CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 850-4 848-0 -2-4 -0.3% 874-4
High 853-0 857-0 4-0 0.5% 890-4
Low 838-4 844-0 5-4 0.7% 852-0
Close 844-0 853-4 9-4 1.1% 872-0
Range 14-4 13-0 -1-4 -10.3% 38-4
ATR 26-4 25-4 -1-0 -3.6% 0-0
Volume 72,744 68,590 -4,154 -5.7% 354,068
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 890-4 885-0 860-5
R3 877-4 872-0 857-1
R2 864-4 864-4 855-7
R1 859-0 859-0 854-6 861-6
PP 851-4 851-4 851-4 852-7
S1 846-0 846-0 852-2 848-6
S2 838-4 838-4 851-1
S3 825-4 833-0 849-7
S4 812-4 820-0 846-3
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 987-0 968-0 893-1
R3 948-4 929-4 882-5
R2 910-0 910-0 879-0
R1 891-0 891-0 875-4 881-2
PP 871-4 871-4 871-4 866-5
S1 852-4 852-4 868-4 842-6
S2 833-0 833-0 865-0
S3 794-4 814-0 861-3
S4 756-0 775-4 850-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 890-4 838-4 52-0 6.1% 21-1 2.5% 29% False False 73,362
10 908-0 838-4 69-4 8.1% 19-5 2.3% 22% False False 63,179
20 1023-4 838-4 185-0 21.7% 20-2 2.4% 8% False False 48,551
40 1048-0 838-4 209-4 24.5% 22-5 2.6% 7% False False 33,466
60 1048-0 787-4 260-4 30.5% 21-3 2.5% 25% False False 24,033
80 1048-0 787-4 260-4 30.5% 21-2 2.5% 25% False False 18,997
100 1048-0 787-4 260-4 30.5% 22-1 2.6% 25% False False 15,773
120 1247-0 787-4 459-4 53.8% 21-2 2.5% 14% False False 13,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-6
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 912-2
2.618 891-0
1.618 878-0
1.000 870-0
0.618 865-0
HIGH 857-0
0.618 852-0
0.500 850-4
0.382 849-0
LOW 844-0
0.618 836-0
1.000 831-0
1.618 823-0
2.618 810-0
4.250 788-6
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 852-4 857-4
PP 851-4 856-1
S1 850-4 854-7

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

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