CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 869-0 855-0 -14-0 -1.6% 874-4
High 878-0 858-0 -20-0 -2.3% 890-4
Low 863-0 843-0 -20-0 -2.3% 852-0
Close 868-4 852-0 -16-4 -1.9% 872-0
Range 15-0 15-0 0-0 0.0% 38-4
ATR 25-4 25-4 0-0 0.0% 0-0
Volume 83,332 69,720 -13,612 -16.3% 354,068
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 896-0 889-0 860-2
R3 881-0 874-0 856-1
R2 866-0 866-0 854-6
R1 859-0 859-0 853-3 855-0
PP 851-0 851-0 851-0 849-0
S1 844-0 844-0 850-5 840-0
S2 836-0 836-0 849-2
S3 821-0 829-0 847-7
S4 806-0 814-0 843-6
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 987-0 968-0 893-1
R3 948-4 929-4 882-5
R2 910-0 910-0 879-0
R1 891-0 891-0 875-4 881-2
PP 871-4 871-4 871-4 866-5
S1 852-4 852-4 868-4 842-6
S2 833-0 833-0 865-0
S3 794-4 814-0 861-3
S4 756-0 775-4 850-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 878-0 838-4 39-4 4.6% 16-3 1.9% 34% False False 78,969
10 890-4 838-4 52-0 6.1% 18-5 2.2% 26% False False 69,635
20 1023-4 838-4 185-0 21.7% 20-1 2.4% 7% False False 53,093
40 1048-0 838-4 209-4 24.6% 22-4 2.6% 6% False False 36,919
60 1048-0 827-0 221-0 25.9% 21-2 2.5% 11% False False 26,431
80 1048-0 787-4 260-4 30.6% 20-6 2.4% 25% False False 20,800
100 1048-0 787-4 260-4 30.6% 21-7 2.6% 25% False False 17,231
120 1247-0 787-4 459-4 53.9% 21-3 2.5% 14% False False 14,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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
Fibonacci Retracements and Extensions
4.250 921-6
2.618 897-2
1.618 882-2
1.000 873-0
0.618 867-2
HIGH 858-0
0.618 852-2
0.500 850-4
0.382 848-6
LOW 843-0
0.618 833-6
1.000 828-0
1.618 818-6
2.618 803-6
4.250 779-2
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 851-4 860-4
PP 851-0 857-5
S1 850-4 854-7

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

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