CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
975-0 |
5-0 |
0.5% |
975-0 |
| High |
993-0 |
991-0 |
-2-0 |
-0.2% |
993-0 |
| Low |
970-0 |
972-0 |
2-0 |
0.2% |
936-4 |
| Close |
977-0 |
987-0 |
10-0 |
1.0% |
977-0 |
| Range |
23-0 |
19-0 |
-4-0 |
-17.4% |
56-4 |
| ATR |
27-4 |
26-7 |
-0-5 |
-2.2% |
0-0 |
| Volume |
48,594 |
58,957 |
10,363 |
21.3% |
209,274 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-3 |
1032-5 |
997-4 |
|
| R3 |
1021-3 |
1013-5 |
992-2 |
|
| R2 |
1002-3 |
1002-3 |
990-4 |
|
| R1 |
994-5 |
994-5 |
988-6 |
998-4 |
| PP |
983-3 |
983-3 |
983-3 |
985-2 |
| S1 |
975-5 |
975-5 |
985-2 |
979-4 |
| S2 |
964-3 |
964-3 |
983-4 |
|
| S3 |
945-3 |
956-5 |
981-6 |
|
| S4 |
926-3 |
937-5 |
976-4 |
|
|
| 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 |
936-4 |
56-4 |
5.7% |
27-1 |
2.7% |
89% |
False |
False |
53,646 |
| 10 |
993-0 |
865-0 |
128-0 |
13.0% |
23-4 |
2.4% |
95% |
False |
False |
39,974 |
| 20 |
993-0 |
780-0 |
213-0 |
21.6% |
22-4 |
2.3% |
97% |
False |
False |
41,205 |
| 40 |
993-0 |
780-0 |
213-0 |
21.6% |
22-4 |
2.3% |
97% |
False |
False |
28,265 |
| 60 |
1018-0 |
780-0 |
238-0 |
24.1% |
25-2 |
2.6% |
87% |
False |
False |
21,586 |
| 80 |
1250-0 |
780-0 |
470-0 |
47.6% |
26-5 |
2.7% |
44% |
False |
False |
17,323 |
| 100 |
1397-0 |
780-0 |
617-0 |
62.5% |
27-5 |
2.8% |
34% |
False |
False |
14,330 |
| 120 |
1580-0 |
780-0 |
800-0 |
81.1% |
28-4 |
2.9% |
26% |
False |
False |
12,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1071-6 |
|
2.618 |
1040-6 |
|
1.618 |
1021-6 |
|
1.000 |
1010-0 |
|
0.618 |
1002-6 |
|
HIGH |
991-0 |
|
0.618 |
983-6 |
|
0.500 |
981-4 |
|
0.382 |
979-2 |
|
LOW |
972-0 |
|
0.618 |
960-2 |
|
1.000 |
953-0 |
|
1.618 |
941-2 |
|
2.618 |
922-2 |
|
4.250 |
891-2 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
985-1 |
981-0 |
| PP |
983-3 |
975-0 |
| S1 |
981-4 |
969-0 |
|