CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 836-0 829-0 -7-0 -0.8% 810-0
High 841-4 842-0 0-4 0.1% 819-0
Low 816-0 824-0 8-0 1.0% 784-0
Close 817-0 841-4 24-4 3.0% 815-0
Range 25-4 18-0 -7-4 -29.4% 35-0
ATR 22-3 22-4 0-2 0.9% 0-0
Volume 13,614 10,801 -2,813 -20.7% 62,187
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 889-7 883-5 851-3
R3 871-7 865-5 846-4
R2 853-7 853-7 844-6
R1 847-5 847-5 843-1 850-6
PP 835-7 835-7 835-7 837-3
S1 829-5 829-5 839-7 832-6
S2 817-7 817-7 838-2
S3 799-7 811-5 836-4
S4 781-7 793-5 831-5
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
5 849-0 802-4 46-4 5.5% 18-6 2.2% 84% False False 10,476
10 849-0 784-0 65-0 7.7% 16-2 1.9% 88% False False 12,048
20 916-0 784-0 132-0 15.7% 15-4 1.8% 44% False False 10,358
40 985-0 784-0 201-0 23.9% 18-6 2.2% 29% False False 10,391
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 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 918-4
2.618 889-1
1.618 871-1
1.000 860-0
0.618 853-1
HIGH 842-0
0.618 835-1
0.500 833-0
0.382 830-7
LOW 824-0
0.618 812-7
1.000 806-0
1.618 794-7
2.618 776-7
4.250 747-4
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 838-5 838-4
PP 835-7 835-4
S1 833-0 832-4

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

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