CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	805-0	808-4	3-4	0.4%	810-0
High	809-0	818-4	9-4	1.2%	819-0
Low	799-4	802-4	3-0	0.4%	784-0
Close	799-4	815-0	15-4	1.9%	815-0
Range	9-4	16-0	6-4	68.4%	35-0
ATR	21-6	21-5	-0-2	-0.9%	0-0
Volume	14,657	13,726	-931	-6.4%	62,187

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	860-0	853-4	823-6
R3	844-0	837-4	819-3
R2	828-0	828-0	817-7
R1	821-4	821-4	816-4	824-6
PP	812-0	812-0	812-0	813-5
S1	805-4	805-4	813-4	808-6
S2	796-0	796-0	812-1
S3	780-0	789-4	810-5
S4	764-0	773-4	806-2

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	911-0	898-0	834-2
R3	876-0	863-0	824-5
R2	841-0	841-0	821-3
R1	828-0	828-0	818-2	834-4
PP	806-0	806-0	806-0	809-2
S1	793-0	793-0	811-6	799-4
S2	771-0	771-0	808-5
S3	736-0	758-0	805-3
S4	701-0	723-0	795-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	819-0	784-0	35-0	4.3%	14-3	1.8%	89%	False	False	12,437
10	853-0	784-0	69-0	8.5%	14-4	1.8%	45%	False	False	10,950
20	958-4	784-0	174-4	21.4%	15-3	1.9%	18%	False	False	10,168
40	1030-0	784-0	246-0	30.2%	19-1	2.4%	13%	False	False	10,609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	886-4
2.618	860-3
1.618	844-3
1.000	834-4
0.618	828-3
HIGH	818-4
0.618	812-3
0.500	810-4
0.382	808-5
LOW	802-4
0.618	792-5
1.000	786-4
1.618	776-5
2.618	760-5
4.250	734-4

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	813-4	813-1
PP	812-0	811-1
S1	810-4	809-2

Download as Excel Spreadsheet

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

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