CME Pit-Traded Soybean Future May 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 |
855-0 |
863-0 |
8-0 |
0.9% |
850-4 |
| High |
858-0 |
873-0 |
15-0 |
1.7% |
878-0 |
| Low |
843-0 |
856-0 |
13-0 |
1.5% |
838-4 |
| Close |
852-0 |
867-0 |
15-0 |
1.8% |
867-0 |
| Range |
15-0 |
17-0 |
2-0 |
13.3% |
39-4 |
| ATR |
25-4 |
25-1 |
-0-3 |
-1.3% |
0-0 |
| Volume |
69,720 |
69,061 |
-659 |
-0.9% |
363,447 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
916-3 |
908-5 |
876-3 |
|
| R3 |
899-3 |
891-5 |
871-5 |
|
| R2 |
882-3 |
882-3 |
870-1 |
|
| R1 |
874-5 |
874-5 |
868-4 |
878-4 |
| PP |
865-3 |
865-3 |
865-3 |
867-2 |
| S1 |
857-5 |
857-5 |
865-4 |
861-4 |
| S2 |
848-3 |
848-3 |
863-7 |
|
| S3 |
831-3 |
840-5 |
862-3 |
|
| S4 |
814-3 |
823-5 |
857-5 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-5 |
962-7 |
888-6 |
|
| R3 |
940-1 |
923-3 |
877-7 |
|
| R2 |
900-5 |
900-5 |
874-2 |
|
| R1 |
883-7 |
883-7 |
870-5 |
892-2 |
| PP |
861-1 |
861-1 |
861-1 |
865-3 |
| S1 |
844-3 |
844-3 |
863-3 |
852-6 |
| S2 |
821-5 |
821-5 |
859-6 |
|
| S3 |
782-1 |
804-7 |
856-1 |
|
| S4 |
742-5 |
765-3 |
845-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
878-0 |
838-4 |
39-4 |
4.6% |
14-7 |
1.7% |
72% |
False |
False |
72,689 |
| 10 |
890-4 |
838-4 |
52-0 |
6.0% |
18-3 |
2.1% |
55% |
False |
False |
71,751 |
| 20 |
1023-4 |
838-4 |
185-0 |
21.3% |
19-3 |
2.2% |
15% |
False |
False |
54,600 |
| 40 |
1048-0 |
838-4 |
209-4 |
24.2% |
22-4 |
2.6% |
14% |
False |
False |
38,328 |
| 60 |
1048-0 |
827-0 |
221-0 |
25.5% |
21-3 |
2.5% |
18% |
False |
False |
27,426 |
| 80 |
1048-0 |
787-4 |
260-4 |
30.0% |
20-5 |
2.4% |
31% |
False |
False |
21,584 |
| 100 |
1048-0 |
787-4 |
260-4 |
30.0% |
22-0 |
2.5% |
31% |
False |
False |
17,896 |
| 120 |
1247-0 |
787-4 |
459-4 |
53.0% |
21-4 |
2.5% |
17% |
False |
False |
15,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945-2 |
|
2.618 |
917-4 |
|
1.618 |
900-4 |
|
1.000 |
890-0 |
|
0.618 |
883-4 |
|
HIGH |
873-0 |
|
0.618 |
866-4 |
|
0.500 |
864-4 |
|
0.382 |
862-4 |
|
LOW |
856-0 |
|
0.618 |
845-4 |
|
1.000 |
839-0 |
|
1.618 |
828-4 |
|
2.618 |
811-4 |
|
4.250 |
783-6 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
866-1 |
864-7 |
| PP |
865-3 |
862-5 |
| S1 |
864-4 |
860-4 |
|