CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	934-0	910-0	-24-0	-2.6%	960-0
High	938-0	913-0	-25-0	-2.7%	968-0
Low	915-0	890-0	-25-0	-2.7%	924-0
Close	925-0	895-0	-30-0	-3.2%	945-0
Range	23-0	23-0	0-0	0.0%	44-0
ATR	25-2	26-0	0-6	2.8%	0-0
Volume	11,949	8,069	-3,880	-32.5%	46,426

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	968-3	954-5	907-5
R3	945-3	931-5	901-3
R2	922-3	922-3	899-2
R1	908-5	908-5	897-1	904-0
PP	899-3	899-3	899-3	897-0
S1	885-5	885-5	892-7	881-0
S2	876-3	876-3	890-6
S3	853-3	862-5	888-5
S4	830-3	839-5	882-3

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1077-5	1055-3	969-2
R3	1033-5	1011-3	957-1
R2	989-5	989-5	953-1
R1	967-3	967-3	949-0	956-4
PP	945-5	945-5	945-5	940-2
S1	923-3	923-3	941-0	912-4
S2	901-5	901-5	936-7
S3	857-5	879-3	932-7
S4	813-5	835-3	920-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	954-0	890-0	64-0	7.2%	18-7	2.1%	8%	False	True	9,526
10	973-0	890-0	83-0	9.3%	20-4	2.3%	6%	False	True	9,778
20	1038-0	890-0	148-0	16.5%	22-5	2.5%	3%	False	True	10,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	3-2

Fibonacci Retracements and Extensions
4.250	1010-6
2.618	973-2
1.618	950-2
1.000	936-0
0.618	927-2
HIGH	913-0
0.618	904-2
0.500	901-4
0.382	898-6
LOW	890-0
0.618	875-6
1.000	867-0
1.618	852-6
2.618	829-6
4.250	792-2

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	901-4	922-0
PP	899-3	913-0
S1	897-1	904-0

Download as Excel Spreadsheet

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

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