CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
916-0 |
912-0 |
-4-0 |
-0.4% |
879-0 |
| High |
921-0 |
920-0 |
-1-0 |
-0.1% |
893-0 |
| Low |
903-0 |
909-0 |
6-0 |
0.7% |
857-0 |
| Close |
913-0 |
915-0 |
2-0 |
0.2% |
876-4 |
| Range |
18-0 |
11-0 |
-7-0 |
-38.9% |
36-0 |
| ATR |
27-0 |
25-7 |
-1-1 |
-4.2% |
0-0 |
| Volume |
95,910 |
74,041 |
-21,869 |
-22.8% |
243,357 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947-5 |
942-3 |
921-0 |
|
| R3 |
936-5 |
931-3 |
918-0 |
|
| R2 |
925-5 |
925-5 |
917-0 |
|
| R1 |
920-3 |
920-3 |
916-0 |
923-0 |
| PP |
914-5 |
914-5 |
914-5 |
916-0 |
| S1 |
909-3 |
909-3 |
914-0 |
912-0 |
| S2 |
903-5 |
903-5 |
913-0 |
|
| S3 |
892-5 |
898-3 |
912-0 |
|
| S4 |
881-5 |
887-3 |
909-0 |
|
|
| 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% |
20-4 |
2.2% |
91% |
False |
False |
70,303 |
| 10 |
921-0 |
843-0 |
78-0 |
8.5% |
18-1 |
2.0% |
92% |
False |
False |
70,401 |
| 20 |
926-0 |
838-4 |
87-4 |
9.6% |
19-3 |
2.1% |
87% |
False |
False |
64,986 |
| 40 |
1047-0 |
838-4 |
208-4 |
22.8% |
21-1 |
2.3% |
37% |
False |
False |
46,402 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.9% |
21-3 |
2.3% |
37% |
False |
False |
33,680 |
| 80 |
1048-0 |
787-4 |
260-4 |
28.5% |
20-3 |
2.2% |
49% |
False |
False |
26,497 |
| 100 |
1048-0 |
787-4 |
260-4 |
28.5% |
21-5 |
2.4% |
49% |
False |
False |
21,897 |
| 120 |
1245-0 |
787-4 |
457-4 |
50.0% |
21-5 |
2.4% |
28% |
False |
False |
18,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
966-6 |
|
2.618 |
948-6 |
|
1.618 |
937-6 |
|
1.000 |
931-0 |
|
0.618 |
926-6 |
|
HIGH |
920-0 |
|
0.618 |
915-6 |
|
0.500 |
914-4 |
|
0.382 |
913-2 |
|
LOW |
909-0 |
|
0.618 |
902-2 |
|
1.000 |
898-0 |
|
1.618 |
891-2 |
|
2.618 |
880-2 |
|
4.250 |
862-2 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914-7 |
908-1 |
| PP |
914-5 |
901-1 |
| S1 |
914-4 |
894-2 |
|