CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 873-0 885-0 12-0 1.4% 854-0
High 875-0 900-0 25-0 2.9% 887-6
Low 873-0 878-0 5-0 0.6% 844-0
Close 875-0 899-0 24-0 2.7% 879-0
Range 2-0 22-0 20-0 1,000.0% 43-6
ATR 23-6 23-7 0-1 0.4% 0-0
Volume 714 435 -279 -39.1% 29,547
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 958-3 950-5 911-1
R3 936-3 928-5 905-0
R2 914-3 914-3 903-0
R1 906-5 906-5 901-0 910-4
PP 892-3 892-3 892-3 894-2
S1 884-5 884-5 897-0 888-4
S2 870-3 870-3 895-0
S3 848-3 862-5 893-0
S4 826-3 840-5 886-7
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1001-4 984-0 903-0
R3 957-6 940-2 891-0
R2 914-0 914-0 887-0
R1 896-4 896-4 883-0 905-2
PP 870-2 870-2 870-2 874-5
S1 852-6 852-6 875-0 861-4
S2 826-4 826-4 871-0
S3 782-6 809-0 867-0
S4 739-0 765-2 855-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902-0 873-0 29-0 3.2% 14-4 1.6% 90% False False 1,232
10 902-0 844-0 58-0 6.5% 13-4 1.5% 95% False False 7,017
20 985-0 844-0 141-0 15.7% 17-4 1.9% 39% False False 40,541
40 1040-0 844-0 196-0 21.8% 21-7 2.4% 28% False False 64,371
60 1040-0 844-0 196-0 21.8% 22-4 2.5% 28% False False 61,863
80 1040-0 780-0 260-0 28.9% 22-2 2.5% 46% False False 52,360
100 1040-0 780-0 260-0 28.9% 23-7 2.7% 46% False False 43,940
120 1242-0 780-0 462-0 51.4% 24-5 2.7% 26% False False 37,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 993-4
2.618 957-5
1.618 935-5
1.000 922-0
0.618 913-5
HIGH 900-0
0.618 891-5
0.500 889-0
0.382 886-3
LOW 878-0
0.618 864-3
1.000 856-0
1.618 842-3
2.618 820-3
4.250 784-4
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 895-5 895-1
PP 892-3 891-3
S1 889-0 887-4

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

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