CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 843-0 883-0 40-0 4.7% 913-0
High 850-4 893-4 43-0 5.1% 913-0
Low 838-0 870-0 32-0 3.8% 861-0
Close 842-0 892-0 50-0 5.9% 860-6
Range 12-4 23-4 11-0 88.0% 52-0
ATR 20-7 23-0 2-2 10.5% 0-0
Volume 18,847 13,689 -5,158 -27.4% 77,324
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 955-5 947-3 904-7
R3 932-1 923-7 898-4
R2 908-5 908-5 896-2
R1 900-3 900-3 894-1 904-4
PP 885-1 885-1 885-1 887-2
S1 876-7 876-7 889-7 881-0
S2 861-5 861-5 887-6
S3 838-1 853-3 885-4
S4 814-5 829-7 879-1
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
5 893-4 838-0 55-4 6.2% 14-2 1.6% 97% True False 16,489
10 913-0 838-0 75-0 8.4% 14-6 1.6% 72% False False 16,673
20 913-0 799-4 113-4 12.7% 16-6 1.9% 81% False False 14,577
40 958-4 784-0 174-4 19.6% 16-6 1.9% 62% False False 12,164
60 1038-0 784-0 254-0 28.5% 18-4 2.1% 43% False False 11,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 993-3
2.618 955-0
1.618 931-4
1.000 917-0
0.618 908-0
HIGH 893-4
0.618 884-4
0.500 881-6
0.382 879-0
LOW 870-0
0.618 855-4
1.000 846-4
1.618 832-0
2.618 808-4
4.250 770-1
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 888-5 883-2
PP 885-1 874-4
S1 881-6 865-6

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

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