CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	840-0	833-0	-7-0	-0.8%	859-0
High	841-0	839-0	-2-0	-0.2%	863-0
Low	833-0	830-0	-3-0	-0.4%	822-0
Close	840-0	840-0	0-0	0.0%	830-4
Range	8-0	9-0	1-0	12.5%	41-0
ATR	22-7	22-0	-0-7	-4.0%	0-0
Volume	9,791	5,948	-3,843	-39.3%	41,306

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	863-3	860-5	845-0
R3	854-3	851-5	842-4
R2	845-3	845-3	841-5
R1	842-5	842-5	840-7	844-0
PP	836-3	836-3	836-3	837-0
S1	833-5	833-5	839-1	835-0
S2	827-3	827-3	838-3
S3	818-3	824-5	837-4
S4	809-3	815-5	835-0

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	852-0	822-0	30-0	3.6%	11-2	1.3%	60%	False	False	9,933
10	948-0	822-0	126-0	15.0%	13-6	1.6%	14%	False	False	8,938
20	958-4	822-0	136-4	16.3%	16-3	2.0%	13%	False	False	9,481

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	877-2
2.618	862-4
1.618	853-4
1.000	848-0
0.618	844-4
HIGH	839-0
0.618	835-4
0.500	834-4
0.382	833-4
LOW	830-0
0.618	824-4
1.000	821-0
1.618	815-4
2.618	806-4
4.250	791-6

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	838-1	837-1
PP	836-3	834-3
S1	834-4	831-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols