CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
853-0 |
849-0 |
-4-0 |
-0.5% |
883-0 |
| High |
856-0 |
853-0 |
-3-0 |
-0.4% |
894-4 |
| Low |
842-0 |
843-0 |
1-0 |
0.1% |
856-0 |
| Close |
846-4 |
851-2 |
4-6 |
0.6% |
875-0 |
| Range |
14-0 |
10-0 |
-4-0 |
-28.6% |
38-4 |
| ATR |
25-6 |
24-5 |
-1-1 |
-4.4% |
0-0 |
| Volume |
22,593 |
20,898 |
-1,695 |
-7.5% |
90,407 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-1 |
875-1 |
856-6 |
|
| R3 |
869-1 |
865-1 |
854-0 |
|
| R2 |
859-1 |
859-1 |
853-1 |
|
| R1 |
855-1 |
855-1 |
852-1 |
857-1 |
| PP |
849-1 |
849-1 |
849-1 |
850-0 |
| S1 |
845-1 |
845-1 |
850-3 |
847-1 |
| S2 |
839-1 |
839-1 |
849-3 |
|
| S3 |
829-1 |
835-1 |
848-4 |
|
| S4 |
819-1 |
825-1 |
845-6 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-5 |
971-3 |
896-1 |
|
| R3 |
952-1 |
932-7 |
885-5 |
|
| R2 |
913-5 |
913-5 |
882-0 |
|
| R1 |
894-3 |
894-3 |
878-4 |
884-6 |
| PP |
875-1 |
875-1 |
875-1 |
870-3 |
| S1 |
855-7 |
855-7 |
871-4 |
846-2 |
| S2 |
836-5 |
836-5 |
868-0 |
|
| S3 |
798-1 |
817-3 |
864-3 |
|
| S4 |
759-5 |
778-7 |
853-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
894-4 |
842-0 |
52-4 |
6.2% |
19-1 |
2.2% |
18% |
False |
False |
18,731 |
| 10 |
912-4 |
842-0 |
70-4 |
8.3% |
18-2 |
2.1% |
13% |
False |
False |
20,071 |
| 20 |
1029-0 |
842-0 |
187-0 |
22.0% |
19-1 |
2.2% |
5% |
False |
False |
19,567 |
| 40 |
1059-0 |
842-0 |
217-0 |
25.5% |
21-7 |
2.6% |
4% |
False |
False |
18,260 |
| 60 |
1059-0 |
797-0 |
262-0 |
30.8% |
21-2 |
2.5% |
21% |
False |
False |
14,425 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.8% |
21-4 |
2.5% |
21% |
False |
False |
11,966 |
| 100 |
1059-0 |
797-0 |
262-0 |
30.8% |
22-5 |
2.7% |
21% |
False |
False |
10,581 |
| 120 |
1262-0 |
797-0 |
465-0 |
54.6% |
23-2 |
2.7% |
12% |
False |
False |
9,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
895-4 |
|
2.618 |
879-1 |
|
1.618 |
869-1 |
|
1.000 |
863-0 |
|
0.618 |
859-1 |
|
HIGH |
853-0 |
|
0.618 |
849-1 |
|
0.500 |
848-0 |
|
0.382 |
846-7 |
|
LOW |
843-0 |
|
0.618 |
836-7 |
|
1.000 |
833-0 |
|
1.618 |
826-7 |
|
2.618 |
816-7 |
|
4.250 |
800-4 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
850-1 |
860-4 |
| PP |
849-1 |
857-3 |
| S1 |
848-0 |
854-3 |
|