CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	834-0	852-0	18-0	2.2%	831-0
High	857-0	864-4	7-4	0.9%	849-0
Low	826-0	852-0	26-0	3.1%	816-0
Close	850-4	861-0	10-4	1.2%	823-6
Range	31-0	12-4	-18-4	-59.7%	33-0
ATR	23-6	23-0	-0-6	-2.9%	0-0
Volume	18,117	18,510	393	2.2%	48,503

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	896-5	891-3	867-7
R3	884-1	878-7	864-4
R2	871-5	871-5	863-2
R1	866-3	866-3	862-1	869-0
PP	859-1	859-1	859-1	860-4
S1	853-7	853-7	859-7	856-4
S2	846-5	846-5	858-6
S3	834-1	841-3	857-4
S4	821-5	828-7	854-1

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	864-4	816-0	48-4	5.6%	23-2	2.7%	93%	True	False	14,178
10	864-4	799-4	65-0	7.5%	18-6	2.2%	95%	True	False	12,481
20	864-4	784-0	80-4	9.3%	16-6	1.9%	96%	True	False	11,428
40	984-0	784-0	200-0	23.2%	18-4	2.2%	39%	False	False	10,558

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-3
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	917-5
2.618	897-2
1.618	884-6
1.000	877-0
0.618	872-2
HIGH	864-4
0.618	859-6
0.500	858-2
0.382	856-6
LOW	852-0
0.618	844-2
1.000	839-4
1.618	831-6
2.618	819-2
4.250	798-7

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	860-1	854-6
PP	859-1	848-4
S1	858-2	842-2

Download as Excel Spreadsheet

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

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