CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	859-0	885-0	26-0	3.0%	831-0
High	864-4	899-0	34-4	4.0%	849-0
Low	852-4	879-0	26-4	3.1%	816-0
Close	856-0	892-4	36-4	4.3%	823-6
Range	12-0	20-0	8-0	66.7%	33-0
ATR	22-2	23-6	1-4	6.7%	0-0
Volume	17,816	12,933	-4,883	-27.4%	48,503

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	950-1	941-3	903-4
R3	930-1	921-3	898-0
R2	910-1	910-1	896-1
R1	901-3	901-3	894-3	905-6
PP	890-1	890-1	890-1	892-3
S1	881-3	881-3	890-5	885-6
S2	870-1	870-1	888-7
S3	850-1	861-3	887-0
S4	830-1	841-3	881-4

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	928-5	909-1	841-7
R3	895-5	876-1	832-7
R2	862-5	862-5	829-6
R1	843-1	843-1	826-6	836-3
PP	829-5	829-5	829-5	826-2
S1	810-1	810-1	820-6	803-3
S2	796-5	796-5	817-6
S3	763-5	777-1	814-5
S4	730-5	744-1	805-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	899-0	820-0	79-0	8.9%	20-7	2.3%	92%	True	False	15,445
10	899-0	802-4	96-4	10.8%	19-7	2.2%	93%	True	False	12,960
20	899-0	784-0	115-0	12.9%	17-1	1.9%	94%	True	False	11,767
40	969-0	784-0	185-0	20.7%	17-7	2.0%	59%	False	False	10,727

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	4-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	984-0
2.618	951-3
1.618	931-3
1.000	919-0
0.618	911-3
HIGH	899-0
0.618	891-3
0.500	889-0
0.382	886-5
LOW	879-0
0.618	866-5
1.000	859-0
1.618	846-5
2.618	826-5
4.250	794-0

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	891-3	886-7
PP	890-1	881-1
S1	889-0	875-4

Download as Excel Spreadsheet

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

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