CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	947-0	928-0	-19-0	-2.0%	934-0
High	948-0	932-0	-16-0	-1.7%	944-0
Low	930-0	916-0	-14-0	-1.5%	890-0
Close	939-0	917-4	-21-4	-2.3%	946-0
Range	18-0	16-0	-2-0	-11.1%	54-0
ATR	24-6	24-5	-0-1	-0.5%	0-0
Volume	7,604	7,021	-583	-7.7%	50,996

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	969-7	959-5	926-2
R3	953-7	943-5	921-7
R2	937-7	937-7	920-3
R1	927-5	927-5	919-0	924-6
PP	921-7	921-7	921-7	920-3
S1	911-5	911-5	916-0	908-6
S2	905-7	905-7	914-5
S3	889-7	895-5	913-1
S4	873-7	879-5	908-6

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1088-5	1071-3	975-6
R3	1034-5	1017-3	960-7
R2	980-5	980-5	955-7
R1	963-3	963-3	951-0	972-0
PP	926-5	926-5	926-5	931-0
S1	909-3	909-3	941-0	918-0
S2	872-5	872-5	936-1
S3	818-5	855-3	931-1
S4	764-5	801-3	916-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	958-4	893-0	65-4	7.1%	21-1	2.3%	37%	False	False	9,487
10	958-4	890-0	68-4	7.5%	20-0	2.2%	40%	False	False	9,298
20	985-0	890-0	95-0	10.4%	21-7	2.4%	29%	False	False	10,424

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2-6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1000-0
2.618	973-7
1.618	957-7
1.000	948-0
0.618	941-7
HIGH	932-0
0.618	925-7
0.500	924-0
0.382	922-1
LOW	916-0
0.618	906-1
1.000	900-0
1.618	890-1
2.618	874-1
4.250	848-0

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	924-0	937-2
PP	921-7	930-5
S1	919-5	924-1

Download as Excel Spreadsheet

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

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