CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
999-0 |
998-0 |
-1-0 |
-0.1% |
975-0 |
| High |
1020-4 |
1004-4 |
-16-0 |
-1.6% |
993-0 |
| Low |
995-0 |
989-0 |
-6-0 |
-0.6% |
936-4 |
| Close |
1016-0 |
990-0 |
-26-0 |
-2.6% |
977-0 |
| Range |
25-4 |
15-4 |
-10-0 |
-39.2% |
56-4 |
| ATR |
27-3 |
27-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
75,548 |
109,489 |
33,941 |
44.9% |
209,274 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-0 |
1031-0 |
998-4 |
|
| R3 |
1025-4 |
1015-4 |
994-2 |
|
| R2 |
1010-0 |
1010-0 |
992-7 |
|
| R1 |
1000-0 |
1000-0 |
991-3 |
997-2 |
| PP |
994-4 |
994-4 |
994-4 |
993-1 |
| S1 |
984-4 |
984-4 |
988-5 |
981-6 |
| S2 |
979-0 |
979-0 |
987-1 |
|
| S3 |
963-4 |
969-0 |
985-6 |
|
| S4 |
948-0 |
953-4 |
981-4 |
|
|
| 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 |
1020-4 |
945-0 |
75-4 |
7.6% |
24-1 |
2.4% |
60% |
False |
False |
68,824 |
| 10 |
1020-4 |
887-0 |
133-4 |
13.5% |
25-2 |
2.6% |
77% |
False |
False |
53,961 |
| 20 |
1020-4 |
817-0 |
203-4 |
20.6% |
22-4 |
2.3% |
85% |
False |
False |
46,191 |
| 40 |
1020-4 |
780-0 |
240-4 |
24.3% |
22-4 |
2.3% |
87% |
False |
False |
32,306 |
| 60 |
1020-4 |
780-0 |
240-4 |
24.3% |
25-4 |
2.6% |
87% |
False |
False |
24,455 |
| 80 |
1242-0 |
780-0 |
462-0 |
46.7% |
26-5 |
2.7% |
45% |
False |
False |
19,570 |
| 100 |
1397-0 |
780-0 |
617-0 |
62.3% |
27-1 |
2.7% |
34% |
False |
False |
16,110 |
| 120 |
1534-0 |
780-0 |
754-0 |
76.2% |
27-7 |
2.8% |
28% |
False |
False |
13,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1070-3 |
|
2.618 |
1045-1 |
|
1.618 |
1029-5 |
|
1.000 |
1020-0 |
|
0.618 |
1014-1 |
|
HIGH |
1004-4 |
|
0.618 |
998-5 |
|
0.500 |
996-6 |
|
0.382 |
994-7 |
|
LOW |
989-0 |
|
0.618 |
979-3 |
|
1.000 |
973-4 |
|
1.618 |
963-7 |
|
2.618 |
948-3 |
|
4.250 |
923-1 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-6 |
996-2 |
| PP |
994-4 |
994-1 |
| S1 |
992-2 |
992-1 |
|