CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	887-0	868-0	-19-0	-2.1%	913-0
High	888-4	872-0	-16-4	-1.9%	913-0
Low	880-0	861-0	-19-0	-2.2%	861-0
Close	880-4	860-6	-19-6	-2.2%	860-6
Range	8-4	11-0	2-4	29.4%	52-0
ATR	20-6	20-6	-0-1	-0.4%	0-0
Volume	18,646	15,480	-3,166	-17.0%	77,324

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	897-5	890-1	866-6
R3	886-5	879-1	863-6
R2	875-5	875-5	862-6
R1	868-1	868-1	861-6	866-3
PP	864-5	864-5	864-5	863-6
S1	857-1	857-1	859-6	855-3
S2	853-5	853-5	858-6
S3	842-5	846-1	857-6
S4	831-5	835-1	854-6

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1034-2	999-4	889-3
R3	982-2	947-4	875-0
R2	930-2	930-2	870-2
R1	895-4	895-4	865-4	886-7
PP	878-2	878-2	878-2	874-0
S1	843-4	843-4	856-0	834-7
S2	826-2	826-2	851-2
S3	774-2	791-4	846-4
S4	722-2	739-4	832-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	913-0	861-0	52-0	6.0%	13-5	1.6%	0%	False	True	15,464
10	913-0	826-0	87-0	10.1%	15-4	1.8%	40%	False	False	17,083
20	913-0	784-0	129-0	15.0%	16-5	1.9%	59%	False	False	14,076
40	958-4	784-0	174-4	20.3%	17-0	2.0%	44%	False	False	11,827

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	3-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	918-6
2.618	900-6
1.618	889-6
1.000	883-0
0.618	878-6
HIGH	872-0
0.618	867-6
0.500	866-4
0.382	865-2
LOW	861-0
0.618	854-2
1.000	850-0
1.618	843-2
2.618	832-2
4.250	814-2

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	866-4	877-0
PP	864-5	871-5
S1	862-5	866-1

Download as Excel Spreadsheet

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

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