CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
954-0 |
957-0 |
3-0 |
0.3% |
883-0 |
| High |
965-0 |
960-0 |
-5-0 |
-0.5% |
950-0 |
| Low |
950-0 |
944-0 |
-6-0 |
-0.6% |
881-0 |
| Close |
963-6 |
946-0 |
-17-6 |
-1.8% |
949-0 |
| Range |
15-0 |
16-0 |
1-0 |
6.7% |
69-0 |
| ATR |
23-0 |
22-7 |
-0-2 |
-1.0% |
0-0 |
| Volume |
27,226 |
25,760 |
-1,466 |
-5.4% |
137,527 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998-0 |
988-0 |
954-6 |
|
| R3 |
982-0 |
972-0 |
950-3 |
|
| R2 |
966-0 |
966-0 |
948-7 |
|
| R1 |
956-0 |
956-0 |
947-4 |
953-0 |
| PP |
950-0 |
950-0 |
950-0 |
948-4 |
| S1 |
940-0 |
940-0 |
944-4 |
937-0 |
| S2 |
934-0 |
934-0 |
943-1 |
|
| S3 |
918-0 |
924-0 |
941-5 |
|
| S4 |
902-0 |
908-0 |
937-2 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-5 |
1110-3 |
987-0 |
|
| R3 |
1064-5 |
1041-3 |
968-0 |
|
| R2 |
995-5 |
995-5 |
961-5 |
|
| R1 |
972-3 |
972-3 |
955-3 |
984-0 |
| PP |
926-5 |
926-5 |
926-5 |
932-4 |
| S1 |
903-3 |
903-3 |
942-5 |
915-0 |
| S2 |
857-5 |
857-5 |
936-3 |
|
| S3 |
788-5 |
834-3 |
930-0 |
|
| S4 |
719-5 |
765-3 |
911-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
975-0 |
933-0 |
42-0 |
4.4% |
16-5 |
1.8% |
31% |
False |
False |
26,449 |
| 10 |
975-0 |
865-0 |
110-0 |
11.6% |
18-1 |
1.9% |
74% |
False |
False |
24,788 |
| 20 |
975-0 |
842-0 |
133-0 |
14.1% |
18-2 |
1.9% |
78% |
False |
False |
23,634 |
| 40 |
1029-0 |
842-0 |
187-0 |
19.8% |
18-5 |
2.0% |
56% |
False |
False |
21,065 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.9% |
21-1 |
2.2% |
48% |
False |
False |
19,220 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.7% |
20-4 |
2.2% |
57% |
False |
False |
15,952 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.7% |
20-7 |
2.2% |
57% |
False |
False |
13,626 |
| 120 |
1089-0 |
797-0 |
292-0 |
30.9% |
22-1 |
2.3% |
51% |
False |
False |
12,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1028-0 |
|
2.618 |
1001-7 |
|
1.618 |
985-7 |
|
1.000 |
976-0 |
|
0.618 |
969-7 |
|
HIGH |
960-0 |
|
0.618 |
953-7 |
|
0.500 |
952-0 |
|
0.382 |
950-1 |
|
LOW |
944-0 |
|
0.618 |
934-1 |
|
1.000 |
928-0 |
|
1.618 |
918-1 |
|
2.618 |
902-1 |
|
4.250 |
876-0 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
952-0 |
959-4 |
| PP |
950-0 |
955-0 |
| S1 |
948-0 |
950-4 |
|