CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	823-0	810-0	-13-0	-1.6%	840-0
High	832-0	810-0	-22-0	-2.6%	853-0
Low	819-0	789-0	-30-0	-3.7%	819-0
Close	827-4	793-0	-34-4	-4.2%	827-4
Range	13-0	21-0	8-0	61.5%	34-0
ATR	21-6	22-7	1-2	5.5%	0-0
Volume	19,644	12,163	-7,481	-38.1%	47,316

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	860-3	847-5	804-4
R3	839-3	826-5	798-6
R2	818-3	818-3	796-7
R1	805-5	805-5	794-7	801-4
PP	797-3	797-3	797-3	795-2
S1	784-5	784-5	791-1	780-4
S2	776-3	776-3	789-1
S3	755-3	763-5	787-2
S4	734-3	742-5	781-4

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	935-1	915-3	846-2
R3	901-1	881-3	836-7
R2	867-1	867-1	833-6
R1	847-3	847-3	830-5	840-2
PP	833-1	833-1	833-1	829-5
S1	813-3	813-3	824-3	806-2
S2	799-1	799-1	821-2
S3	765-1	779-3	818-1
S4	731-1	745-3	808-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	853-0	789-0	64-0	8.1%	17-1	2.2%	6%	False	True	9,937
10	863-0	789-0	74-0	9.3%	15-0	1.9%	5%	False	True	10,078
20	958-4	789-0	169-4	21.4%	17-1	2.2%	2%	False	True	9,830

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

Fibonacci Retracements and Extensions
4.250	899-2
2.618	865-0
1.618	844-0
1.000	831-0
0.618	823-0
HIGH	810-0
0.618	802-0
0.500	799-4
0.382	797-0
LOW	789-0
0.618	776-0
1.000	768-0
1.618	755-0
2.618	734-0
4.250	699-6

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	799-4	821-0
PP	797-3	811-5
S1	795-1	802-3

Download as Excel Spreadsheet

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

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