CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 883-0 904-0 21-0 2.4% 913-0
High 893-4 899-0 5-4 0.6% 913-0
Low 870-0 889-4 19-4 2.2% 861-0
Close 892-0 892-0 0-0 0.0% 860-6
Range 23-4 9-4 -14-0 -59.6% 52-0
ATR 23-0 22-1 -1-0 -4.2% 0-0
Volume 13,689 32,205 18,516 135.3% 77,324
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 922-0 916-4 897-2
R3 912-4 907-0 894-5
R2 903-0 903-0 893-6
R1 897-4 897-4 892-7 895-4
PP 893-4 893-4 893-4 892-4
S1 888-0 888-0 891-1 886-0
S2 884-0 884-0 890-2
S3 874-4 878-4 889-3
S4 865-0 869-0 886-6
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
5 899-0 838-0 61-0 6.8% 13-0 1.5% 89% True False 19,773
10 913-0 838-0 75-0 8.4% 14-4 1.6% 72% False False 18,112
20 913-0 799-4 113-4 12.7% 16-5 1.9% 81% False False 15,622
40 958-4 784-0 174-4 19.6% 16-3 1.8% 62% False False 12,767
60 1038-0 784-0 254-0 28.5% 18-4 2.1% 43% False False 12,026
Crabel Price Patterns
NR True
NR4 True
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 3-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 939-3
2.618 923-7
1.618 914-3
1.000 908-4
0.618 904-7
HIGH 899-0
0.618 895-3
0.500 894-2
0.382 893-1
LOW 889-4
0.618 883-5
1.000 880-0
1.618 874-1
2.618 864-5
4.250 849-1
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 894-2 884-1
PP 893-4 876-3
S1 892-6 868-4

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

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