CME Pit-Traded Soybean Future May 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2009 | 
                    03-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        850-4 | 
                        848-0 | 
                        -2-4 | 
                        -0.3% | 
                        874-4 | 
                     
                    
                        | High | 
                        853-0 | 
                        857-0 | 
                        4-0 | 
                        0.5% | 
                        890-4 | 
                     
                    
                        | Low | 
                        838-4 | 
                        844-0 | 
                        5-4 | 
                        0.7% | 
                        852-0 | 
                     
                    
                        | Close | 
                        844-0 | 
                        853-4 | 
                        9-4 | 
                        1.1% | 
                        872-0 | 
                     
                    
                        | Range | 
                        14-4 | 
                        13-0 | 
                        -1-4 | 
                        -10.3% | 
                        38-4 | 
                     
                    
                        | ATR | 
                        26-4 | 
                        25-4 | 
                        -1-0 | 
                        -3.6% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        72,744 | 
                        68,590 | 
                        -4,154 | 
                        -5.7% | 
                        354,068 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                890-4 | 
                885-0 | 
                860-5 | 
                 | 
             
            
                | R3 | 
                877-4 | 
                872-0 | 
                857-1 | 
                 | 
             
            
                | R2 | 
                864-4 | 
                864-4 | 
                855-7 | 
                 | 
             
            
                | R1 | 
                859-0 | 
                859-0 | 
                854-6 | 
                861-6 | 
             
            
                | PP | 
                851-4 | 
                851-4 | 
                851-4 | 
                852-7 | 
             
            
                | S1 | 
                846-0 | 
                846-0 | 
                852-2 | 
                848-6 | 
             
            
                | S2 | 
                838-4 | 
                838-4 | 
                851-1 | 
                 | 
             
            
                | S3 | 
                825-4 | 
                833-0 | 
                849-7 | 
                 | 
             
            
                | S4 | 
                812-4 | 
                820-0 | 
                846-3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                987-0 | 
                968-0 | 
                893-1 | 
                 | 
             
            
                | R3 | 
                948-4 | 
                929-4 | 
                882-5 | 
                 | 
             
            
                | R2 | 
                910-0 | 
                910-0 | 
                879-0 | 
                 | 
             
            
                | R1 | 
                891-0 | 
                891-0 | 
                875-4 | 
                881-2 | 
             
            
                | PP | 
                871-4 | 
                871-4 | 
                871-4 | 
                866-5 | 
             
            
                | S1 | 
                852-4 | 
                852-4 | 
                868-4 | 
                842-6 | 
             
            
                | S2 | 
                833-0 | 
                833-0 | 
                865-0 | 
                 | 
             
            
                | S3 | 
                794-4 | 
                814-0 | 
                861-3 | 
                 | 
             
            
                | S4 | 
                756-0 | 
                775-4 | 
                850-7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                890-4 | 
                838-4 | 
                52-0 | 
                6.1% | 
                21-1 | 
                2.5% | 
                29% | 
                False | 
                False | 
                73,362 | 
                 
                
                | 10 | 
                908-0 | 
                838-4 | 
                69-4 | 
                8.1% | 
                19-5 | 
                2.3% | 
                22% | 
                False | 
                False | 
                63,179 | 
                 
                
                | 20 | 
                1023-4 | 
                838-4 | 
                185-0 | 
                21.7% | 
                20-2 | 
                2.4% | 
                8% | 
                False | 
                False | 
                48,551 | 
                 
                
                | 40 | 
                1048-0 | 
                838-4 | 
                209-4 | 
                24.5% | 
                22-5 | 
                2.6% | 
                7% | 
                False | 
                False | 
                33,466 | 
                 
                
                | 60 | 
                1048-0 | 
                787-4 | 
                260-4 | 
                30.5% | 
                21-3 | 
                2.5% | 
                25% | 
                False | 
                False | 
                24,033 | 
                 
                
                | 80 | 
                1048-0 | 
                787-4 | 
                260-4 | 
                30.5% | 
                21-2 | 
                2.5% | 
                25% | 
                False | 
                False | 
                18,997 | 
                 
                
                | 100 | 
                1048-0 | 
                787-4 | 
                260-4 | 
                30.5% | 
                22-1 | 
                2.6% | 
                25% | 
                False | 
                False | 
                15,773 | 
                 
                
                | 120 | 
                1247-0 | 
                787-4 | 
                459-4 | 
                53.8% | 
                21-2 | 
                2.5% | 
                14% | 
                False | 
                False | 
                13,467 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            912-2 | 
         
        
            | 
2.618             | 
            891-0 | 
         
        
            | 
1.618             | 
            878-0 | 
         
        
            | 
1.000             | 
            870-0 | 
         
        
            | 
0.618             | 
            865-0 | 
         
        
            | 
HIGH             | 
            857-0 | 
         
        
            | 
0.618             | 
            852-0 | 
         
        
            | 
0.500             | 
            850-4 | 
         
        
            | 
0.382             | 
            849-0 | 
         
        
            | 
LOW             | 
            844-0 | 
         
        
            | 
0.618             | 
            836-0 | 
         
        
            | 
1.000             | 
            831-0 | 
         
        
            | 
1.618             | 
            823-0 | 
         
        
            | 
2.618             | 
            810-0 | 
         
        
            | 
4.250             | 
            788-6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                852-4 | 
                                857-4 | 
                             
                            
                                | PP | 
                                851-4 | 
                                856-1 | 
                             
                            
                                | S1 | 
                                850-4 | 
                                854-7 | 
                             
             
         |