CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	808-4	831-0	22-4	2.8%	810-0
High	818-4	833-4	15-0	1.8%	819-0
Low	802-4	816-0	13-4	1.7%	784-0
Close	815-0	817-4	2-4	0.3%	815-0
Range	16-0	17-4	1-4	9.4%	35-0
ATR	21-5	21-3	-0-2	-1.0%	0-0
Volume	13,726	8,158	-5,568	-40.6%	62,187

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	874-7	863-5	827-1
R3	857-3	846-1	822-2
R2	839-7	839-7	820-6
R1	828-5	828-5	819-1	825-4
PP	822-3	822-3	822-3	820-6
S1	811-1	811-1	815-7	808-0
S2	804-7	804-7	814-2
S3	787-3	793-5	812-6
S4	769-7	776-1	807-7

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	833-4	784-0	49-4	6.1%	13-6	1.7%	68%	True	False	11,636
10	853-0	784-0	69-0	8.4%	15-3	1.9%	49%	False	False	10,787
20	958-4	784-0	174-4	21.3%	15-1	1.8%	19%	False	False	10,190
40	1030-0	784-0	246-0	30.1%	19-1	2.3%	14%	False	False	10,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	907-7
2.618	879-3
1.618	861-7
1.000	851-0
0.618	844-3
HIGH	833-4
0.618	826-7
0.500	824-6
0.382	822-5
LOW	816-0
0.618	805-1
1.000	798-4
1.618	787-5
2.618	770-1
4.250	741-5

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	824-6	817-1
PP	822-3	816-7
S1	819-7	816-4

Download as Excel Spreadsheet

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

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