CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	980-0	975-0	-5-0	-0.5%	994-0
High	980-0	984-0	4-0	0.4%	1008-0
Low	961-0	946-0	-15-0	-1.6%	943-0
Close	972-0	953-4	-18-4	-1.9%	972-0
Range	19-0	38-0	19-0	100.0%	65-0
ATR
Volume	15,156	12,822	-2,334	-15.4%	66,722

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1075-1	1052-3	974-3
R3	1037-1	1014-3	964-0
R2	999-1	999-1	960-4
R1	976-3	976-3	957-0	968-6
PP	961-1	961-1	961-1	957-3
S1	938-3	938-3	950-0	930-6
S2	923-1	923-1	946-4
S3	885-1	900-3	943-0
S4	847-1	862-3	932-5

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1169-3	1135-5	1007-6
R3	1104-3	1070-5	989-7
R2	1039-3	1039-3	983-7
R1	1005-5	1005-5	978-0	990-0
PP	974-3	974-3	974-3	966-4
S1	940-5	940-5	966-0	925-0
S2	909-3	909-3	960-1
S3	844-3	875-5	954-1
S4	779-3	810-5	936-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	985-0	943-0	42-0	4.4%	26-2	2.7%	25%	False	False	13,207
10	1038-0	943-0	95-0	10.0%	24-6	2.6%	11%	False	False	11,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1145-4
2.618	1083-4
1.618	1045-4
1.000	1022-0
0.618	1007-4
HIGH	984-0
0.618	969-4
0.500	965-0
0.382	960-4
LOW	946-0
0.618	922-4
1.000	908-0
1.618	884-4
2.618	846-4
4.250	784-4

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	965-0	965-4
PP	961-1	961-4
S1	957-3	957-4

Download as Excel Spreadsheet

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

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