CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
902-0 |
873-0 |
-29-0 |
-3.2% |
854-0 |
| High |
902-0 |
875-0 |
-27-0 |
-3.0% |
887-6 |
| Low |
886-0 |
873-0 |
-13-0 |
-1.5% |
844-0 |
| Close |
889-0 |
875-0 |
-14-0 |
-1.6% |
879-0 |
| Range |
16-0 |
2-0 |
-14-0 |
-87.5% |
43-6 |
| ATR |
24-3 |
23-6 |
-0-5 |
-2.4% |
0-0 |
| Volume |
826 |
714 |
-112 |
-13.6% |
29,547 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880-3 |
879-5 |
876-1 |
|
| R3 |
878-3 |
877-5 |
875-4 |
|
| R2 |
876-3 |
876-3 |
875-3 |
|
| R1 |
875-5 |
875-5 |
875-1 |
876-0 |
| PP |
874-3 |
874-3 |
874-3 |
874-4 |
| S1 |
873-5 |
873-5 |
874-7 |
874-0 |
| S2 |
872-3 |
872-3 |
874-5 |
|
| S3 |
870-3 |
871-5 |
874-4 |
|
| S4 |
868-3 |
869-5 |
873-7 |
|
|
| 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 |
5.3% |
12-4 |
1.4% |
41% |
False |
False |
1,767 |
| 10 |
902-0 |
844-0 |
58-0 |
6.6% |
14-2 |
1.6% |
53% |
False |
False |
11,129 |
| 20 |
995-0 |
844-0 |
151-0 |
17.3% |
17-3 |
2.0% |
21% |
False |
False |
44,762 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.4% |
21-7 |
2.5% |
16% |
False |
False |
66,981 |
| 60 |
1040-0 |
831-0 |
209-0 |
23.9% |
22-6 |
2.6% |
21% |
False |
False |
62,627 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.7% |
22-3 |
2.6% |
37% |
False |
False |
52,587 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.7% |
24-1 |
2.8% |
37% |
False |
False |
44,022 |
| 120 |
1242-0 |
780-0 |
462-0 |
52.8% |
24-6 |
2.8% |
21% |
False |
False |
37,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883-4 |
|
2.618 |
880-2 |
|
1.618 |
878-2 |
|
1.000 |
877-0 |
|
0.618 |
876-2 |
|
HIGH |
875-0 |
|
0.618 |
874-2 |
|
0.500 |
874-0 |
|
0.382 |
873-6 |
|
LOW |
873-0 |
|
0.618 |
871-6 |
|
1.000 |
871-0 |
|
1.618 |
869-6 |
|
2.618 |
867-6 |
|
4.250 |
864-4 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
874-5 |
887-4 |
| PP |
874-3 |
883-3 |
| S1 |
874-0 |
879-1 |
|