CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
884-0 |
869-0 |
-15-0 |
-1.7% |
853-0 |
| High |
887-0 |
882-0 |
-5-0 |
-0.6% |
875-4 |
| Low |
857-0 |
865-0 |
8-0 |
0.9% |
842-0 |
| Close |
860-6 |
881-4 |
20-6 |
2.4% |
866-0 |
| Range |
30-0 |
17-0 |
-13-0 |
-43.3% |
33-4 |
| ATR |
24-4 |
24-3 |
-0-2 |
-1.0% |
0-0 |
| Volume |
19,343 |
16,140 |
-3,203 |
-16.6% |
136,114 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927-1 |
921-3 |
890-7 |
|
| R3 |
910-1 |
904-3 |
886-1 |
|
| R2 |
893-1 |
893-1 |
884-5 |
|
| R1 |
887-3 |
887-3 |
883-0 |
890-2 |
| PP |
876-1 |
876-1 |
876-1 |
877-5 |
| S1 |
870-3 |
870-3 |
880-0 |
873-2 |
| S2 |
859-1 |
859-1 |
878-3 |
|
| S3 |
842-1 |
853-3 |
876-7 |
|
| S4 |
825-1 |
836-3 |
872-1 |
|
|
| 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 |
855-0 |
36-0 |
4.1% |
20-2 |
2.3% |
74% |
False |
False |
19,015 |
| 10 |
891-0 |
842-0 |
49-0 |
5.6% |
17-2 |
2.0% |
81% |
False |
False |
22,598 |
| 20 |
992-0 |
842-0 |
150-0 |
17.0% |
18-3 |
2.1% |
26% |
False |
False |
20,262 |
| 40 |
1054-4 |
842-0 |
212-4 |
24.1% |
21-0 |
2.4% |
19% |
False |
False |
19,713 |
| 60 |
1059-0 |
842-0 |
217-0 |
24.6% |
21-2 |
2.4% |
18% |
False |
False |
16,247 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.7% |
20-5 |
2.3% |
32% |
False |
False |
13,532 |
| 100 |
1059-0 |
797-0 |
262-0 |
29.7% |
22-0 |
2.5% |
32% |
False |
False |
11,799 |
| 120 |
1262-0 |
797-0 |
465-0 |
52.8% |
22-4 |
2.6% |
18% |
False |
False |
10,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
954-2 |
|
2.618 |
926-4 |
|
1.618 |
909-4 |
|
1.000 |
899-0 |
|
0.618 |
892-4 |
|
HIGH |
882-0 |
|
0.618 |
875-4 |
|
0.500 |
873-4 |
|
0.382 |
871-4 |
|
LOW |
865-0 |
|
0.618 |
854-4 |
|
1.000 |
848-0 |
|
1.618 |
837-4 |
|
2.618 |
820-4 |
|
4.250 |
792-6 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
878-7 |
879-0 |
| PP |
876-1 |
876-4 |
| S1 |
873-4 |
874-0 |
|