CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
911-0 |
909-4 |
-1-4 |
-0.2% |
880-0 |
| High |
918-0 |
916-0 |
-2-0 |
-0.2% |
891-0 |
| Low |
900-0 |
906-0 |
6-0 |
0.7% |
857-0 |
| Close |
910-4 |
911-6 |
1-2 |
0.1% |
875-2 |
| Range |
18-0 |
10-0 |
-8-0 |
-44.4% |
34-0 |
| ATR |
24-4 |
23-4 |
-1-0 |
-4.2% |
0-0 |
| Volume |
32,798 |
27,989 |
-4,809 |
-14.7% |
81,005 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
941-2 |
936-4 |
917-2 |
|
| R3 |
931-2 |
926-4 |
914-4 |
|
| R2 |
921-2 |
921-2 |
913-5 |
|
| R1 |
916-4 |
916-4 |
912-5 |
918-7 |
| PP |
911-2 |
911-2 |
911-2 |
912-4 |
| S1 |
906-4 |
906-4 |
910-7 |
908-7 |
| S2 |
901-2 |
901-2 |
909-7 |
|
| S3 |
891-2 |
896-4 |
909-0 |
|
| S4 |
881-2 |
886-4 |
906-2 |
|
|
| 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 |
918-0 |
865-0 |
53-0 |
5.8% |
19-5 |
2.1% |
88% |
False |
False |
23,127 |
| 10 |
918-0 |
845-0 |
73-0 |
8.0% |
19-4 |
2.1% |
91% |
False |
False |
22,088 |
| 20 |
918-0 |
842-0 |
76-0 |
8.3% |
18-2 |
2.0% |
92% |
False |
False |
21,885 |
| 40 |
1054-4 |
842-0 |
212-4 |
23.3% |
19-6 |
2.2% |
33% |
False |
False |
20,275 |
| 60 |
1059-0 |
842-0 |
217-0 |
23.8% |
21-2 |
2.3% |
32% |
False |
False |
17,356 |
| 80 |
1059-0 |
797-0 |
262-0 |
28.7% |
20-7 |
2.3% |
44% |
False |
False |
14,611 |
| 100 |
1059-0 |
797-0 |
262-0 |
28.7% |
22-0 |
2.4% |
44% |
False |
False |
12,576 |
| 120 |
1250-0 |
797-0 |
453-0 |
49.7% |
22-3 |
2.4% |
25% |
False |
False |
11,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
958-4 |
|
2.618 |
942-1 |
|
1.618 |
932-1 |
|
1.000 |
926-0 |
|
0.618 |
922-1 |
|
HIGH |
916-0 |
|
0.618 |
912-1 |
|
0.500 |
911-0 |
|
0.382 |
909-7 |
|
LOW |
906-0 |
|
0.618 |
899-7 |
|
1.000 |
896-0 |
|
1.618 |
889-7 |
|
2.618 |
879-7 |
|
4.250 |
863-4 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
911-4 |
907-5 |
| PP |
911-2 |
903-5 |
| S1 |
911-0 |
899-4 |
|