CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 795-0 807-0 12-0 1.5% 840-0
High 797-4 819-0 21-4 2.7% 853-0
Low 784-0 807-0 23-0 2.9% 819-0
Close 791-2 810-2 19-0 2.4% 827-4
Range 13-4 12-0 -1-4 -11.1% 34-0
ATR 22-2 22-5 0-3 1.8% 0-0
Volume 10,340 11,301 961 9.3% 47,316
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 848-1 841-1 816-7
R3 836-1 829-1 813-4
R2 824-1 824-1 812-4
R1 817-1 817-1 811-3 820-5
PP 812-1 812-1 812-1 813-6
S1 805-1 805-1 809-1 808-5
S2 800-1 800-1 808-0
S3 788-1 793-1 807-0
S4 776-1 781-1 803-5
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
5 853-0 784-0 69-0 8.5% 15-7 2.0% 38% False False 11,923
10 853-0 784-0 69-0 8.5% 14-2 1.8% 38% False False 10,235
20 958-4 784-0 174-4 21.5% 16-1 2.0% 15% False False 9,912
40 1038-0 784-0 254-0 31.3% 19-3 2.4% 10% False False 10,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 870-0
2.618 850-3
1.618 838-3
1.000 831-0
0.618 826-3
HIGH 819-0
0.618 814-3
0.500 813-0
0.382 811-5
LOW 807-0
0.618 799-5
1.000 795-0
1.618 787-5
2.618 775-5
4.250 756-0
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 813-0 807-3
PP 812-1 804-3
S1 811-1 801-4

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

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