CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 890-0 887-0 -3-0 -0.3% 834-0
High 893-0 888-4 -4-4 -0.5% 899-0
Low 877-0 880-0 3-0 0.3% 826-0
Close 880-0 880-4 0-4 0.1% 893-0
Range 16-0 8-4 -7-4 -46.9% 73-0
ATR 21-6 20-6 -1-0 -4.4% 0-0
Volume 15,783 18,646 2,863 18.1% 93,506
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 908-4 903-0 885-1
R3 900-0 894-4 882-7
R2 891-4 891-4 882-0
R1 886-0 886-0 881-2 884-4
PP 883-0 883-0 883-0 882-2
S1 877-4 877-4 879-6 876-0
S2 874-4 874-4 879-0
S3 866-0 869-0 878-1
S4 857-4 860-4 875-7
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
5 913-0 877-0 36-0 4.1% 13-5 1.5% 10% False False 17,594
10 913-0 820-0 93-0 10.6% 17-2 2.0% 65% False False 16,519
20 913-0 784-0 129-0 14.7% 16-6 1.9% 75% False False 14,284
40 958-4 784-0 174-4 19.8% 17-0 1.9% 55% False False 11,634
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 3-0
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 924-5
2.618 910-6
1.618 902-2
1.000 897-0
0.618 893-6
HIGH 888-4
0.618 885-2
0.500 884-2
0.382 883-2
LOW 880-0
0.618 874-6
1.000 871-4
1.618 866-2
2.618 857-6
4.250 843-7
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 884-2 889-2
PP 883-0 886-3
S1 881-6 883-3

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

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