CME Pit-Traded Soybean Future November 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	868-0	843-0	-25-0	-2.9%	913-0
High	872-0	850-4	-21-4	-2.5%	913-0
Low	861-0	838-0	-23-0	-2.7%	861-0
Close	860-6	842-0	-18-6	-2.2%	860-6
Range	11-0	12-4	1-4	13.6%	52-0
ATR	20-6	20-7	0-1	0.7%	0-0
Volume	15,480	18,847	3,367	21.8%	77,324

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	881-0	874-0	848-7
R3	868-4	861-4	845-4
R2	856-0	856-0	844-2
R1	849-0	849-0	843-1	846-2
PP	843-4	843-4	843-4	842-1
S1	836-4	836-4	840-7	833-6
S2	831-0	831-0	839-6
S3	818-4	824-0	838-4
S4	806-0	811-4	835-1

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	901-4	838-0	63-4	7.5%	12-2	1.4%	6%	False	True	16,712
10	913-0	838-0	75-0	8.9%	13-5	1.6%	5%	False	True	17,156
20	913-0	784-0	129-0	15.3%	16-2	1.9%	45%	False	False	14,410
40	958-4	784-0	174-4	20.7%	16-6	2.0%	33%	False	False	12,120

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	3-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	903-5
2.618	883-2
1.618	870-6
1.000	863-0
0.618	858-2
HIGH	850-4
0.618	845-6
0.500	844-2
0.382	842-6
LOW	838-0
0.618	830-2
1.000	825-4
1.618	817-6
2.618	805-2
4.250	784-7

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	844-2	863-2
PP	843-4	856-1
S1	842-6	849-1

Download as Excel Spreadsheet

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

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