CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
862-0 |
880-0 |
18-0 |
2.1% |
853-0 |
| High |
872-0 |
882-0 |
10-0 |
1.1% |
875-4 |
| Low |
855-0 |
863-0 |
8-0 |
0.9% |
842-0 |
| Close |
866-0 |
863-0 |
-3-0 |
-0.3% |
866-0 |
| Range |
17-0 |
19-0 |
2-0 |
11.8% |
33-4 |
| ATR |
24-2 |
23-7 |
-0-3 |
-1.5% |
0-0 |
| Volume |
28,301 |
19,184 |
-9,117 |
-32.2% |
136,114 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926-3 |
913-5 |
873-4 |
|
| R3 |
907-3 |
894-5 |
868-2 |
|
| R2 |
888-3 |
888-3 |
866-4 |
|
| R1 |
875-5 |
875-5 |
864-6 |
872-4 |
| PP |
869-3 |
869-3 |
869-3 |
867-6 |
| S1 |
856-5 |
856-5 |
861-2 |
853-4 |
| S2 |
850-3 |
850-3 |
859-4 |
|
| S3 |
831-3 |
837-5 |
857-6 |
|
| S4 |
812-3 |
818-5 |
852-4 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-5 |
947-3 |
884-3 |
|
| R3 |
928-1 |
913-7 |
875-2 |
|
| R2 |
894-5 |
894-5 |
872-1 |
|
| R1 |
880-3 |
880-3 |
869-1 |
887-4 |
| PP |
861-1 |
861-1 |
861-1 |
864-6 |
| S1 |
846-7 |
846-7 |
862-7 |
854-0 |
| S2 |
827-5 |
827-5 |
859-7 |
|
| S3 |
794-1 |
813-3 |
856-6 |
|
| S4 |
760-5 |
779-7 |
847-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
882-0 |
843-0 |
39-0 |
4.5% |
14-1 |
1.6% |
51% |
True |
False |
26,541 |
| 10 |
894-4 |
842-0 |
52-4 |
6.1% |
17-0 |
2.0% |
40% |
False |
False |
22,380 |
| 20 |
1029-0 |
842-0 |
187-0 |
21.7% |
18-1 |
2.1% |
11% |
False |
False |
20,450 |
| 40 |
1059-0 |
842-0 |
217-0 |
25.1% |
21-4 |
2.5% |
10% |
False |
False |
19,873 |
| 60 |
1059-0 |
842-0 |
217-0 |
25.1% |
21-2 |
2.5% |
10% |
False |
False |
15,700 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.4% |
20-7 |
2.4% |
25% |
False |
False |
13,093 |
| 100 |
1059-0 |
797-0 |
262-0 |
30.4% |
22-4 |
2.6% |
25% |
False |
False |
11,472 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.9% |
22-7 |
2.6% |
14% |
False |
False |
10,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
962-6 |
|
2.618 |
931-6 |
|
1.618 |
912-6 |
|
1.000 |
901-0 |
|
0.618 |
893-6 |
|
HIGH |
882-0 |
|
0.618 |
874-6 |
|
0.500 |
872-4 |
|
0.382 |
870-2 |
|
LOW |
863-0 |
|
0.618 |
851-2 |
|
1.000 |
844-0 |
|
1.618 |
832-2 |
|
2.618 |
813-2 |
|
4.250 |
782-2 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
872-4 |
863-4 |
| PP |
869-3 |
863-3 |
| S1 |
866-1 |
863-1 |
|