CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 913-0 894-0 -19-0 -2.1% 834-0
High 913-0 901-4 -11-4 -1.3% 899-0
Low 893-4 888-4 -5-0 -0.6% 826-0
Close 895-4 896-4 1-0 0.1% 893-0
Range 19-4 13-0 -6-4 -33.3% 73-0
ATR 22-5 21-7 -0-5 -3.0% 0-0
Volume 12,607 14,808 2,201 17.5% 93,506
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 934-4 928-4 903-5
R3 921-4 915-4 900-1
R2 908-4 908-4 898-7
R1 902-4 902-4 897-6 905-4
PP 895-4 895-4 895-4 897-0
S1 889-4 889-4 895-2 892-4
S2 882-4 882-4 894-1
S3 869-4 876-4 892-7
S4 856-4 863-4 889-3
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1091-5 1065-3 933-1
R3 1018-5 992-3 913-1
R2 945-5 945-5 906-3
R1 919-3 919-3 899-6 932-4
PP 872-5 872-5 872-5 879-2
S1 846-3 846-3 886-2 859-4
S2 799-5 799-5 879-5
S3 726-5 773-3 872-7
S4 653-5 700-3 852-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 913-0 852-4 60-4 6.7% 15-1 1.7% 73% False False 16,858
10 913-0 816-0 97-0 10.8% 19-1 2.1% 83% False False 15,518
20 913-0 784-0 129-0 14.4% 17-5 2.0% 87% False False 13,159
40 958-4 784-0 174-4 19.5% 17-0 1.9% 64% False False 11,320
Crabel Price Patterns
NR True
NR4 False
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 3-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956-6
2.618 935-4
1.618 922-4
1.000 914-4
0.618 909-4
HIGH 901-4
0.618 896-4
0.500 895-0
0.382 893-4
LOW 888-4
0.618 880-4
1.000 875-4
1.618 867-4
2.618 854-4
4.250 833-2
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 896-0 898-4
PP 895-4 897-7
S1 895-0 897-1

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

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