CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
909-4 |
939-0 |
29-4 |
3.2% |
880-0 |
| High |
916-0 |
950-0 |
34-0 |
3.7% |
891-0 |
| Low |
906-0 |
933-0 |
27-0 |
3.0% |
857-0 |
| Close |
911-6 |
940-0 |
28-2 |
3.1% |
875-2 |
| Range |
10-0 |
17-0 |
7-0 |
70.0% |
34-0 |
| ATR |
23-4 |
24-5 |
1-0 |
4.5% |
0-0 |
| Volume |
27,989 |
20,199 |
-7,790 |
-27.8% |
81,005 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992-0 |
983-0 |
949-3 |
|
| R3 |
975-0 |
966-0 |
944-5 |
|
| R2 |
958-0 |
958-0 |
943-1 |
|
| R1 |
949-0 |
949-0 |
941-4 |
953-4 |
| PP |
941-0 |
941-0 |
941-0 |
943-2 |
| S1 |
932-0 |
932-0 |
938-4 |
936-4 |
| S2 |
924-0 |
924-0 |
936-7 |
|
| S3 |
907-0 |
915-0 |
935-3 |
|
| S4 |
890-0 |
898-0 |
930-5 |
|
|
| 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 |
950-0 |
868-0 |
82-0 |
8.7% |
19-5 |
2.1% |
88% |
True |
False |
23,938 |
| 10 |
950-0 |
855-0 |
95-0 |
10.1% |
19-7 |
2.1% |
89% |
True |
False |
21,477 |
| 20 |
950-0 |
842-0 |
108-0 |
11.5% |
18-3 |
2.0% |
91% |
True |
False |
21,757 |
| 40 |
1054-4 |
842-0 |
212-4 |
22.6% |
19-4 |
2.1% |
46% |
False |
False |
20,285 |
| 60 |
1059-0 |
842-0 |
217-0 |
23.1% |
21-3 |
2.3% |
45% |
False |
False |
17,600 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.9% |
20-7 |
2.2% |
55% |
False |
False |
14,812 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.9% |
22-0 |
2.3% |
55% |
False |
False |
12,739 |
| 120 |
1229-0 |
797-0 |
432-0 |
46.0% |
22-2 |
2.4% |
33% |
False |
False |
11,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1022-2 |
|
2.618 |
994-4 |
|
1.618 |
977-4 |
|
1.000 |
967-0 |
|
0.618 |
960-4 |
|
HIGH |
950-0 |
|
0.618 |
943-4 |
|
0.500 |
941-4 |
|
0.382 |
939-4 |
|
LOW |
933-0 |
|
0.618 |
922-4 |
|
1.000 |
916-0 |
|
1.618 |
905-4 |
|
2.618 |
888-4 |
|
4.250 |
860-6 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
941-4 |
935-0 |
| PP |
941-0 |
930-0 |
| S1 |
940-4 |
925-0 |
|