CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 976-0 928-0 -48-0 -4.9% 1022-4
High 981-0 930-0 -51-0 -5.2% 1029-0
Low 962-0 905-0 -57-0 -5.9% 962-0
Close 962-0 908-0 -54-0 -5.6% 962-0
Range 19-0 25-0 6-0 31.6% 67-0
ATR 25-7 28-1 2-2 8.6% 0-0
Volume 17,167 13,485 -3,682 -21.4% 83,006
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 989-3 973-5 921-6
R3 964-3 948-5 914-7
R2 939-3 939-3 912-5
R1 923-5 923-5 910-2 919-0
PP 914-3 914-3 914-3 912-0
S1 898-5 898-5 905-6 894-0
S2 889-3 889-3 903-3
S3 864-3 873-5 901-1
S4 839-3 848-5 894-2
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1185-3 1140-5 998-7
R3 1118-3 1073-5 980-3
R2 1051-3 1051-3 974-2
R1 1006-5 1006-5 968-1 995-4
PP 984-3 984-3 984-3 978-6
S1 939-5 939-5 955-7 928-4
S2 917-3 917-3 949-6
S3 850-3 872-5 943-5
S4 783-3 805-5 925-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1020-0 905-0 115-0 12.7% 20-1 2.2% 3% False True 13,908
10 1029-0 905-0 124-0 13.7% 20-0 2.2% 2% False True 19,062
20 1054-4 905-0 149-4 16.5% 22-4 2.5% 2% False True 18,426
40 1059-0 885-0 174-0 19.2% 22-4 2.5% 13% False False 14,774
60 1059-0 797-0 262-0 28.9% 21-6 2.4% 42% False False 11,868
80 1059-0 797-0 262-0 28.9% 22-7 2.5% 42% False False 10,039
100 1255-0 797-0 458-0 50.4% 23-1 2.5% 24% False False 9,091
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 4-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1036-2
2.618 995-4
1.618 970-4
1.000 955-0
0.618 945-4
HIGH 930-0
0.618 920-4
0.500 917-4
0.382 914-4
LOW 905-0
0.618 889-4
1.000 880-0
1.618 864-4
2.618 839-4
4.250 798-6
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 917-4 948-4
PP 914-3 935-0
S1 911-1 921-4

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

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