CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
835-0 |
836-0 |
1-0 |
0.1% |
810-0 |
High |
849-0 |
841-4 |
-7-4 |
-0.9% |
819-0 |
Low |
832-0 |
816-0 |
-16-0 |
-1.9% |
784-0 |
Close |
835-4 |
817-0 |
-18-4 |
-2.2% |
815-0 |
Range |
17-0 |
25-4 |
8-4 |
50.0% |
35-0 |
ATR |
22-1 |
22-3 |
0-2 |
1.1% |
0-0 |
Volume |
6,081 |
13,614 |
7,533 |
123.9% |
62,187 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901-3 |
884-5 |
831-0 |
|
R3 |
875-7 |
859-1 |
824-0 |
|
R2 |
850-3 |
850-3 |
821-5 |
|
R1 |
833-5 |
833-5 |
819-3 |
829-2 |
PP |
824-7 |
824-7 |
824-7 |
822-5 |
S1 |
808-1 |
808-1 |
814-5 |
803-6 |
S2 |
799-3 |
799-3 |
812-3 |
|
S3 |
773-7 |
782-5 |
810-0 |
|
S4 |
748-3 |
757-1 |
803-0 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
911-0 |
898-0 |
834-2 |
|
R3 |
876-0 |
863-0 |
824-5 |
|
R2 |
841-0 |
841-0 |
821-3 |
|
R1 |
828-0 |
828-0 |
818-2 |
834-4 |
PP |
806-0 |
806-0 |
806-0 |
809-2 |
S1 |
793-0 |
793-0 |
811-6 |
799-4 |
S2 |
771-0 |
771-0 |
808-5 |
|
S3 |
736-0 |
758-0 |
805-3 |
|
S4 |
701-0 |
723-0 |
795-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
949-7 |
2.618 |
908-2 |
1.618 |
882-6 |
1.000 |
867-0 |
0.618 |
857-2 |
HIGH |
841-4 |
0.618 |
831-6 |
0.500 |
828-6 |
0.382 |
825-6 |
LOW |
816-0 |
0.618 |
800-2 |
1.000 |
790-4 |
1.618 |
774-6 |
2.618 |
749-2 |
4.250 |
707-5 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
828-6 |
832-4 |
PP |
824-7 |
827-3 |
S1 |
820-7 |
822-1 |
|