CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
897-0 |
940-0 |
43-0 |
4.8% |
977-0 |
| High |
911-0 |
954-0 |
43-0 |
4.7% |
980-0 |
| Low |
897-0 |
929-0 |
32-0 |
3.6% |
916-4 |
| Close |
904-4 |
952-0 |
47-4 |
5.3% |
917-0 |
| Range |
14-0 |
25-0 |
11-0 |
78.6% |
63-4 |
| ATR |
24-0 |
25-7 |
1-7 |
7.6% |
0-0 |
| Volume |
79,941 |
70,956 |
-8,985 |
-11.2% |
367,958 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1020-0 |
1011-0 |
965-6 |
|
| R3 |
995-0 |
986-0 |
958-7 |
|
| R2 |
970-0 |
970-0 |
956-5 |
|
| R1 |
961-0 |
961-0 |
954-2 |
965-4 |
| PP |
945-0 |
945-0 |
945-0 |
947-2 |
| S1 |
936-0 |
936-0 |
949-6 |
940-4 |
| S2 |
920-0 |
920-0 |
947-3 |
|
| S3 |
895-0 |
911-0 |
945-1 |
|
| S4 |
870-0 |
886-0 |
938-2 |
|
|
| 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 |
966-0 |
897-0 |
69-0 |
7.2% |
17-3 |
1.8% |
80% |
False |
False |
74,674 |
| 10 |
980-0 |
897-0 |
83-0 |
8.7% |
17-2 |
1.8% |
66% |
False |
False |
73,774 |
| 20 |
980-0 |
838-4 |
141-4 |
14.9% |
17-7 |
1.9% |
80% |
False |
False |
72,023 |
| 40 |
1023-4 |
838-4 |
185-0 |
19.4% |
19-4 |
2.0% |
61% |
False |
False |
57,506 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.0% |
21-4 |
2.3% |
54% |
False |
False |
44,075 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-4 |
2.2% |
63% |
False |
False |
34,369 |
| 100 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-5 |
2.2% |
63% |
False |
False |
28,237 |
| 120 |
1048-0 |
787-4 |
260-4 |
27.4% |
21-4 |
2.3% |
63% |
False |
False |
24,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-2 |
|
2.618 |
1019-4 |
|
1.618 |
994-4 |
|
1.000 |
979-0 |
|
0.618 |
969-4 |
|
HIGH |
954-0 |
|
0.618 |
944-4 |
|
0.500 |
941-4 |
|
0.382 |
938-4 |
|
LOW |
929-0 |
|
0.618 |
913-4 |
|
1.000 |
904-0 |
|
1.618 |
888-4 |
|
2.618 |
863-4 |
|
4.250 |
822-6 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
948-4 |
943-1 |
| PP |
945-0 |
934-3 |
| S1 |
941-4 |
925-4 |
|