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 | 
                             
             
         |