CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 852-0 859-0 7-0 0.8% 831-0
High 864-4 864-4 0-0 0.0% 849-0
Low 852-0 852-4 0-4 0.1% 816-0
Close 861-0 856-0 -5-0 -0.6% 823-6
Range 12-4 12-0 -0-4 -4.0% 33-0
ATR 23-0 22-2 -0-6 -3.4% 0-0
Volume 18,510 17,816 -694 -3.7% 48,503
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 893-5 886-7 862-5
R3 881-5 874-7 859-2
R2 869-5 869-5 858-2
R1 862-7 862-7 857-1 860-2
PP 857-5 857-5 857-5 856-3
S1 850-7 850-7 854-7 848-2
S2 845-5 845-5 853-6
S3 833-5 838-7 852-6
S4 821-5 826-7 849-3
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 928-5 909-1 841-7
R3 895-5 876-1 832-7
R2 862-5 862-5 829-6
R1 843-1 843-1 826-6 836-3
PP 829-5 829-5 829-5 826-2
S1 810-1 810-1 820-6 803-3
S2 796-5 796-5 817-6
S3 763-5 777-1 814-5
S4 730-5 744-1 805-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 864-4 820-0 44-4 5.2% 20-4 2.4% 81% True False 15,018
10 864-4 799-4 65-0 7.6% 18-6 2.2% 87% True False 13,132
20 864-4 784-0 80-4 9.4% 16-4 1.9% 89% True False 11,684
40 973-0 784-0 189-0 22.1% 17-7 2.1% 38% False False 10,683
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 915-4
2.618 895-7
1.618 883-7
1.000 876-4
0.618 871-7
HIGH 864-4
0.618 859-7
0.500 858-4
0.382 857-1
LOW 852-4
0.618 845-1
1.000 840-4
1.618 833-1
2.618 821-1
4.250 801-4
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 858-4 852-3
PP 857-5 848-7
S1 856-7 845-2

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

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