CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1000-0 |
976-0 |
-24-0 |
-2.4% |
975-0 |
| High |
1010-0 |
991-0 |
-19-0 |
-1.9% |
1039-4 |
| Low |
966-0 |
970-0 |
4-0 |
0.4% |
972-0 |
| Close |
966-0 |
971-4 |
5-4 |
0.6% |
1036-0 |
| Range |
44-0 |
21-0 |
-23-0 |
-52.3% |
67-4 |
| ATR |
31-7 |
31-3 |
-0-4 |
-1.5% |
0-0 |
| Volume |
101,274 |
104,854 |
3,580 |
3.5% |
417,823 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-4 |
1027-0 |
983-0 |
|
| R3 |
1019-4 |
1006-0 |
977-2 |
|
| R2 |
998-4 |
998-4 |
975-3 |
|
| R1 |
985-0 |
985-0 |
973-3 |
981-2 |
| PP |
977-4 |
977-4 |
977-4 |
975-5 |
| S1 |
964-0 |
964-0 |
969-5 |
960-2 |
| S2 |
956-4 |
956-4 |
967-5 |
|
| S3 |
935-4 |
943-0 |
965-6 |
|
| S4 |
914-4 |
922-0 |
960-0 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1218-3 |
1194-5 |
1073-1 |
|
| R3 |
1150-7 |
1127-1 |
1054-4 |
|
| R2 |
1083-3 |
1083-3 |
1048-3 |
|
| R1 |
1059-5 |
1059-5 |
1042-2 |
1071-4 |
| PP |
1015-7 |
1015-7 |
1015-7 |
1021-6 |
| S1 |
992-1 |
992-1 |
1029-6 |
1004-0 |
| S2 |
948-3 |
948-3 |
1023-5 |
|
| S3 |
880-7 |
924-5 |
1017-4 |
|
| S4 |
813-3 |
857-1 |
998-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1039-4 |
966-0 |
73-4 |
7.6% |
27-0 |
2.8% |
7% |
False |
False |
97,889 |
| 10 |
1039-4 |
939-0 |
100-4 |
10.3% |
25-4 |
2.6% |
32% |
False |
False |
79,976 |
| 20 |
1039-4 |
849-0 |
190-4 |
19.6% |
23-7 |
2.5% |
64% |
False |
False |
56,846 |
| 40 |
1039-4 |
780-0 |
259-4 |
26.7% |
22-5 |
2.3% |
74% |
False |
False |
40,349 |
| 60 |
1039-4 |
780-0 |
259-4 |
26.7% |
25-2 |
2.6% |
74% |
False |
False |
30,320 |
| 80 |
1242-0 |
780-0 |
462-0 |
47.6% |
26-0 |
2.7% |
41% |
False |
False |
24,083 |
| 100 |
1397-0 |
780-0 |
617-0 |
63.5% |
26-7 |
2.8% |
31% |
False |
False |
19,837 |
| 120 |
1445-0 |
780-0 |
665-0 |
68.5% |
27-5 |
2.8% |
29% |
False |
False |
16,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1080-2 |
|
2.618 |
1046-0 |
|
1.618 |
1025-0 |
|
1.000 |
1012-0 |
|
0.618 |
1004-0 |
|
HIGH |
991-0 |
|
0.618 |
983-0 |
|
0.500 |
980-4 |
|
0.382 |
978-0 |
|
LOW |
970-0 |
|
0.618 |
957-0 |
|
1.000 |
949-0 |
|
1.618 |
936-0 |
|
2.618 |
915-0 |
|
4.250 |
880-6 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
980-4 |
1002-6 |
| PP |
977-4 |
992-3 |
| S1 |
974-4 |
981-7 |
|