CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	835-0	836-0	1-0	0.1%	810-0
High	849-0	841-4	-7-4	-0.9%	819-0
Low	832-0	816-0	-16-0	-1.9%	784-0
Close	835-4	817-0	-18-4	-2.2%	815-0
Range	17-0	25-4	8-4	50.0%	35-0
ATR	22-1	22-3	0-2	1.1%	0-0
Volume	6,081	13,614	7,533	123.9%	62,187

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	901-3	884-5	831-0
R3	875-7	859-1	824-0
R2	850-3	850-3	821-5
R1	833-5	833-5	819-3	829-2
PP	824-7	824-7	824-7	822-5
S1	808-1	808-1	814-5	803-6
S2	799-3	799-3	812-3
S3	773-7	782-5	810-0
S4	748-3	757-1	803-0

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	6.1%	17-1	2.1%	35%	False	False	11,247
10	853-0	784-0	69-0	8.4%	16-4	2.0%	48%	False	False	11,585
20	932-0	784-0	148-0	18.1%	15-3	1.9%	22%	False	False	10,169
40	985-0	784-0	201-0	24.6%	18-5	2.3%	16%	False	False	10,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-4
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	949-7
2.618	908-2
1.618	882-6
1.000	867-0
0.618	857-2
HIGH	841-4
0.618	831-6
0.500	828-6
0.382	825-6
LOW	816-0
0.618	800-2
1.000	790-4
1.618	774-6
2.618	749-2
4.250	707-5

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	828-6	832-4
PP	824-7	827-3
S1	820-7	822-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols