CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
888-0 |
916-0 |
28-0 |
3.2% |
879-0 |
| High |
890-0 |
921-0 |
31-0 |
3.5% |
893-0 |
| Low |
867-4 |
903-0 |
35-4 |
4.1% |
857-0 |
| Close |
876-4 |
913-0 |
36-4 |
4.2% |
876-4 |
| Range |
22-4 |
18-0 |
-4-4 |
-20.0% |
36-0 |
| ATR |
25-5 |
27-0 |
1-3 |
5.3% |
0-0 |
| Volume |
56,089 |
95,910 |
39,821 |
71.0% |
243,357 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966-3 |
957-5 |
922-7 |
|
| R3 |
948-3 |
939-5 |
918-0 |
|
| R2 |
930-3 |
930-3 |
916-2 |
|
| R1 |
921-5 |
921-5 |
914-5 |
917-0 |
| PP |
912-3 |
912-3 |
912-3 |
910-0 |
| S1 |
903-5 |
903-5 |
911-3 |
899-0 |
| S2 |
894-3 |
894-3 |
909-6 |
|
| S3 |
876-3 |
885-5 |
908-0 |
|
| S4 |
858-3 |
867-5 |
903-1 |
|
|
| 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 |
921-0 |
857-0 |
64-0 |
7.0% |
22-1 |
2.4% |
88% |
True |
False |
67,853 |
| 10 |
921-0 |
838-4 |
82-4 |
9.0% |
18-4 |
2.0% |
90% |
True |
False |
70,271 |
| 20 |
977-0 |
838-4 |
138-4 |
15.2% |
19-7 |
2.2% |
54% |
False |
False |
63,388 |
| 40 |
1047-0 |
838-4 |
208-4 |
22.8% |
22-0 |
2.4% |
36% |
False |
False |
45,079 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.9% |
21-3 |
2.3% |
36% |
False |
False |
32,573 |
| 80 |
1048-0 |
787-4 |
260-4 |
28.5% |
20-4 |
2.3% |
48% |
False |
False |
25,592 |
| 100 |
1048-0 |
787-4 |
260-4 |
28.5% |
21-5 |
2.4% |
48% |
False |
False |
21,180 |
| 120 |
1247-0 |
787-4 |
459-4 |
50.3% |
21-5 |
2.4% |
27% |
False |
False |
18,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
997-4 |
|
2.618 |
968-1 |
|
1.618 |
950-1 |
|
1.000 |
939-0 |
|
0.618 |
932-1 |
|
HIGH |
921-0 |
|
0.618 |
914-1 |
|
0.500 |
912-0 |
|
0.382 |
909-7 |
|
LOW |
903-0 |
|
0.618 |
891-7 |
|
1.000 |
885-0 |
|
1.618 |
873-7 |
|
2.618 |
855-7 |
|
4.250 |
826-4 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
912-5 |
905-0 |
| PP |
912-3 |
897-0 |
| S1 |
912-0 |
889-0 |
|