CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	834-0	840-0	6-0	0.7%	859-0
High	838-0	841-0	3-0	0.4%	863-0
Low	822-0	833-0	11-0	1.3%	822-0
Close	830-4	840-0	9-4	1.1%	830-4
Range	16-0	8-0	-8-0	-50.0%	41-0
ATR	23-7	22-7	-1-0	-4.0%	0-0
Volume	9,958	9,791	-167	-1.7%	41,306

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	862-0	859-0	844-3
R3	854-0	851-0	842-2
R2	846-0	846-0	841-4
R1	843-0	843-0	840-6	844-0
PP	838-0	838-0	838-0	838-4
S1	835-0	835-0	839-2	836-0
S2	830-0	830-0	838-4
S3	822-0	827-0	837-6
S4	814-0	819-0	835-5

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	961-4	937-0	853-0
R3	920-4	896-0	841-6
R2	879-4	879-4	838-0
R1	855-0	855-0	834-2	846-6
PP	838-4	838-4	838-4	834-3
S1	814-0	814-0	826-6	805-6
S2	797-4	797-4	823-0
S3	756-4	773-0	819-2
S4	715-4	732-0	808-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863-0	822-0	41-0	4.9%	12-6	1.5%	44%	False	False	10,219
10	958-4	822-0	136-4	16.3%	14-6	1.8%	13%	False	False	9,593
20	968-0	822-0	146-0	17.4%	17-4	2.1%	12%	False	False	9,667

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	875-0
2.618	862-0
1.618	854-0
1.000	849-0
0.618	846-0
HIGH	841-0
0.618	838-0
0.500	837-0
0.382	836-0
LOW	833-0
0.618	828-0
1.000	825-0
1.618	820-0
2.618	812-0
4.250	799-0

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	839-0	839-0
PP	838-0	838-0
S1	837-0	837-0

Download as Excel Spreadsheet

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

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