CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	913-0	894-0	-19-0	-2.1%	834-0
High	913-0	901-4	-11-4	-1.3%	899-0
Low	893-4	888-4	-5-0	-0.6%	826-0
Close	895-4	896-4	1-0	0.1%	893-0
Range	19-4	13-0	-6-4	-33.3%	73-0
ATR	22-5	21-7	-0-5	-3.0%	0-0
Volume	12,607	14,808	2,201	17.5%	93,506

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	934-4	928-4	903-5
R3	921-4	915-4	900-1
R2	908-4	908-4	898-7
R1	902-4	902-4	897-6	905-4
PP	895-4	895-4	895-4	897-0
S1	889-4	889-4	895-2	892-4
S2	882-4	882-4	894-1
S3	869-4	876-4	892-7
S4	856-4	863-4	889-3

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	852-4	60-4	6.7%	15-1	1.7%	73%	False	False	16,858
10	913-0	816-0	97-0	10.8%	19-1	2.1%	83%	False	False	15,518
20	913-0	784-0	129-0	14.4%	17-5	2.0%	87%	False	False	13,159
40	958-4	784-0	174-4	19.5%	17-0	1.9%	64%	False	False	11,320

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	956-6
2.618	935-4
1.618	922-4
1.000	914-4
0.618	909-4
HIGH	901-4
0.618	896-4
0.500	895-0
0.382	893-4
LOW	888-4
0.618	880-4
1.000	875-4
1.618	867-4
2.618	854-4
4.250	833-2

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	896-0	898-4
PP	895-4	897-7
S1	895-0	897-1

Download as Excel Spreadsheet

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

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