CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
980-0 |
-18-0 |
-1.8% |
975-0 |
| High |
1004-4 |
1005-0 |
0-4 |
0.0% |
993-0 |
| Low |
989-0 |
978-0 |
-11-0 |
-1.1% |
936-4 |
| Close |
990-0 |
989-4 |
-0-4 |
-0.1% |
977-0 |
| Range |
15-4 |
27-0 |
11-4 |
74.2% |
56-4 |
| ATR |
27-2 |
27-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
109,489 |
80,685 |
-28,804 |
-26.3% |
209,274 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1071-7 |
1057-5 |
1004-3 |
|
| R3 |
1044-7 |
1030-5 |
996-7 |
|
| R2 |
1017-7 |
1017-7 |
994-4 |
|
| R1 |
1003-5 |
1003-5 |
992-0 |
1010-6 |
| PP |
990-7 |
990-7 |
990-7 |
994-3 |
| S1 |
976-5 |
976-5 |
987-0 |
983-6 |
| S2 |
963-7 |
963-7 |
984-4 |
|
| S3 |
936-7 |
949-5 |
982-1 |
|
| S4 |
909-7 |
922-5 |
974-5 |
|
|
| 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 |
970-0 |
50-4 |
5.1% |
22-0 |
2.2% |
39% |
False |
False |
74,654 |
| 10 |
1020-4 |
905-0 |
115-4 |
11.7% |
26-1 |
2.6% |
73% |
False |
False |
58,857 |
| 20 |
1020-4 |
828-4 |
192-0 |
19.4% |
23-2 |
2.3% |
84% |
False |
False |
48,217 |
| 40 |
1020-4 |
780-0 |
240-4 |
24.3% |
22-3 |
2.3% |
87% |
False |
False |
34,027 |
| 60 |
1020-4 |
780-0 |
240-4 |
24.3% |
25-6 |
2.6% |
87% |
False |
False |
25,725 |
| 80 |
1242-0 |
780-0 |
462-0 |
46.7% |
26-3 |
2.7% |
45% |
False |
False |
20,528 |
| 100 |
1397-0 |
780-0 |
617-0 |
62.4% |
27-1 |
2.7% |
34% |
False |
False |
16,882 |
| 120 |
1463-0 |
780-0 |
683-0 |
69.0% |
27-5 |
2.8% |
31% |
False |
False |
14,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1119-6 |
|
2.618 |
1075-5 |
|
1.618 |
1048-5 |
|
1.000 |
1032-0 |
|
0.618 |
1021-5 |
|
HIGH |
1005-0 |
|
0.618 |
994-5 |
|
0.500 |
991-4 |
|
0.382 |
988-3 |
|
LOW |
978-0 |
|
0.618 |
961-3 |
|
1.000 |
951-0 |
|
1.618 |
934-3 |
|
2.618 |
907-3 |
|
4.250 |
863-2 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
991-4 |
999-2 |
| PP |
990-7 |
996-0 |
| S1 |
990-1 |
992-6 |
|