CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	928-0	914-0	-14-0	-1.5%	934-0
High	932-0	916-0	-16-0	-1.7%	944-0
Low	916-0	899-0	-17-0	-1.9%	890-0
Close	917-4	900-4	-17-0	-1.9%	946-0
Range	16-0	17-0	1-0	6.3%	54-0
ATR	24-5	24-1	-0-3	-1.8%	0-0
Volume	7,021	7,091	70	1.0%	50,996

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	956-1	945-3	909-7
R3	939-1	928-3	905-1
R2	922-1	922-1	903-5
R1	911-3	911-3	902-0	908-2
PP	905-1	905-1	905-1	903-5
S1	894-3	894-3	899-0	891-2
S2	888-1	888-1	897-3
S3	871-1	877-3	895-7
S4	854-1	860-3	891-1

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1088-5	1071-3	975-6
R3	1034-5	1017-3	960-7
R2	980-5	980-5	955-7
R1	963-3	963-3	951-0	972-0
PP	926-5	926-5	926-5	931-0
S1	909-3	909-3	941-0	918-0
S2	872-5	872-5	936-1
S3	818-5	855-3	931-1
S4	764-5	801-3	916-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	958-4	899-0	59-4	6.6%	18-6	2.1%	3%	False	True	8,386
10	958-4	890-0	68-4	7.6%	20-4	2.3%	15%	False	False	9,234
20	985-0	890-0	95-0	10.5%	21-3	2.4%	11%	False	False	10,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	988-2
2.618	960-4
1.618	943-4
1.000	933-0
0.618	926-4
HIGH	916-0
0.618	909-4
0.500	907-4
0.382	905-4
LOW	899-0
0.618	888-4
1.000	882-0
1.618	871-4
2.618	854-4
4.250	826-6

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	907-4	923-4
PP	905-1	915-7
S1	902-7	908-1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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