CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
977-0 |
974-0 |
-3-0 |
-0.3% |
975-0 |
| High |
984-4 |
1024-0 |
39-4 |
4.0% |
1039-4 |
| Low |
962-0 |
974-0 |
12-0 |
1.2% |
972-0 |
| Close |
971-4 |
994-4 |
23-0 |
2.4% |
1036-0 |
| Range |
22-4 |
50-0 |
27-4 |
122.2% |
67-4 |
| ATR |
30-6 |
32-2 |
1-4 |
5.1% |
0-0 |
| Volume |
82,517 |
88,530 |
6,013 |
7.3% |
417,823 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1147-4 |
1121-0 |
1022-0 |
|
| R3 |
1097-4 |
1071-0 |
1008-2 |
|
| R2 |
1047-4 |
1047-4 |
1003-5 |
|
| R1 |
1021-0 |
1021-0 |
999-1 |
1034-2 |
| PP |
997-4 |
997-4 |
997-4 |
1004-1 |
| S1 |
971-0 |
971-0 |
989-7 |
984-2 |
| S2 |
947-4 |
947-4 |
985-3 |
|
| S3 |
897-4 |
921-0 |
980-6 |
|
| S4 |
847-4 |
871-0 |
967-0 |
|
|
| 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 |
962-0 |
77-4 |
7.8% |
33-0 |
3.3% |
42% |
False |
False |
94,063 |
| 10 |
1039-4 |
962-0 |
77-4 |
7.8% |
27-4 |
2.8% |
42% |
False |
False |
84,359 |
| 20 |
1039-4 |
856-0 |
183-4 |
18.5% |
25-3 |
2.5% |
75% |
False |
False |
61,025 |
| 40 |
1039-4 |
780-0 |
259-4 |
26.1% |
23-4 |
2.4% |
83% |
False |
False |
44,157 |
| 60 |
1039-4 |
780-0 |
259-4 |
26.1% |
25-5 |
2.6% |
83% |
False |
False |
32,906 |
| 80 |
1238-0 |
780-0 |
458-0 |
46.1% |
26-2 |
2.6% |
47% |
False |
False |
26,101 |
| 100 |
1397-0 |
780-0 |
617-0 |
62.0% |
27-0 |
2.7% |
35% |
False |
False |
21,500 |
| 120 |
1445-0 |
780-0 |
665-0 |
66.9% |
27-6 |
2.8% |
32% |
False |
False |
18,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1236-4 |
|
2.618 |
1154-7 |
|
1.618 |
1104-7 |
|
1.000 |
1074-0 |
|
0.618 |
1054-7 |
|
HIGH |
1024-0 |
|
0.618 |
1004-7 |
|
0.500 |
999-0 |
|
0.382 |
993-1 |
|
LOW |
974-0 |
|
0.618 |
943-1 |
|
1.000 |
924-0 |
|
1.618 |
893-1 |
|
2.618 |
843-1 |
|
4.250 |
761-4 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
999-0 |
994-0 |
| PP |
997-4 |
993-4 |
| S1 |
996-0 |
993-0 |
|