CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	849-0	834-0	-15-0	-1.8%	831-0
High	849-0	857-0	8-0	0.9%	849-0
Low	820-0	826-0	6-0	0.7%	816-0
Close	823-6	850-4	26-6	3.2%	823-6
Range	29-0	31-0	2-0	6.9%	33-0
ATR	23-0	23-6	0-6	3.2%	0-0
Volume	9,849	18,117	8,268	83.9%	48,503

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	937-4	925-0	867-4
R3	906-4	894-0	859-0
R2	875-4	875-4	856-1
R1	863-0	863-0	853-3	869-2
PP	844-4	844-4	844-4	847-5
S1	832-0	832-0	847-5	838-2
S2	813-4	813-4	844-7
S3	782-4	801-0	842-0
S4	751-4	770-0	833-4

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	857-0	816-0	41-0	4.8%	24-1	2.8%	84%	True	False	11,692
10	857-0	784-0	73-0	8.6%	18-7	2.2%	91%	True	False	11,664
20	863-0	784-0	79-0	9.3%	16-7	2.0%	84%	False	False	10,871
40	984-0	784-0	200-0	23.5%	18-6	2.2%	33%	False	False	10,475

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	3-5
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	988-6
2.618	938-1
1.618	907-1
1.000	888-0
0.618	876-1
HIGH	857-0
0.618	845-1
0.500	841-4
0.382	837-7
LOW	826-0
0.618	806-7
1.000	795-0
1.618	775-7
2.618	744-7
4.250	694-2

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	847-4	846-4
PP	844-4	842-4
S1	841-4	838-4

Download as Excel Spreadsheet

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

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