CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
961-0 |
957-0 |
-4-0 |
-0.4% |
916-0 |
| High |
966-0 |
958-0 |
-8-0 |
-0.8% |
952-4 |
| Low |
948-0 |
941-4 |
-6-4 |
-0.7% |
903-0 |
| Close |
951-0 |
944-0 |
-7-0 |
-0.7% |
952-0 |
| Range |
18-0 |
16-4 |
-1-4 |
-8.3% |
49-4 |
| ATR |
24-5 |
24-1 |
-0-5 |
-2.4% |
0-0 |
| Volume |
69,182 |
86,827 |
17,645 |
25.5% |
314,801 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997-3 |
987-1 |
953-1 |
|
| R3 |
980-7 |
970-5 |
948-4 |
|
| R2 |
964-3 |
964-3 |
947-0 |
|
| R1 |
954-1 |
954-1 |
945-4 |
951-0 |
| PP |
947-7 |
947-7 |
947-7 |
946-2 |
| S1 |
937-5 |
937-5 |
942-4 |
934-4 |
| S2 |
931-3 |
931-3 |
941-0 |
|
| S3 |
914-7 |
921-1 |
939-4 |
|
| S4 |
898-3 |
904-5 |
934-7 |
|
|
| 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 |
941-0 |
39-0 |
4.1% |
18-0 |
1.9% |
8% |
False |
False |
78,614 |
| 10 |
980-0 |
857-0 |
123-0 |
13.0% |
19-2 |
2.0% |
71% |
False |
False |
74,716 |
| 20 |
980-0 |
838-4 |
141-4 |
15.0% |
19-1 |
2.0% |
75% |
False |
False |
72,428 |
| 40 |
1023-4 |
838-4 |
185-0 |
19.6% |
19-2 |
2.0% |
57% |
False |
False |
53,439 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.2% |
22-0 |
2.3% |
50% |
False |
False |
40,695 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.6% |
20-2 |
2.2% |
60% |
False |
False |
31,792 |
| 100 |
1048-0 |
787-4 |
260-4 |
27.6% |
20-7 |
2.2% |
60% |
False |
False |
26,187 |
| 120 |
1107-0 |
787-4 |
319-4 |
33.8% |
21-4 |
2.3% |
49% |
False |
False |
22,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1028-1 |
|
2.618 |
1001-2 |
|
1.618 |
984-6 |
|
1.000 |
974-4 |
|
0.618 |
968-2 |
|
HIGH |
958-0 |
|
0.618 |
951-6 |
|
0.500 |
949-6 |
|
0.382 |
947-6 |
|
LOW |
941-4 |
|
0.618 |
931-2 |
|
1.000 |
925-0 |
|
1.618 |
914-6 |
|
2.618 |
898-2 |
|
4.250 |
871-3 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949-6 |
955-2 |
| PP |
947-7 |
951-4 |
| S1 |
945-7 |
947-6 |
|