CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 905-0 859-0 -46-0 -5.1% 953-0
High 906-0 863-0 -43-0 -4.7% 958-4
Low 892-0 846-0 -46-0 -5.2% 892-0
Close 892-4 853-0 -39-4 -4.4% 892-4
Range 14-0 17-0 3-0 21.4% 66-4
ATR 23-3 25-0 1-5 7.0% 0-0
Volume 10,624 7,376 -3,248 -30.6% 44,836
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 905-0 896-0 862-3
R3 888-0 879-0 857-5
R2 871-0 871-0 856-1
R1 862-0 862-0 854-4 858-0
PP 854-0 854-0 854-0 852-0
S1 845-0 845-0 851-4 841-0
S2 837-0 837-0 849-7
S3 820-0 828-0 848-3
S4 803-0 811-0 843-5
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1113-7 1069-5 929-1
R3 1047-3 1003-1 910-6
R2 980-7 980-7 904-6
R1 936-5 936-5 898-5 925-4
PP 914-3 914-3 914-3 908-6
S1 870-1 870-1 886-3 859-0
S2 847-7 847-7 880-2
S3 781-3 803-5 874-2
S4 714-7 737-1 855-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948-0 846-0 102-0 12.0% 16-3 1.9% 7% False True 7,943
10 958-4 846-0 112-4 13.2% 18-6 2.2% 6% False True 9,125
20 984-0 846-0 138-0 16.2% 20-3 2.4% 5% False True 9,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 935-2
2.618 907-4
1.618 890-4
1.000 880-0
0.618 873-4
HIGH 863-0
0.618 856-4
0.500 854-4
0.382 852-4
LOW 846-0
0.618 835-4
1.000 829-0
1.618 818-4
2.618 801-4
4.250 773-6
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 854-4 881-0
PP 854-0 871-5
S1 853-4 862-3

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

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