CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
880-0 |
882-0 |
2-0 |
0.2% |
853-0 |
| High |
882-0 |
891-0 |
9-0 |
1.0% |
875-4 |
| Low |
863-0 |
873-0 |
10-0 |
1.2% |
842-0 |
| Close |
863-0 |
876-6 |
13-6 |
1.6% |
866-0 |
| Range |
19-0 |
18-0 |
-1-0 |
-5.3% |
33-4 |
| ATR |
23-7 |
24-1 |
0-2 |
1.2% |
0-0 |
| Volume |
19,184 |
12,108 |
-7,076 |
-36.9% |
136,114 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934-2 |
923-4 |
886-5 |
|
| R3 |
916-2 |
905-4 |
881-6 |
|
| R2 |
898-2 |
898-2 |
880-0 |
|
| R1 |
887-4 |
887-4 |
878-3 |
883-7 |
| PP |
880-2 |
880-2 |
880-2 |
878-4 |
| S1 |
869-4 |
869-4 |
875-1 |
865-7 |
| S2 |
862-2 |
862-2 |
873-4 |
|
| S3 |
844-2 |
851-4 |
871-6 |
|
| S4 |
826-2 |
833-4 |
866-7 |
|
|
| 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 |
891-0 |
845-0 |
46-0 |
5.2% |
15-6 |
1.8% |
69% |
True |
False |
24,783 |
| 10 |
894-4 |
842-0 |
52-4 |
6.0% |
17-3 |
2.0% |
66% |
False |
False |
21,757 |
| 20 |
1020-0 |
842-0 |
178-0 |
20.3% |
18-0 |
2.1% |
20% |
False |
False |
19,708 |
| 40 |
1054-4 |
842-0 |
212-4 |
24.2% |
21-3 |
2.4% |
16% |
False |
False |
19,762 |
| 60 |
1059-0 |
842-0 |
217-0 |
24.8% |
21-3 |
2.4% |
16% |
False |
False |
15,820 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.9% |
20-7 |
2.4% |
30% |
False |
False |
13,193 |
| 100 |
1059-0 |
797-0 |
262-0 |
29.9% |
22-2 |
2.5% |
30% |
False |
False |
11,543 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.0% |
22-4 |
2.6% |
17% |
False |
False |
10,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967-4 |
|
2.618 |
938-1 |
|
1.618 |
920-1 |
|
1.000 |
909-0 |
|
0.618 |
902-1 |
|
HIGH |
891-0 |
|
0.618 |
884-1 |
|
0.500 |
882-0 |
|
0.382 |
879-7 |
|
LOW |
873-0 |
|
0.618 |
861-7 |
|
1.000 |
855-0 |
|
1.618 |
843-7 |
|
2.618 |
825-7 |
|
4.250 |
796-4 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
882-0 |
875-4 |
| PP |
880-2 |
874-2 |
| S1 |
878-4 |
873-0 |
|