CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	833-0	837-0	4-0	0.5%	859-0
High	839-0	848-0	9-0	1.1%	863-0
Low	830-0	825-4	-4-4	-0.5%	822-0
Close	840-0	838-0	-2-0	-0.2%	830-4
Range	9-0	22-4	13-4	150.0%	41-0
ATR	22-0	22-0	0-0	0.2%	0-0
Volume	5,948	5,766	-182	-3.1%	41,306

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	904-5	893-7	850-3
R3	882-1	871-3	844-2
R2	859-5	859-5	842-1
R1	848-7	848-7	840-0	854-2
PP	837-1	837-1	837-1	839-7
S1	826-3	826-3	836-0	831-6
S2	814-5	814-5	833-7
S3	792-1	803-7	831-6
S4	769-5	781-3	825-5

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	852-0	822-0	30-0	3.6%	12-6	1.5%	53%	False	False	8,548
10	932-0	822-0	110-0	13.1%	14-2	1.7%	15%	False	False	8,754
20	958-4	822-0	136-4	16.3%	16-7	2.0%	12%	False	False	9,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-6
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	943-5
2.618	906-7
1.618	884-3
1.000	870-4
0.618	861-7
HIGH	848-0
0.618	839-3
0.500	836-6
0.382	834-1
LOW	825-4
0.618	811-5
1.000	803-0
1.618	789-1
2.618	766-5
4.250	729-7

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	837-5	837-5
PP	837-1	837-1
S1	836-6	836-6

Download as Excel Spreadsheet

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

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