CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 859-0 843-0 -16-0 -1.9% 953-0
High 863-0 850-0 -13-0 -1.5% 958-4
Low 846-0 835-0 -11-0 -1.3% 892-0
Close 853-0 835-6 -17-2 -2.0% 892-4
Range 17-0 15-0 -2-0 -11.8% 66-4
ATR 25-0 24-4 -0-4 -2.0% 0-0
Volume 7,376 12,691 5,315 72.1% 44,836
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 885-2 875-4 844-0
R3 870-2 860-4 839-7
R2 855-2 855-2 838-4
R1 845-4 845-4 837-1 842-7
PP 840-2 840-2 840-2 839-0
S1 830-4 830-4 834-3 827-7
S2 825-2 825-2 833-0
S3 810-2 815-4 831-5
S4 795-2 800-4 827-4
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
5 932-0 835-0 97-0 11.6% 15-6 1.9% 1% False True 8,960
10 958-4 835-0 123-4 14.8% 18-0 2.1% 1% False True 9,588
20 973-0 835-0 138-0 16.5% 19-2 2.3% 1% False True 9,683
Crabel Price Patterns
NR True
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 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 913-6
2.618 889-2
1.618 874-2
1.000 865-0
0.618 859-2
HIGH 850-0
0.618 844-2
0.500 842-4
0.382 840-6
LOW 835-0
0.618 825-6
1.000 820-0
1.618 810-6
2.618 795-6
4.250 771-2
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 842-4 870-4
PP 840-2 858-7
S1 838-0 847-3

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

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