CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
1015-0 |
25-0 |
2.5% |
1000-0 |
| High |
1021-0 |
1020-0 |
-1-0 |
-0.1% |
1024-0 |
| Low |
990-0 |
997-0 |
7-0 |
0.7% |
962-0 |
| Close |
1020-4 |
1012-0 |
-8-4 |
-0.8% |
1020-0 |
| Range |
31-0 |
23-0 |
-8-0 |
-25.8% |
62-0 |
| ATR |
33-1 |
32-3 |
-0-5 |
-2.1% |
0-0 |
| Volume |
101,814 |
82,806 |
-19,008 |
-18.7% |
509,718 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1078-5 |
1068-3 |
1024-5 |
|
| R3 |
1055-5 |
1045-3 |
1018-3 |
|
| R2 |
1032-5 |
1032-5 |
1016-2 |
|
| R1 |
1022-3 |
1022-3 |
1014-1 |
1016-0 |
| PP |
1009-5 |
1009-5 |
1009-5 |
1006-4 |
| S1 |
999-3 |
999-3 |
1009-7 |
993-0 |
| S2 |
986-5 |
986-5 |
1007-6 |
|
| S3 |
963-5 |
976-3 |
1005-5 |
|
| S4 |
940-5 |
953-3 |
999-3 |
|
|
| 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 |
974-0 |
55-0 |
5.4% |
34-0 |
3.4% |
69% |
False |
False |
98,305 |
| 10 |
1039-4 |
962-0 |
77-4 |
7.7% |
31-2 |
3.1% |
65% |
False |
False |
95,399 |
| 20 |
1039-4 |
887-0 |
152-4 |
15.1% |
28-2 |
2.8% |
82% |
False |
False |
74,680 |
| 40 |
1039-4 |
780-0 |
259-4 |
25.6% |
24-3 |
2.4% |
89% |
False |
False |
52,536 |
| 60 |
1039-4 |
780-0 |
259-4 |
25.6% |
25-4 |
2.5% |
89% |
False |
False |
39,046 |
| 80 |
1149-0 |
780-0 |
369-0 |
36.5% |
26-4 |
2.6% |
63% |
False |
False |
30,981 |
| 100 |
1365-0 |
780-0 |
585-0 |
57.8% |
27-3 |
2.7% |
40% |
False |
False |
25,439 |
| 120 |
1436-0 |
780-0 |
656-0 |
64.8% |
28-1 |
2.8% |
35% |
False |
False |
21,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1117-6 |
|
2.618 |
1080-2 |
|
1.618 |
1057-2 |
|
1.000 |
1043-0 |
|
0.618 |
1034-2 |
|
HIGH |
1020-0 |
|
0.618 |
1011-2 |
|
0.500 |
1008-4 |
|
0.382 |
1005-6 |
|
LOW |
997-0 |
|
0.618 |
982-6 |
|
1.000 |
974-0 |
|
1.618 |
959-6 |
|
2.618 |
936-6 |
|
4.250 |
899-2 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1010-7 |
1009-3 |
| PP |
1009-5 |
1006-5 |
| S1 |
1008-4 |
1004-0 |
|