CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
947-0 |
970-0 |
23-0 |
2.4% |
975-0 |
| High |
982-4 |
993-0 |
10-4 |
1.1% |
993-0 |
| Low |
945-0 |
970-0 |
25-0 |
2.6% |
936-4 |
| Close |
980-0 |
977-0 |
-3-0 |
-0.3% |
977-0 |
| Range |
37-4 |
23-0 |
-14-4 |
-38.7% |
56-4 |
| ATR |
27-6 |
27-4 |
-0-3 |
-1.2% |
0-0 |
| Volume |
51,533 |
48,594 |
-2,939 |
-5.7% |
209,274 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1049-0 |
1036-0 |
989-5 |
|
| R3 |
1026-0 |
1013-0 |
983-3 |
|
| R2 |
1003-0 |
1003-0 |
981-2 |
|
| R1 |
990-0 |
990-0 |
979-1 |
996-4 |
| PP |
980-0 |
980-0 |
980-0 |
983-2 |
| S1 |
967-0 |
967-0 |
974-7 |
973-4 |
| S2 |
957-0 |
957-0 |
972-6 |
|
| S3 |
934-0 |
944-0 |
970-5 |
|
| S4 |
911-0 |
921-0 |
964-3 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1138-3 |
1114-1 |
1008-1 |
|
| R3 |
1081-7 |
1057-5 |
992-4 |
|
| R2 |
1025-3 |
1025-3 |
987-3 |
|
| R1 |
1001-1 |
1001-1 |
982-1 |
1013-2 |
| PP |
968-7 |
968-7 |
968-7 |
974-7 |
| S1 |
944-5 |
944-5 |
971-7 |
956-6 |
| S2 |
912-3 |
912-3 |
966-5 |
|
| S3 |
855-7 |
888-1 |
961-4 |
|
| S4 |
799-3 |
831-5 |
945-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
993-0 |
923-0 |
70-0 |
7.2% |
31-7 |
3.3% |
77% |
True |
False |
46,251 |
| 10 |
993-0 |
860-4 |
132-4 |
13.6% |
23-0 |
2.4% |
88% |
True |
False |
39,056 |
| 20 |
993-0 |
780-0 |
213-0 |
21.8% |
22-3 |
2.3% |
92% |
True |
False |
39,808 |
| 40 |
993-0 |
780-0 |
213-0 |
21.8% |
23-3 |
2.4% |
92% |
True |
False |
26,996 |
| 60 |
1018-0 |
780-0 |
238-0 |
24.4% |
25-6 |
2.6% |
83% |
False |
False |
20,700 |
| 80 |
1250-0 |
780-0 |
470-0 |
48.1% |
26-5 |
2.7% |
42% |
False |
False |
16,618 |
| 100 |
1397-0 |
780-0 |
617-0 |
63.2% |
27-5 |
2.8% |
32% |
False |
False |
13,766 |
| 120 |
1596-0 |
780-0 |
816-0 |
83.5% |
28-7 |
2.9% |
24% |
False |
False |
11,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1090-6 |
|
2.618 |
1053-2 |
|
1.618 |
1030-2 |
|
1.000 |
1016-0 |
|
0.618 |
1007-2 |
|
HIGH |
993-0 |
|
0.618 |
984-2 |
|
0.500 |
981-4 |
|
0.382 |
978-6 |
|
LOW |
970-0 |
|
0.618 |
955-6 |
|
1.000 |
947-0 |
|
1.618 |
932-6 |
|
2.618 |
909-6 |
|
4.250 |
872-2 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
981-4 |
973-3 |
| PP |
980-0 |
969-5 |
| S1 |
978-4 |
966-0 |
|