CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	895-0	913-0	18-0	2.0%	834-0
High	895-0	913-0	18-0	2.0%	899-0
Low	884-0	893-4	9-4	1.1%	826-0
Close	893-0	895-4	2-4	0.3%	893-0
Range	11-0	19-4	8-4	77.3%	73-0
ATR	22-6	22-5	-0-2	-0.9%	0-0
Volume	26,130	12,607	-13,523	-51.8%	93,506

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	959-1	946-7	906-2
R3	939-5	927-3	900-7
R2	920-1	920-1	899-1
R1	907-7	907-7	897-2	904-2
PP	900-5	900-5	900-5	898-7
S1	888-3	888-3	893-6	884-6
S2	881-1	881-1	891-7
S3	861-5	868-7	890-1
S4	842-1	849-3	884-6

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	913-0	852-0	61-0	6.8%	15-0	1.7%	71%	True	False	17,599
10	913-0	816-0	97-0	10.8%	19-4	2.2%	82%	True	False	14,645
20	913-0	784-0	129-0	14.4%	17-4	2.0%	86%	True	False	12,716
40	968-0	784-0	184-0	20.5%	17-4	2.0%	61%	False	False	11,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	995-7
2.618	964-0
1.618	944-4
1.000	932-4
0.618	925-0
HIGH	913-0
0.618	905-4
0.500	903-2
0.382	901-0
LOW	893-4
0.618	881-4
1.000	874-0
1.618	862-0
2.618	842-4
4.250	810-5

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	903-2	896-0
PP	900-5	895-7
S1	898-1	895-5

Download as Excel Spreadsheet

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

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