CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 881-0 879-0 -2-0 -0.2% 921-0
High 887-4 890-4 3-0 0.3% 926-0
Low 866-0 858-4 -7-4 -0.9% 854-4
Close 880-0 868-4 -11-4 -1.3% 863-2
Range 21-4 32-0 10-4 48.8% 71-4
ATR 25-5 26-1 0-4 1.8% 0-0
Volume 47,474 77,546 30,072 63.3% 168,914
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 968-4 950-4 886-1
R3 936-4 918-4 877-2
R2 904-4 904-4 874-3
R1 886-4 886-4 871-3 879-4
PP 872-4 872-4 872-4 869-0
S1 854-4 854-4 865-5 847-4
S2 840-4 840-4 862-5
S3 808-4 822-4 859-6
S4 776-4 790-4 850-7
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1095-6 1051-0 902-5
R3 1024-2 979-4 882-7
R2 952-6 952-6 876-3
R1 908-0 908-0 869-6 894-5
PP 881-2 881-2 881-2 874-4
S1 836-4 836-4 856-6 823-1
S2 809-6 809-6 850-1
S3 738-2 765-0 843-5
S4 666-6 693-4 823-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 890-4 854-4 36-0 4.1% 20-7 2.4% 39% True False 60,302
10 987-0 854-4 132-4 15.3% 20-4 2.4% 11% False False 50,885
20 1023-4 854-4 169-0 19.5% 20-2 2.3% 8% False False 38,756
40 1048-0 854-4 193-4 22.3% 22-7 2.6% 7% False False 27,785
60 1048-0 787-4 260-4 30.0% 21-1 2.4% 31% False False 20,184
80 1048-0 787-4 260-4 30.0% 21-2 2.5% 31% False False 16,074
100 1062-0 787-4 274-4 31.6% 22-2 2.6% 30% False False 13,462
120 1247-0 787-4 459-4 52.9% 21-5 2.5% 18% False False 11,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-2
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1026-4
2.618 974-2
1.618 942-2
1.000 922-4
0.618 910-2
HIGH 890-4
0.618 878-2
0.500 874-4
0.382 870-6
LOW 858-4
0.618 838-6
1.000 826-4
1.618 806-6
2.618 774-6
4.250 722-4
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 874-4 874-4
PP 872-4 872-4
S1 870-4 870-4

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

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