CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
972-0 |
2-0 |
0.2% |
1020-0 |
| High |
993-4 |
977-0 |
-16-4 |
-1.7% |
1034-0 |
| Low |
968-0 |
966-0 |
-2-0 |
-0.2% |
979-0 |
| Close |
982-4 |
970-4 |
-12-0 |
-1.2% |
1009-0 |
| Range |
25-4 |
11-0 |
-14-4 |
-56.9% |
55-0 |
| ATR |
32-3 |
31-2 |
-1-1 |
-3.5% |
0-0 |
| Volume |
81,612 |
72,551 |
-9,061 |
-11.1% |
361,698 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-1 |
998-3 |
976-4 |
|
| R3 |
993-1 |
987-3 |
973-4 |
|
| R2 |
982-1 |
982-1 |
972-4 |
|
| R1 |
976-3 |
976-3 |
971-4 |
973-6 |
| PP |
971-1 |
971-1 |
971-1 |
969-7 |
| S1 |
965-3 |
965-3 |
969-4 |
962-6 |
| S2 |
960-1 |
960-1 |
968-4 |
|
| S3 |
949-1 |
954-3 |
967-4 |
|
| S4 |
938-1 |
943-3 |
964-4 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1172-3 |
1145-5 |
1039-2 |
|
| R3 |
1117-3 |
1090-5 |
1024-1 |
|
| R2 |
1062-3 |
1062-3 |
1019-1 |
|
| R1 |
1035-5 |
1035-5 |
1014-0 |
1021-4 |
| PP |
1007-3 |
1007-3 |
1007-3 |
1000-2 |
| S1 |
980-5 |
980-5 |
1004-0 |
966-4 |
| S2 |
952-3 |
952-3 |
998-7 |
|
| S3 |
897-3 |
925-5 |
993-7 |
|
| S4 |
842-3 |
870-5 |
978-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1040-0 |
966-0 |
74-0 |
7.6% |
24-6 |
2.5% |
6% |
False |
True |
92,065 |
| 10 |
1040-0 |
966-0 |
74-0 |
7.6% |
29-3 |
3.0% |
6% |
False |
True |
95,185 |
| 20 |
1040-0 |
945-0 |
95-0 |
9.8% |
27-6 |
2.9% |
27% |
False |
False |
87,922 |
| 40 |
1040-0 |
780-0 |
260-0 |
26.8% |
24-7 |
2.6% |
73% |
False |
False |
62,504 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.8% |
24-4 |
2.5% |
73% |
False |
False |
45,815 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.8% |
26-0 |
2.7% |
73% |
False |
False |
36,465 |
| 100 |
1250-0 |
780-0 |
470-0 |
48.4% |
26-7 |
2.8% |
41% |
False |
False |
29,931 |
| 120 |
1397-0 |
780-0 |
617-0 |
63.6% |
27-4 |
2.8% |
31% |
False |
False |
25,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1023-6 |
|
2.618 |
1005-6 |
|
1.618 |
994-6 |
|
1.000 |
988-0 |
|
0.618 |
983-6 |
|
HIGH |
977-0 |
|
0.618 |
972-6 |
|
0.500 |
971-4 |
|
0.382 |
970-2 |
|
LOW |
966-0 |
|
0.618 |
959-2 |
|
1.000 |
955-0 |
|
1.618 |
948-2 |
|
2.618 |
937-2 |
|
4.250 |
919-2 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
971-4 |
979-6 |
| PP |
971-1 |
976-5 |
| S1 |
970-7 |
973-5 |
|