CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 854-0 861-4 7-4 0.9% 875-0
High 856-0 866-0 10-0 1.2% 889-0
Low 844-0 858-0 14-0 1.7% 855-0
Close 848-4 863-0 14-4 1.7% 874-4
Range 12-0 8-0 -4-0 -33.3% 34-0
ATR 26-5 26-0 -0-5 -2.5% 0-0
Volume 12,578 5,946 -6,632 -52.7% 279,803
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 886-3 882-5 867-3
R3 878-3 874-5 865-2
R2 870-3 870-3 864-4
R1 866-5 866-5 863-6 868-4
PP 862-3 862-3 862-3 863-2
S1 858-5 858-5 862-2 860-4
S2 854-3 854-3 861-4
S3 846-3 850-5 860-6
S4 838-3 842-5 858-5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 974-7 958-5 893-2
R3 940-7 924-5 883-7
R2 906-7 906-7 880-6
R1 890-5 890-5 877-5 881-6
PP 872-7 872-7 872-7 868-3
S1 856-5 856-5 871-3 847-6
S2 838-7 838-7 868-2
S3 804-7 822-5 865-1
S4 770-7 788-5 855-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 889-0 844-0 45-0 5.2% 18-6 2.2% 42% False False 27,344
10 909-0 844-0 65-0 7.5% 18-7 2.2% 29% False False 56,077
20 1019-0 844-0 175-0 20.3% 20-7 2.4% 11% False False 70,174
40 1040-0 844-0 196-0 22.7% 24-1 2.8% 10% False False 79,600
60 1040-0 780-0 260-0 30.1% 23-4 2.7% 32% False False 66,336
80 1040-0 780-0 260-0 30.1% 23-6 2.8% 32% False False 53,298
100 1040-0 780-0 260-0 30.1% 25-0 2.9% 32% False False 44,260
120 1250-0 780-0 470-0 54.5% 25-6 3.0% 18% False False 37,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-3
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 900-0
2.618 887-0
1.618 879-0
1.000 874-0
0.618 871-0
HIGH 866-0
0.618 863-0
0.500 862-0
0.382 861-0
LOW 858-0
0.618 853-0
1.000 850-0
1.618 845-0
2.618 837-0
4.250 824-0
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 862-5 862-3
PP 862-3 861-5
S1 862-0 861-0

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

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