CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
883-0 |
888-0 |
5-0 |
0.6% |
879-0 |
| High |
889-0 |
890-0 |
1-0 |
0.1% |
893-0 |
| Low |
857-0 |
867-4 |
10-4 |
1.2% |
857-0 |
| Close |
862-0 |
876-4 |
14-4 |
1.7% |
876-4 |
| Range |
32-0 |
22-4 |
-9-4 |
-29.7% |
36-0 |
| ATR |
25-4 |
25-5 |
0-1 |
0.7% |
0-0 |
| Volume |
74,780 |
56,089 |
-18,691 |
-25.0% |
243,357 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945-4 |
933-4 |
888-7 |
|
| R3 |
923-0 |
911-0 |
882-6 |
|
| R2 |
900-4 |
900-4 |
880-5 |
|
| R1 |
888-4 |
888-4 |
878-4 |
883-2 |
| PP |
878-0 |
878-0 |
878-0 |
875-3 |
| S1 |
866-0 |
866-0 |
874-4 |
860-6 |
| S2 |
855-4 |
855-4 |
872-3 |
|
| S3 |
833-0 |
843-4 |
870-2 |
|
| S4 |
810-4 |
821-0 |
864-1 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983-4 |
966-0 |
896-2 |
|
| R3 |
947-4 |
930-0 |
886-3 |
|
| R2 |
911-4 |
911-4 |
883-1 |
|
| R1 |
894-0 |
894-0 |
879-6 |
884-6 |
| PP |
875-4 |
875-4 |
875-4 |
870-7 |
| S1 |
858-0 |
858-0 |
873-2 |
848-6 |
| S2 |
839-4 |
839-4 |
869-7 |
|
| S3 |
803-4 |
822-0 |
866-5 |
|
| S4 |
767-4 |
786-0 |
856-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
893-0 |
856-0 |
37-0 |
4.2% |
21-7 |
2.5% |
55% |
False |
False |
62,483 |
| 10 |
893-0 |
838-4 |
54-4 |
6.2% |
19-1 |
2.2% |
70% |
False |
False |
70,726 |
| 20 |
987-0 |
838-4 |
148-4 |
16.9% |
19-7 |
2.3% |
26% |
False |
False |
60,806 |
| 40 |
1047-0 |
838-4 |
208-4 |
23.8% |
22-0 |
2.5% |
18% |
False |
False |
42,871 |
| 60 |
1048-0 |
838-4 |
209-4 |
23.9% |
21-5 |
2.5% |
18% |
False |
False |
31,102 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.7% |
20-4 |
2.3% |
34% |
False |
False |
24,441 |
| 100 |
1048-0 |
787-4 |
260-4 |
29.7% |
21-5 |
2.5% |
34% |
False |
False |
20,238 |
| 120 |
1247-0 |
787-4 |
459-4 |
52.4% |
21-5 |
2.5% |
19% |
False |
False |
17,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
985-5 |
|
2.618 |
948-7 |
|
1.618 |
926-3 |
|
1.000 |
912-4 |
|
0.618 |
903-7 |
|
HIGH |
890-0 |
|
0.618 |
881-3 |
|
0.500 |
878-6 |
|
0.382 |
876-1 |
|
LOW |
867-4 |
|
0.618 |
853-5 |
|
1.000 |
845-0 |
|
1.618 |
831-1 |
|
2.618 |
808-5 |
|
4.250 |
771-7 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
878-6 |
876-0 |
| PP |
878-0 |
875-4 |
| S1 |
877-2 |
875-0 |
|