0-1 |
0.3% |
0-0 |
| Volume |
7,728 |
7,138 |
-590 |
-7.6% |
46,426 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1020-3 |
1008-5 |
959-2 |
|
| R3 |
994-3 |
982-5 |
952-1 |
|
| R2 |
968-3 |
968-3 |
949-6 |
|
| R1 |
956-5 |
956-5 |
947-3 |
962-4 |
| PP |
942-3 |
942-3 |
942-3 |
945-2 |
| S1 |
930-5 |
930-5 |
942-5 |
936-4 |
| S2 |
916-3 |
916-3 |
940-2 |
|
| S3 |
890-3 |
904-5 |
937-7 |
|
| S4 |
864-3 |
878-5 |
930-6 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-5 |
1055-3 |
969-2 |
|
| R3 |
1033-5 |
1011-3 |
957-1 |
|
| R2 |
989-5 |
989-5 |
953-1 |
|
| R1 |
967-3 |
967-3 |
949-0 |
956-4 |
| PP |
945-5 |
945-5 |
945-5 |
940-2 |
| S1 |
923-3 |
923-3 |
941-0 |
912-4 |
| S2 |
901-5 |
901-5 |
936-7 |
|
| S3 |
857-5 |
879-3 |
932-7 |
|
| S4 |
813-5 |
835-3 |
920-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1064-4 |
|
2.618 |
1022-1 |
|
1.618 |
996-1 |
|
1.000 |
980-0 |
|
0.618 |
970-1 |
|
HIGH |
954-0 |
|
0.618 |
944-1 |
|
0.500 |
941-0 |
|
0.382 |
937-7 |
|
LOW |
928-0 |
|
0.618 |
911-7 |
|
1.000 |
902-0 |
|
1.618 |
885-7 |
|
2.618 |
859-7 |
|
4.250 |
817-4 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
943-5 |
943-0 |
| PP |
942-3 |
941-0 |
| S1 |
941-0 |
939-0 |
|