CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	837-0	840-0	3-0	0.4%	859-0
High	848-0	853-0	5-0	0.6%	863-0
Low	825-4	833-0	7-4	0.9%	822-0
Close	838-0	838-0	0-0	0.0%	830-4
Range	22-4	20-0	-2-4	-11.1%	41-0
ATR	22-0	21-7	-0-1	-0.7%	0-0
Volume	5,766	6,167	401	7.0%	41,306

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	901-3	889-5	849-0
R3	881-3	869-5	843-4
R2	861-3	861-3	841-5
R1	849-5	849-5	839-7	845-4
PP	841-3	841-3	841-3	839-2
S1	829-5	829-5	836-1	825-4
S2	821-3	821-3	834-3
S3	801-3	809-5	832-4
S4	781-3	789-5	827-0

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	853-0	822-0	31-0	3.7%	15-1	1.8%	52%	True	False	7,526
10	916-0	822-0	94-0	11.2%	14-5	1.7%	17%	False	False	8,669
20	958-4	822-0	136-4	16.3%	17-3	2.1%	12%	False	False	8,983

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	4-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	938-0
2.618	905-3
1.618	885-3
1.000	873-0
0.618	865-3
HIGH	853-0
0.618	845-3
0.500	843-0
0.382	840-5
LOW	833-0
0.618	820-5
1.000	813-0
1.618	800-5
2.618	780-5
4.250	748-0

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	843-0	839-2
PP	841-3	838-7
S1	839-5	838-3

Download as Excel Spreadsheet

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

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