CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
948-0 |
977-0 |
29-0 |
3.1% |
916-0 |
| High |
952-0 |
980-0 |
28-0 |
2.9% |
952-4 |
| Low |
941-0 |
951-4 |
10-4 |
1.1% |
903-0 |
| Close |
952-0 |
955-4 |
3-4 |
0.4% |
952-0 |
| Range |
11-0 |
28-4 |
17-4 |
159.1% |
49-4 |
| ATR |
25-5 |
25-6 |
0-2 |
0.8% |
0-0 |
| Volume |
91,583 |
69,007 |
-22,576 |
-24.7% |
314,801 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1047-7 |
1030-1 |
971-1 |
|
| R3 |
1019-3 |
1001-5 |
963-3 |
|
| R2 |
990-7 |
990-7 |
960-6 |
|
| R1 |
973-1 |
973-1 |
958-1 |
967-6 |
| PP |
962-3 |
962-3 |
962-3 |
959-5 |
| S1 |
944-5 |
944-5 |
952-7 |
939-2 |
| S2 |
933-7 |
933-7 |
950-2 |
|
| S3 |
905-3 |
916-1 |
947-5 |
|
| S4 |
876-7 |
887-5 |
939-7 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1084-3 |
1067-5 |
979-2 |
|
| R3 |
1034-7 |
1018-1 |
965-5 |
|
| R2 |
985-3 |
985-3 |
961-1 |
|
| R1 |
968-5 |
968-5 |
956-4 |
977-0 |
| PP |
935-7 |
935-7 |
935-7 |
940-0 |
| S1 |
919-1 |
919-1 |
947-4 |
927-4 |
| S2 |
886-3 |
886-3 |
942-7 |
|
| S3 |
836-7 |
869-5 |
938-3 |
|
| S4 |
787-3 |
820-1 |
924-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
980-0 |
903-0 |
77-0 |
8.1% |
17-5 |
1.8% |
68% |
True |
False |
76,761 |
| 10 |
980-0 |
856-0 |
124-0 |
13.0% |
19-6 |
2.1% |
80% |
True |
False |
69,622 |
| 20 |
980-0 |
838-4 |
141-4 |
14.8% |
19-2 |
2.0% |
83% |
True |
False |
69,629 |
| 40 |
1047-0 |
838-4 |
208-4 |
21.8% |
20-2 |
2.1% |
56% |
False |
False |
49,790 |
| 60 |
1048-0 |
838-4 |
209-4 |
21.9% |
21-7 |
2.3% |
56% |
False |
False |
37,000 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.3% |
20-4 |
2.1% |
64% |
False |
False |
29,050 |
| 100 |
1048-0 |
787-4 |
260-4 |
27.3% |
21-5 |
2.3% |
64% |
False |
False |
23,948 |
| 120 |
1213-0 |
787-4 |
425-4 |
44.5% |
21-6 |
2.3% |
39% |
False |
False |
20,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1101-1 |
|
2.618 |
1054-5 |
|
1.618 |
1026-1 |
|
1.000 |
1008-4 |
|
0.618 |
997-5 |
|
HIGH |
980-0 |
|
0.618 |
969-1 |
|
0.500 |
965-6 |
|
0.382 |
962-3 |
|
LOW |
951-4 |
|
0.618 |
933-7 |
|
1.000 |
923-0 |
|
1.618 |
905-3 |
|
2.618 |
876-7 |
|
4.250 |
830-3 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
965-6 |
956-4 |
| PP |
962-3 |
956-1 |
| S1 |
958-7 |
955-7 |
|