CME Pit-Traded Soybean Future May 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 |
883-0 |
883-0 |
0-0 |
0.0% |
850-4 |
| High |
893-0 |
889-0 |
-4-0 |
-0.4% |
878-0 |
| Low |
874-0 |
857-0 |
-17-0 |
-1.9% |
838-4 |
| Close |
877-0 |
862-0 |
-15-0 |
-1.7% |
867-0 |
| Range |
19-0 |
32-0 |
13-0 |
68.4% |
39-4 |
| ATR |
24-7 |
25-4 |
0-4 |
2.0% |
0-0 |
| Volume |
50,698 |
74,780 |
24,082 |
47.5% |
363,447 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
965-3 |
945-5 |
879-5 |
|
| R3 |
933-3 |
913-5 |
870-6 |
|
| R2 |
901-3 |
901-3 |
867-7 |
|
| R1 |
881-5 |
881-5 |
864-7 |
875-4 |
| PP |
869-3 |
869-3 |
869-3 |
866-2 |
| S1 |
849-5 |
849-5 |
859-1 |
843-4 |
| S2 |
837-3 |
837-3 |
856-1 |
|
| S3 |
805-3 |
817-5 |
853-2 |
|
| S4 |
773-3 |
785-5 |
844-3 |
|
|
| 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 |
893-0 |
843-0 |
50-0 |
5.8% |
20-3 |
2.4% |
38% |
False |
False |
65,209 |
| 10 |
893-0 |
838-4 |
54-4 |
6.3% |
20-1 |
2.3% |
43% |
False |
False |
72,872 |
| 20 |
999-0 |
838-4 |
160-4 |
18.6% |
19-5 |
2.3% |
15% |
False |
False |
59,558 |
| 40 |
1047-0 |
838-4 |
208-4 |
24.2% |
22-0 |
2.6% |
11% |
False |
False |
41,839 |
| 60 |
1048-0 |
838-4 |
209-4 |
24.3% |
21-5 |
2.5% |
11% |
False |
False |
30,261 |
| 80 |
1048-0 |
787-4 |
260-4 |
30.2% |
20-5 |
2.4% |
29% |
False |
False |
23,781 |
| 100 |
1048-0 |
787-4 |
260-4 |
30.2% |
21-7 |
2.5% |
29% |
False |
False |
19,701 |
| 120 |
1247-0 |
787-4 |
459-4 |
53.3% |
21-4 |
2.5% |
16% |
False |
False |
16,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1025-0 |
|
2.618 |
972-6 |
|
1.618 |
940-6 |
|
1.000 |
921-0 |
|
0.618 |
908-6 |
|
HIGH |
889-0 |
|
0.618 |
876-6 |
|
0.500 |
873-0 |
|
0.382 |
869-2 |
|
LOW |
857-0 |
|
0.618 |
837-2 |
|
1.000 |
825-0 |
|
1.618 |
805-2 |
|
2.618 |
773-2 |
|
4.250 |
721-0 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
873-0 |
875-0 |
| PP |
869-3 |
870-5 |
| S1 |
865-5 |
866-3 |
|