CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
885-0 |
904-0 |
19-0 |
2.1% |
899-0 |
| High |
900-0 |
904-0 |
4-0 |
0.4% |
904-0 |
| Low |
878-0 |
882-4 |
4-4 |
0.5% |
873-0 |
| Close |
899-0 |
882-4 |
-16-4 |
-1.8% |
882-4 |
| Range |
22-0 |
21-4 |
-0-4 |
-2.3% |
31-0 |
| ATR |
23-7 |
23-5 |
-0-1 |
-0.7% |
0-0 |
| Volume |
435 |
608 |
173 |
39.8% |
4,353 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954-1 |
939-7 |
894-3 |
|
| R3 |
932-5 |
918-3 |
888-3 |
|
| R2 |
911-1 |
911-1 |
886-4 |
|
| R1 |
896-7 |
896-7 |
884-4 |
893-2 |
| PP |
889-5 |
889-5 |
889-5 |
887-7 |
| S1 |
875-3 |
875-3 |
880-4 |
871-6 |
| S2 |
868-1 |
868-1 |
878-4 |
|
| S3 |
846-5 |
853-7 |
876-5 |
|
| S4 |
825-1 |
832-3 |
870-5 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-4 |
962-0 |
899-4 |
|
| R3 |
948-4 |
931-0 |
891-0 |
|
| R2 |
917-4 |
917-4 |
888-1 |
|
| R1 |
900-0 |
900-0 |
885-3 |
893-2 |
| PP |
886-4 |
886-4 |
886-4 |
883-1 |
| S1 |
869-0 |
869-0 |
879-5 |
862-2 |
| S2 |
855-4 |
855-4 |
876-7 |
|
| S3 |
824-4 |
838-0 |
874-0 |
|
| S4 |
793-4 |
807-0 |
865-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
904-0 |
873-0 |
31-0 |
3.5% |
16-1 |
1.8% |
31% |
True |
False |
870 |
| 10 |
904-0 |
844-0 |
60-0 |
6.8% |
13-3 |
1.5% |
64% |
True |
False |
3,390 |
| 20 |
975-4 |
844-0 |
131-4 |
14.9% |
17-6 |
2.0% |
29% |
False |
False |
36,230 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.2% |
21-7 |
2.5% |
20% |
False |
False |
62,323 |
| 60 |
1040-0 |
844-0 |
196-0 |
22.2% |
22-3 |
2.5% |
20% |
False |
False |
61,144 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.5% |
22-3 |
2.5% |
39% |
False |
False |
52,200 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.5% |
23-7 |
2.7% |
39% |
False |
False |
43,856 |
| 120 |
1242-0 |
780-0 |
462-0 |
52.4% |
24-5 |
2.8% |
22% |
False |
False |
37,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995-3 |
|
2.618 |
960-2 |
|
1.618 |
938-6 |
|
1.000 |
925-4 |
|
0.618 |
917-2 |
|
HIGH |
904-0 |
|
0.618 |
895-6 |
|
0.500 |
893-2 |
|
0.382 |
890-6 |
|
LOW |
882-4 |
|
0.618 |
869-2 |
|
1.000 |
861-0 |
|
1.618 |
847-6 |
|
2.618 |
826-2 |
|
4.250 |
791-1 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
893-2 |
888-4 |
| PP |
889-5 |
886-4 |
| S1 |
886-1 |
884-4 |
|