CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
970-0 |
-2-0 |
-0.2% |
1028-0 |
| High |
977-0 |
989-0 |
12-0 |
1.2% |
1040-0 |
| Low |
966-0 |
966-0 |
0-0 |
0.0% |
966-0 |
| Close |
970-4 |
980-0 |
9-4 |
1.0% |
980-0 |
| Range |
11-0 |
23-0 |
12-0 |
109.1% |
74-0 |
| ATR |
31-2 |
30-5 |
-0-5 |
-1.9% |
0-0 |
| Volume |
72,551 |
56,906 |
-15,645 |
-21.6% |
425,986 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1047-3 |
1036-5 |
992-5 |
|
| R3 |
1024-3 |
1013-5 |
986-3 |
|
| R2 |
1001-3 |
1001-3 |
984-2 |
|
| R1 |
990-5 |
990-5 |
982-1 |
996-0 |
| PP |
978-3 |
978-3 |
978-3 |
981-0 |
| S1 |
967-5 |
967-5 |
977-7 |
973-0 |
| S2 |
955-3 |
955-3 |
975-6 |
|
| S3 |
932-3 |
944-5 |
973-5 |
|
| S4 |
909-3 |
921-5 |
967-3 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-3 |
1172-5 |
1020-6 |
|
| R3 |
1143-3 |
1098-5 |
1000-3 |
|
| R2 |
1069-3 |
1069-3 |
993-5 |
|
| R1 |
1024-5 |
1024-5 |
986-6 |
1010-0 |
| PP |
995-3 |
995-3 |
995-3 |
988-0 |
| S1 |
950-5 |
950-5 |
973-2 |
936-0 |
| S2 |
921-3 |
921-3 |
966-3 |
|
| S3 |
847-3 |
876-5 |
959-5 |
|
| S4 |
773-3 |
802-5 |
939-2 |
|
|
| 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% |
23-4 |
2.4% |
19% |
False |
True |
85,197 |
| 10 |
1040-0 |
966-0 |
74-0 |
7.6% |
26-5 |
2.7% |
19% |
False |
True |
92,022 |
| 20 |
1040-0 |
962-0 |
78-0 |
8.0% |
27-1 |
2.8% |
23% |
False |
False |
88,190 |
| 40 |
1040-0 |
780-0 |
260-0 |
26.5% |
24-6 |
2.5% |
77% |
False |
False |
63,550 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.5% |
24-4 |
2.5% |
77% |
False |
False |
46,677 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.5% |
26-1 |
2.7% |
77% |
False |
False |
37,065 |
| 100 |
1250-0 |
780-0 |
470-0 |
48.0% |
26-7 |
2.7% |
43% |
False |
False |
30,475 |
| 120 |
1397-0 |
780-0 |
617-0 |
63.0% |
27-4 |
2.8% |
32% |
False |
False |
25,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1086-6 |
|
2.618 |
1049-2 |
|
1.618 |
1026-2 |
|
1.000 |
1012-0 |
|
0.618 |
1003-2 |
|
HIGH |
989-0 |
|
0.618 |
980-2 |
|
0.500 |
977-4 |
|
0.382 |
974-6 |
|
LOW |
966-0 |
|
0.618 |
951-6 |
|
1.000 |
943-0 |
|
1.618 |
928-6 |
|
2.618 |
905-6 |
|
4.250 |
868-2 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
979-1 |
979-7 |
| PP |
978-3 |
979-7 |
| S1 |
977-4 |
979-6 |
|