CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	807-0	805-0	-2-0	-0.2%	840-0
High	819-0	809-0	-10-0	-1.2%	853-0
Low	807-0	799-4	-7-4	-0.9%	819-0
Close	810-2	799-4	-10-6	-1.3%	827-4
Range	12-0	9-4	-2-4	-20.8%	34-0
ATR	22-5	21-6	-0-7	-3.7%	0-0
Volume	11,301	14,657	3,356	29.7%	47,316

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	831-1	824-7	804-6
R3	821-5	815-3	802-1
R2	812-1	812-1	801-2
R1	805-7	805-7	800-3	804-2
PP	802-5	802-5	802-5	801-7
S1	796-3	796-3	798-5	794-6
S2	793-1	793-1	797-6
S3	783-5	786-7	796-7
S4	774-1	777-3	794-2

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	832-0	784-0	48-0	6.0%	13-6	1.7%	32%	False	False	13,621
10	853-0	784-0	69-0	8.6%	14-4	1.8%	22%	False	False	10,573
20	958-4	784-0	174-4	21.8%	16-0	2.0%	9%	False	False	10,111
40	1030-0	784-0	246-0	30.8%	19-1	2.4%	6%	False	False	10,458

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	849-3
2.618	833-7
1.618	824-3
1.000	818-4
0.618	814-7
HIGH	809-0
0.618	805-3
0.500	804-2
0.382	803-1
LOW	799-4
0.618	793-5
1.000	790-0
1.618	784-1
2.618	774-5
4.250	759-1

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	804-2	801-4
PP	802-5	800-7
S1	801-1	800-1

Download as Excel Spreadsheet

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

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