CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	852-0	859-0	7-0	0.8%	831-0
High	864-4	864-4	0-0	0.0%	849-0
Low	852-0	852-4	0-4	0.1%	816-0
Close	861-0	856-0	-5-0	-0.6%	823-6
Range	12-4	12-0	-0-4	-4.0%	33-0
ATR	23-0	22-2	-0-6	-3.4%	0-0
Volume	18,510	17,816	-694	-3.7%	48,503

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	893-5	886-7	862-5
R3	881-5	874-7	859-2
R2	869-5	869-5	858-2
R1	862-7	862-7	857-1	860-2
PP	857-5	857-5	857-5	856-3
S1	850-7	850-7	854-7	848-2
S2	845-5	845-5	853-6
S3	833-5	838-7	852-6
S4	821-5	826-7	849-3

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	820-0	44-4	5.2%	20-4	2.4%	81%	True	False	15,018
10	864-4	799-4	65-0	7.6%	18-6	2.2%	87%	True	False	13,132
20	864-4	784-0	80-4	9.4%	16-4	1.9%	89%	True	False	11,684
40	973-0	784-0	189-0	22.1%	17-7	2.1%	38%	False	False	10,683

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	4-0
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	915-4
2.618	895-7
1.618	883-7
1.000	876-4
0.618	871-7
HIGH	864-4
0.618	859-7
0.500	858-4
0.382	857-1
LOW	852-4
0.618	845-1
1.000	840-4
1.618	833-1
2.618	821-1
4.250	801-4

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	858-4	852-3
PP	857-5	848-7
S1	856-7	845-2

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