CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	831-0	835-0	4-0	0.5%	810-0
High	833-4	849-0	15-4	1.9%	819-0
Low	816-0	832-0	16-0	2.0%	784-0
Close	817-4	835-4	18-0	2.2%	815-0
Range	17-4	17-0	-0-4	-2.9%	35-0
ATR	21-3	22-1	0-6	3.4%	0-0
Volume	8,158	6,081	-2,077	-25.5%	62,187

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	889-7	879-5	844-7
R3	872-7	862-5	840-1
R2	855-7	855-7	838-5
R1	845-5	845-5	837-0	850-6
PP	838-7	838-7	838-7	841-3
S1	828-5	828-5	834-0	833-6
S2	821-7	821-7	832-3
S3	804-7	811-5	830-7
S4	787-7	794-5	826-1

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	849-0	799-4	49-4	5.9%	14-3	1.7%	73%	True	False	10,784
10	853-0	784-0	69-0	8.3%	16-2	1.9%	75%	False	False	10,800
20	948-0	784-0	164-0	19.6%	15-0	1.8%	31%	False	False	9,869
40	1008-0	784-0	224-0	26.8%	19-1	2.3%	23%	False	False	10,454

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	4-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	921-2
2.618	893-4
1.618	876-4
1.000	866-0
0.618	859-4
HIGH	849-0
0.618	842-4
0.500	840-4
0.382	838-4
LOW	832-0
0.618	821-4
1.000	815-0
1.618	804-4
2.618	787-4
4.250	759-6

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	840-4	832-2
PP	838-7	829-0
S1	837-1	825-6

Download as Excel Spreadsheet

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

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