CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
899-0 |
902-0 |
3-0 |
0.3% |
854-0 |
| High |
899-0 |
902-0 |
3-0 |
0.3% |
887-6 |
| Low |
880-0 |
886-0 |
6-0 |
0.7% |
844-0 |
| Close |
881-0 |
889-0 |
8-0 |
0.9% |
879-0 |
| Range |
19-0 |
16-0 |
-3-0 |
-15.8% |
43-6 |
| ATR |
24-5 |
24-3 |
-0-2 |
-1.0% |
0-0 |
| Volume |
1,770 |
826 |
-944 |
-53.3% |
29,547 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-3 |
930-5 |
897-6 |
|
| R3 |
924-3 |
914-5 |
893-3 |
|
| R2 |
908-3 |
908-3 |
891-7 |
|
| R1 |
898-5 |
898-5 |
890-4 |
895-4 |
| PP |
892-3 |
892-3 |
892-3 |
890-6 |
| S1 |
882-5 |
882-5 |
887-4 |
879-4 |
| S2 |
876-3 |
876-3 |
886-1 |
|
| S3 |
860-3 |
866-5 |
884-5 |
|
| S4 |
844-3 |
850-5 |
880-2 |
|
|
| 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 |
902-0 |
856-0 |
46-0 |
5.2% |
13-4 |
1.5% |
72% |
True |
False |
2,723 |
| 10 |
902-0 |
844-0 |
58-0 |
6.5% |
16-1 |
1.8% |
78% |
True |
False |
15,034 |
| 20 |
1007-0 |
844-0 |
163-0 |
18.3% |
18-4 |
2.1% |
28% |
False |
False |
48,870 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.0% |
22-7 |
2.6% |
23% |
False |
False |
69,495 |
| 60 |
1040-0 |
831-0 |
209-0 |
23.5% |
23-1 |
2.6% |
28% |
False |
False |
63,237 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.2% |
22-6 |
2.6% |
42% |
False |
False |
52,740 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.2% |
24-4 |
2.8% |
42% |
False |
False |
44,091 |
| 120 |
1242-0 |
780-0 |
462-0 |
52.0% |
25-0 |
2.8% |
24% |
False |
False |
37,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
970-0 |
|
2.618 |
943-7 |
|
1.618 |
927-7 |
|
1.000 |
918-0 |
|
0.618 |
911-7 |
|
HIGH |
902-0 |
|
0.618 |
895-7 |
|
0.500 |
894-0 |
|
0.382 |
892-1 |
|
LOW |
886-0 |
|
0.618 |
876-1 |
|
1.000 |
870-0 |
|
1.618 |
860-1 |
|
2.618 |
844-1 |
|
4.250 |
818-0 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
894-0 |
888-5 |
| PP |
892-3 |
888-3 |
| S1 |
890-5 |
888-0 |
|