CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
929-0 |
-28-0 |
-2.9% |
977-0 |
| High |
958-0 |
930-0 |
-28-0 |
-2.9% |
980-0 |
| Low |
941-4 |
916-4 |
-25-0 |
-2.7% |
916-4 |
| Close |
944-0 |
917-0 |
-27-0 |
-2.9% |
917-0 |
| Range |
16-4 |
13-4 |
-3-0 |
-18.2% |
63-4 |
| ATR |
24-1 |
24-3 |
0-2 |
1.0% |
0-0 |
| Volume |
86,827 |
66,467 |
-20,360 |
-23.4% |
367,958 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-5 |
952-7 |
924-3 |
|
| R3 |
948-1 |
939-3 |
920-6 |
|
| R2 |
934-5 |
934-5 |
919-4 |
|
| R1 |
925-7 |
925-7 |
918-2 |
923-4 |
| PP |
921-1 |
921-1 |
921-1 |
920-0 |
| S1 |
912-3 |
912-3 |
915-6 |
910-0 |
| S2 |
907-5 |
907-5 |
914-4 |
|
| S3 |
894-1 |
898-7 |
913-2 |
|
| S4 |
880-5 |
885-3 |
909-5 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1128-3 |
1086-1 |
951-7 |
|
| R3 |
1064-7 |
1022-5 |
934-4 |
|
| R2 |
1001-3 |
1001-3 |
928-5 |
|
| R1 |
959-1 |
959-1 |
922-7 |
948-4 |
| PP |
937-7 |
937-7 |
937-7 |
932-4 |
| S1 |
895-5 |
895-5 |
911-1 |
885-0 |
| S2 |
874-3 |
874-3 |
905-3 |
|
| S3 |
810-7 |
832-1 |
899-4 |
|
| S4 |
747-3 |
768-5 |
882-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
980-0 |
916-4 |
63-4 |
6.9% |
18-4 |
2.0% |
1% |
False |
True |
73,591 |
| 10 |
980-0 |
867-4 |
112-4 |
12.3% |
17-4 |
1.9% |
44% |
False |
False |
73,884 |
| 20 |
980-0 |
838-4 |
141-4 |
15.4% |
18-6 |
2.0% |
55% |
False |
False |
73,378 |
| 40 |
1023-4 |
838-4 |
185-0 |
20.2% |
19-2 |
2.1% |
42% |
False |
False |
54,581 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.8% |
21-4 |
2.3% |
37% |
False |
False |
41,755 |
| 80 |
1048-0 |
787-4 |
260-4 |
28.4% |
20-3 |
2.2% |
50% |
False |
False |
32,574 |
| 100 |
1048-0 |
787-4 |
260-4 |
28.4% |
20-5 |
2.3% |
50% |
False |
False |
26,805 |
| 120 |
1062-0 |
787-4 |
274-4 |
29.9% |
21-4 |
2.3% |
47% |
False |
False |
22,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987-3 |
|
2.618 |
965-3 |
|
1.618 |
951-7 |
|
1.000 |
943-4 |
|
0.618 |
938-3 |
|
HIGH |
930-0 |
|
0.618 |
924-7 |
|
0.500 |
923-2 |
|
0.382 |
921-5 |
|
LOW |
916-4 |
|
0.618 |
908-1 |
|
1.000 |
903-0 |
|
1.618 |
894-5 |
|
2.618 |
881-1 |
|
4.250 |
859-1 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
923-2 |
941-2 |
| PP |
921-1 |
933-1 |
| S1 |
919-1 |
925-1 |
|