CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	885-0	895-0	10-0	1.1%	834-0
High	899-0	895-0	-4-0	-0.4%	899-0
Low	879-0	884-0	5-0	0.6%	826-0
Close	892-4	893-0	0-4	0.1%	893-0
Range	20-0	11-0	-9-0	-45.0%	73-0
ATR	23-6	22-6	-0-7	-3.8%	0-0
Volume	12,933	26,130	13,197	102.0%	93,506

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	923-5	919-3	899-0
R3	912-5	908-3	896-0
R2	901-5	901-5	895-0
R1	897-3	897-3	894-0	894-0
PP	890-5	890-5	890-5	889-0
S1	886-3	886-3	892-0	883-0
S2	879-5	879-5	891-0
S3	868-5	875-3	890-0
S4	857-5	864-3	887-0

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1091-5	1065-3	933-1
R3	1018-5	992-3	913-1
R2	945-5	945-5	906-3
R1	919-3	919-3	899-6	932-4
PP	872-5	872-5	872-5	879-2
S1	846-3	846-3	886-2	859-4
S2	799-5	799-5	879-5
S3	726-5	773-3	872-7
S4	653-5	700-3	852-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	899-0	826-0	73-0	8.2%	17-2	1.9%	92%	False	False	18,701
10	899-0	816-0	83-0	9.3%	19-3	2.2%	93%	False	False	14,200
20	899-0	784-0	115-0	12.9%	16-7	1.9%	95%	False	False	12,575
40	968-0	784-0	184-0	20.6%	17-5	2.0%	59%	False	False	11,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-4
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	941-6
2.618	923-6
1.618	912-6
1.000	906-0
0.618	901-6
HIGH	895-0
0.618	890-6
0.500	889-4
0.382	888-2
LOW	884-0
0.618	877-2
1.000	873-0
1.618	866-2
2.618	855-2
4.250	837-2

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	891-7	887-2
PP	890-5	881-4
S1	889-4	875-6

Download as Excel Spreadsheet

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

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