CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
990-0 |
-30-0 |
-2.9% |
1000-0 |
| High |
1029-0 |
1021-0 |
-8-0 |
-0.8% |
1024-0 |
| Low |
979-0 |
990-0 |
11-0 |
1.1% |
962-0 |
| Close |
992-0 |
1020-4 |
28-4 |
2.9% |
1020-0 |
| Range |
50-0 |
31-0 |
-19-0 |
-38.0% |
62-0 |
| ATR |
33-2 |
33-1 |
-0-1 |
-0.5% |
0-0 |
| Volume |
85,832 |
101,814 |
15,982 |
18.6% |
509,718 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1103-4 |
1093-0 |
1037-4 |
|
| R3 |
1072-4 |
1062-0 |
1029-0 |
|
| R2 |
1041-4 |
1041-4 |
1026-1 |
|
| R1 |
1031-0 |
1031-0 |
1023-3 |
1036-2 |
| PP |
1010-4 |
1010-4 |
1010-4 |
1013-1 |
| S1 |
1000-0 |
1000-0 |
1017-5 |
1005-2 |
| S2 |
979-4 |
979-4 |
1014-7 |
|
| S3 |
948-4 |
969-0 |
1012-0 |
|
| S4 |
917-4 |
938-0 |
1003-4 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1188-0 |
1166-0 |
1054-1 |
|
| R3 |
1126-0 |
1104-0 |
1037-0 |
|
| R2 |
1064-0 |
1064-0 |
1031-3 |
|
| R1 |
1042-0 |
1042-0 |
1025-5 |
1053-0 |
| PP |
1002-0 |
1002-0 |
1002-0 |
1007-4 |
| S1 |
980-0 |
980-0 |
1014-3 |
991-0 |
| S2 |
940-0 |
940-0 |
1008-5 |
|
| S3 |
878-0 |
918-0 |
1003-0 |
|
| S4 |
816-0 |
856-0 |
985-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1029-0 |
962-0 |
67-0 |
6.6% |
33-7 |
3.3% |
87% |
False |
False |
98,247 |
| 10 |
1039-4 |
962-0 |
77-4 |
7.6% |
30-4 |
3.0% |
75% |
False |
False |
98,068 |
| 20 |
1039-4 |
882-4 |
157-0 |
15.4% |
27-7 |
2.7% |
88% |
False |
False |
71,601 |
| 40 |
1039-4 |
780-0 |
259-4 |
25.4% |
24-3 |
2.4% |
93% |
False |
False |
51,033 |
| 60 |
1039-4 |
780-0 |
259-4 |
25.4% |
26-0 |
2.5% |
93% |
False |
False |
37,809 |
| 80 |
1210-0 |
780-0 |
430-0 |
42.1% |
26-3 |
2.6% |
56% |
False |
False |
29,979 |
| 100 |
1365-0 |
780-0 |
585-0 |
57.3% |
27-3 |
2.7% |
41% |
False |
False |
24,649 |
| 120 |
1445-0 |
780-0 |
665-0 |
65.2% |
28-1 |
2.8% |
36% |
False |
False |
20,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1152-6 |
|
2.618 |
1102-1 |
|
1.618 |
1071-1 |
|
1.000 |
1052-0 |
|
0.618 |
1040-1 |
|
HIGH |
1021-0 |
|
0.618 |
1009-1 |
|
0.500 |
1005-4 |
|
0.382 |
1001-7 |
|
LOW |
990-0 |
|
0.618 |
970-7 |
|
1.000 |
959-0 |
|
1.618 |
939-7 |
|
2.618 |
908-7 |
|
4.250 |
858-2 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1015-4 |
1015-0 |
| PP |
1010-4 |
1009-4 |
| S1 |
1005-4 |
1004-0 |
|