CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	829-0	849-0	20-0	2.4%	831-0
High	842-0	849-0	7-0	0.8%	849-0
Low	824-0	820-0	-4-0	-0.5%	816-0
Close	841-4	823-6	-17-6	-2.1%	823-6
Range	18-0	29-0	11-0	61.1%	33-0
ATR	22-4	23-0	0-4	2.1%	0-0
Volume	10,801	9,849	-952	-8.8%	48,503

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	917-7	899-7	839-6
R3	888-7	870-7	831-6
R2	859-7	859-7	829-1
R1	841-7	841-7	826-3	836-3
PP	830-7	830-7	830-7	828-2
S1	812-7	812-7	821-1	807-3
S2	801-7	801-7	818-3
S3	772-7	783-7	815-6
S4	743-7	754-7	807-6

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	928-5	909-1	841-7
R3	895-5	876-1	832-7
R2	862-5	862-5	829-6
R1	843-1	843-1	826-6	836-3
PP	829-5	829-5	829-5	826-2
S1	810-1	810-1	820-6	803-3
S2	796-5	796-5	817-6
S3	763-5	777-1	814-5
S4	730-5	744-1	805-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	849-0	816-0	33-0	4.0%	21-3	2.6%	23%	True	False	9,700
10	849-0	784-0	65-0	7.9%	17-7	2.2%	61%	True	False	11,069
20	906-0	784-0	122-0	14.8%	16-1	2.0%	33%	False	False	10,496
40	985-0	784-0	201-0	24.4%	18-6	2.3%	20%	False	False	10,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-7
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	972-2
2.618	924-7
1.618	895-7
1.000	878-0
0.618	866-7
HIGH	849-0
0.618	837-7
0.500	834-4
0.382	831-1
LOW	820-0
0.618	802-1
1.000	791-0
1.618	773-1
2.618	744-1
4.250	696-6

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	834-4	832-4
PP	830-7	829-5
S1	827-3	826-5

Download as Excel Spreadsheet

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

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