CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
975-0 |
999-0 |
24-0 |
2.5% |
975-0 |
| High |
991-0 |
1020-4 |
29-4 |
3.0% |
993-0 |
| Low |
972-0 |
995-0 |
23-0 |
2.4% |
936-4 |
| Close |
987-0 |
1016-0 |
29-0 |
2.9% |
977-0 |
| Range |
19-0 |
25-4 |
6-4 |
34.2% |
56-4 |
| ATR |
26-7 |
27-3 |
0-4 |
1.8% |
0-0 |
| Volume |
58,957 |
75,548 |
16,591 |
28.1% |
209,274 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1087-0 |
1077-0 |
1030-0 |
|
| R3 |
1061-4 |
1051-4 |
1023-0 |
|
| R2 |
1036-0 |
1036-0 |
1020-5 |
|
| R1 |
1026-0 |
1026-0 |
1018-3 |
1031-0 |
| PP |
1010-4 |
1010-4 |
1010-4 |
1013-0 |
| S1 |
1000-4 |
1000-4 |
1013-5 |
1005-4 |
| S2 |
985-0 |
985-0 |
1011-3 |
|
| S3 |
959-4 |
975-0 |
1009-0 |
|
| S4 |
934-0 |
949-4 |
1002-0 |
|
|
| 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 |
1020-4 |
939-0 |
81-4 |
8.0% |
24-1 |
2.4% |
94% |
True |
False |
62,064 |
| 10 |
1020-4 |
882-4 |
138-0 |
13.6% |
25-2 |
2.5% |
97% |
True |
False |
45,134 |
| 20 |
1020-4 |
812-0 |
208-4 |
20.5% |
22-6 |
2.2% |
98% |
True |
False |
43,153 |
| 40 |
1020-4 |
780-0 |
240-4 |
23.7% |
22-4 |
2.2% |
98% |
True |
False |
29,913 |
| 60 |
1020-4 |
780-0 |
240-4 |
23.7% |
25-2 |
2.5% |
98% |
True |
False |
22,706 |
| 80 |
1250-0 |
780-0 |
470-0 |
46.3% |
26-6 |
2.6% |
50% |
False |
False |
18,240 |
| 100 |
1397-0 |
780-0 |
617-0 |
60.7% |
27-3 |
2.7% |
38% |
False |
False |
15,052 |
| 120 |
1573-0 |
780-0 |
793-0 |
78.1% |
28-2 |
2.8% |
30% |
False |
False |
12,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1128-7 |
|
2.618 |
1087-2 |
|
1.618 |
1061-6 |
|
1.000 |
1046-0 |
|
0.618 |
1036-2 |
|
HIGH |
1020-4 |
|
0.618 |
1010-6 |
|
0.500 |
1007-6 |
|
0.382 |
1004-6 |
|
LOW |
995-0 |
|
0.618 |
979-2 |
|
1.000 |
969-4 |
|
1.618 |
953-6 |
|
2.618 |
928-2 |
|
4.250 |
886-5 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1013-2 |
1009-1 |
| PP |
1010-4 |
1002-1 |
| S1 |
1007-6 |
995-2 |
|