CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 885-0 885-0 0-0 0.0% 928-0
High 892-0 894-4 2-4 0.3% 930-0
Low 873-0 865-0 -8-0 -0.9% 860-0
Close 885-0 873-2 -11-6 -1.3% 869-2
Range 19-0 29-4 10-4 55.3% 70-0
ATR 25-0 25-3 0-3 1.3% 0-0
Volume 12,105 14,959 2,854 23.6% 80,306
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 966-1 949-1 889-4
R3 936-5 919-5 881-3
R2 907-1 907-1 878-5
R1 890-1 890-1 876-0 883-7
PP 877-5 877-5 877-5 874-4
S1 860-5 860-5 870-4 854-3
S2 848-1 848-1 867-7
S3 818-5 831-1 865-1
S4 789-1 801-5 857-0
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1096-3 1052-7 907-6
R3 1026-3 982-7 888-4
R2 956-3 956-3 882-1
R1 912-7 912-7 875-5 899-5
PP 886-3 886-3 886-3 879-6
S1 842-7 842-7 862-7 829-5
S2 816-3 816-3 856-3
S3 746-3 772-7 850-0
S4 676-3 702-7 830-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 894-4 860-0 34-4 4.0% 19-2 2.2% 38% True False 17,894
10 992-0 860-0 132-0 15.1% 19-5 2.2% 10% False False 17,926
20 1029-0 860-0 169-0 19.4% 19-3 2.2% 8% False False 18,129
40 1059-0 860-0 199-0 22.8% 22-3 2.6% 7% False False 17,271
60 1059-0 797-0 262-0 30.0% 21-5 2.5% 29% False False 13,596
80 1059-0 797-0 262-0 30.0% 21-5 2.5% 29% False False 11,247
100 1069-0 797-0 272-0 31.1% 22-6 2.6% 28% False False 10,154
120 1262-0 797-0 465-0 53.2% 23-4 2.7% 16% False False 8,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-6
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1019-7
2.618 971-6
1.618 942-2
1.000 924-0
0.618 912-6
HIGH 894-4
0.618 883-2
0.500 879-6
0.382 876-2
LOW 865-0
0.618 846-6
1.000 835-4
1.618 817-2
2.618 787-6
4.250 739-5
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 879-6 879-6
PP 877-5 877-5
S1 875-3 875-3

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

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