CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
888-0 |
883-0 |
-5-0 |
-0.6% |
880-0 |
| High |
888-0 |
914-0 |
26-0 |
2.9% |
891-0 |
| Low |
868-0 |
881-0 |
13-0 |
1.5% |
857-0 |
| Close |
875-2 |
907-4 |
32-2 |
3.7% |
875-2 |
| Range |
20-0 |
33-0 |
13-0 |
65.0% |
34-0 |
| ATR |
24-0 |
25-1 |
1-0 |
4.4% |
0-0 |
| Volume |
14,230 |
24,478 |
10,248 |
72.0% |
81,005 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999-7 |
986-5 |
925-5 |
|
| R3 |
966-7 |
953-5 |
916-5 |
|
| R2 |
933-7 |
933-7 |
913-4 |
|
| R1 |
920-5 |
920-5 |
910-4 |
927-2 |
| PP |
900-7 |
900-7 |
900-7 |
904-1 |
| S1 |
887-5 |
887-5 |
904-4 |
894-2 |
| S2 |
867-7 |
867-7 |
901-4 |
|
| S3 |
834-7 |
854-5 |
898-3 |
|
| S4 |
801-7 |
821-5 |
889-3 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976-3 |
959-7 |
894-0 |
|
| R3 |
942-3 |
925-7 |
884-5 |
|
| R2 |
908-3 |
908-3 |
881-4 |
|
| R1 |
891-7 |
891-7 |
878-3 |
883-1 |
| PP |
874-3 |
874-3 |
874-3 |
870-0 |
| S1 |
857-7 |
857-7 |
872-1 |
849-1 |
| S2 |
840-3 |
840-3 |
869-0 |
|
| S3 |
806-3 |
823-7 |
865-7 |
|
| S4 |
772-3 |
789-7 |
856-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
914-0 |
857-0 |
57-0 |
6.3% |
23-5 |
2.6% |
89% |
True |
False |
17,259 |
| 10 |
914-0 |
843-0 |
71-0 |
7.8% |
18-7 |
2.1% |
91% |
True |
False |
21,900 |
| 20 |
930-0 |
842-0 |
88-0 |
9.7% |
19-2 |
2.1% |
74% |
False |
False |
20,615 |
| 40 |
1054-4 |
842-0 |
212-4 |
23.4% |
20-5 |
2.3% |
31% |
False |
False |
19,918 |
| 60 |
1059-0 |
842-0 |
217-0 |
23.9% |
21-3 |
2.4% |
30% |
False |
False |
16,579 |
| 80 |
1059-0 |
797-0 |
262-0 |
28.9% |
21-0 |
2.3% |
42% |
False |
False |
13,939 |
| 100 |
1059-0 |
797-0 |
262-0 |
28.9% |
22-1 |
2.4% |
42% |
False |
False |
12,066 |
| 120 |
1255-0 |
797-0 |
458-0 |
50.5% |
22-4 |
2.5% |
24% |
False |
False |
10,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1054-2 |
|
2.618 |
1000-3 |
|
1.618 |
967-3 |
|
1.000 |
947-0 |
|
0.618 |
934-3 |
|
HIGH |
914-0 |
|
0.618 |
901-3 |
|
0.500 |
897-4 |
|
0.382 |
893-5 |
|
LOW |
881-0 |
|
0.618 |
860-5 |
|
1.000 |
848-0 |
|
1.618 |
827-5 |
|
2.618 |
794-5 |
|
4.250 |
740-6 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
904-1 |
901-4 |
| PP |
900-7 |
895-4 |
| S1 |
897-4 |
889-4 |
|