CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
868-0 |
880-0 |
12-0 |
1.4% |
854-0 |
| High |
868-0 |
887-6 |
19-6 |
2.3% |
887-6 |
| Low |
856-0 |
874-0 |
18-0 |
2.1% |
844-0 |
| Close |
862-4 |
879-0 |
16-4 |
1.9% |
879-0 |
| Range |
12-0 |
13-6 |
1-6 |
14.6% |
43-6 |
| ATR |
24-7 |
25-0 |
0-0 |
0.1% |
0-0 |
| Volume |
3,110 |
2,415 |
-695 |
-22.3% |
29,547 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
921-4 |
914-0 |
886-4 |
|
| R3 |
907-6 |
900-2 |
882-6 |
|
| R2 |
894-0 |
894-0 |
881-4 |
|
| R1 |
886-4 |
886-4 |
880-2 |
883-3 |
| PP |
880-2 |
880-2 |
880-2 |
878-6 |
| S1 |
872-6 |
872-6 |
877-6 |
869-5 |
| S2 |
866-4 |
866-4 |
876-4 |
|
| S3 |
852-6 |
859-0 |
875-2 |
|
| S4 |
839-0 |
845-2 |
871-4 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1001-4 |
984-0 |
903-0 |
|
| R3 |
957-6 |
940-2 |
891-0 |
|
| R2 |
914-0 |
914-0 |
887-0 |
|
| R1 |
896-4 |
896-4 |
883-0 |
905-2 |
| PP |
870-2 |
870-2 |
870-2 |
874-5 |
| S1 |
852-6 |
852-6 |
875-0 |
861-4 |
| S2 |
826-4 |
826-4 |
871-0 |
|
| S3 |
782-6 |
809-0 |
867-0 |
|
| S4 |
739-0 |
765-2 |
855-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
887-6 |
844-0 |
43-6 |
5.0% |
10-4 |
1.2% |
80% |
True |
False |
5,909 |
| 10 |
889-0 |
844-0 |
45-0 |
5.1% |
15-6 |
1.8% |
78% |
False |
False |
30,935 |
| 20 |
1019-0 |
844-0 |
175-0 |
19.9% |
19-0 |
2.2% |
20% |
False |
False |
57,616 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.3% |
23-3 |
2.7% |
18% |
False |
False |
73,776 |
| 60 |
1040-0 |
817-0 |
223-0 |
25.4% |
23-1 |
2.6% |
28% |
False |
False |
64,581 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.6% |
23-0 |
2.6% |
38% |
False |
False |
53,041 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.6% |
24-5 |
2.8% |
38% |
False |
False |
44,183 |
| 120 |
1242-0 |
780-0 |
462-0 |
52.6% |
25-4 |
2.9% |
21% |
False |
False |
37,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946-2 |
|
2.618 |
923-6 |
|
1.618 |
910-0 |
|
1.000 |
901-4 |
|
0.618 |
896-2 |
|
HIGH |
887-6 |
|
0.618 |
882-4 |
|
0.500 |
880-7 |
|
0.382 |
879-2 |
|
LOW |
874-0 |
|
0.618 |
865-4 |
|
1.000 |
860-2 |
|
1.618 |
851-6 |
|
2.618 |
838-0 |
|
4.250 |
815-4 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
880-7 |
876-5 |
| PP |
880-2 |
874-2 |
| S1 |
879-5 |
871-7 |
|