CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 883-0 888-0 5-0 0.6% 879-0
High 889-0 890-0 1-0 0.1% 893-0
Low 857-0 867-4 10-4 1.2% 857-0
Close 862-0 876-4 14-4 1.7% 876-4
Range 32-0 22-4 -9-4 -29.7% 36-0
ATR 25-4 25-5 0-1 0.7% 0-0
Volume 74,780 56,089 -18,691 -25.0% 243,357
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 945-4 933-4 888-7
R3 923-0 911-0 882-6
R2 900-4 900-4 880-5
R1 888-4 888-4 878-4 883-2
PP 878-0 878-0 878-0 875-3
S1 866-0 866-0 874-4 860-6
S2 855-4 855-4 872-3
S3 833-0 843-4 870-2
S4 810-4 821-0 864-1
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 983-4 966-0 896-2
R3 947-4 930-0 886-3
R2 911-4 911-4 883-1
R1 894-0 894-0 879-6 884-6
PP 875-4 875-4 875-4 870-7
S1 858-0 858-0 873-2 848-6
S2 839-4 839-4 869-7
S3 803-4 822-0 866-5
S4 767-4 786-0 856-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 893-0 856-0 37-0 4.2% 21-7 2.5% 55% False False 62,483
10 893-0 838-4 54-4 6.2% 19-1 2.2% 70% False False 70,726
20 987-0 838-4 148-4 16.9% 19-7 2.3% 26% False False 60,806
40 1047-0 838-4 208-4 23.8% 22-0 2.5% 18% False False 42,871
60 1048-0 838-4 209-4 23.9% 21-5 2.5% 18% False False 31,102
80 1048-0 787-4 260-4 29.7% 20-4 2.3% 34% False False 24,441
100 1048-0 787-4 260-4 29.7% 21-5 2.5% 34% False False 20,238
120 1247-0 787-4 459-4 52.4% 21-5 2.5% 19% False False 17,274
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 985-5
2.618 948-7
1.618 926-3
1.000 912-4
0.618 903-7
HIGH 890-0
0.618 881-3
0.500 878-6
0.382 876-1
LOW 867-4
0.618 853-5
1.000 845-0
1.618 831-1
2.618 808-5
4.250 771-7
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 878-6 876-0
PP 878-0 875-4
S1 877-2 875-0

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

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