CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	960-0	930-0	-30-0	-3.1%	975-0
High	968-0	940-0	-28-0	-2.9%	984-0
Low	938-0	927-0	-11-0	-1.2%	937-0
Close	945-4	935-4	-10-0	-1.1%	943-2
Range	30-0	13-0	-17-0	-56.7%	47-0
ATR	27-5	27-0	-0-5	-2.4%	0-0
Volume	9,671	9,141	-530	-5.5%	44,158

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	973-1	967-3	942-5
R3	960-1	954-3	939-1
R2	947-1	947-1	937-7
R1	941-3	941-3	936-6	944-2
PP	934-1	934-1	934-1	935-5
S1	928-3	928-3	934-2	931-2
S2	921-1	921-1	933-1
S3	908-1	915-3	931-7
S4	895-1	902-3	928-3

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1095-6	1066-4	969-1
R3	1048-6	1019-4	956-1
R2	1001-6	1001-6	951-7
R1	972-4	972-4	947-4	963-5
PP	954-6	954-6	954-6	950-2
S1	925-4	925-4	939-0	916-5
S2	907-6	907-6	934-5
S3	860-6	878-4	930-3
S4	813-6	831-4	917-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	973-0	927-0	46-0	4.9%	22-0	2.4%	18%	False	True	10,029
10	985-0	927-0	58-0	6.2%	24-1	2.6%	15%	False	True	11,618

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-3
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	995-2
2.618	974-0
1.618	961-0
1.000	953-0
0.618	948-0
HIGH	940-0
0.618	935-0
0.500	933-4
0.382	932-0
LOW	927-0
0.618	919-0
1.000	914-0
1.618	906-0
2.618	893-0
4.250	871-6

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	934-7	947-4
PP	934-1	943-4
S1	933-4	939-4

Download as Excel Spreadsheet

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

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