CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	975-0	951-0	-24-0	-2.5%	994-0
High	984-0	973-0	-11-0	-1.1%	1008-0
Low	946-0	951-0	5-0	0.5%	943-0
Close	953-4	974-0	20-4	2.1%	972-0
Range	38-0	22-0	-16-0	-42.1%	65-0
ATR
Volume	12,822	11,186	-1,636	-12.8%	66,722

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1032-0	1025-0	986-1
R3	1010-0	1003-0	980-0
R2	988-0	988-0	978-0
R1	981-0	981-0	976-0	984-4
PP	966-0	966-0	966-0	967-6
S1	959-0	959-0	972-0	962-4
S2	944-0	944-0	970-0
S3	922-0	937-0	968-0
S4	900-0	915-0	961-7

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	4.3%	27-6	2.9%	74%	False	False	12,760
10	1030-0	943-0	87-0	8.9%	25-0	2.6%	36%	False	False	11,883

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

Fibonacci Retracements and Extensions
4.250	1066-4
2.618	1030-5
1.618	1008-5
1.000	995-0
0.618	986-5
HIGH	973-0
0.618	964-5
0.500	962-0
0.382	959-3
LOW	951-0
0.618	937-3
1.000	929-0
1.618	915-3
2.618	893-3
4.250	857-4

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	970-0	971-0
PP	966-0	968-0
S1	962-0	965-0

Download as Excel Spreadsheet

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

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