CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
896-0 |
937-0 |
41-0 |
4.6% |
974-0 |
| High |
908-0 |
952-0 |
44-0 |
4.8% |
975-0 |
| Low |
896-0 |
928-0 |
32-0 |
3.6% |
914-4 |
| Close |
902-0 |
950-4 |
48-4 |
5.4% |
915-2 |
| Range |
12-0 |
24-0 |
12-0 |
100.0% |
60-4 |
| ATR |
22-2 |
24-2 |
2-0 |
8.9% |
0-0 |
| Volume |
23,308 |
27,555 |
4,247 |
18.2% |
146,342 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-4 |
1007-0 |
963-6 |
|
| R3 |
991-4 |
983-0 |
957-1 |
|
| R2 |
967-4 |
967-4 |
954-7 |
|
| R1 |
959-0 |
959-0 |
952-6 |
963-2 |
| PP |
943-4 |
943-4 |
943-4 |
945-5 |
| S1 |
935-0 |
935-0 |
948-2 |
939-2 |
| S2 |
919-4 |
919-4 |
946-1 |
|
| S3 |
895-4 |
911-0 |
943-7 |
|
| S4 |
871-4 |
887-0 |
937-2 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1116-3 |
1076-3 |
948-4 |
|
| R3 |
1055-7 |
1015-7 |
931-7 |
|
| R2 |
995-3 |
995-3 |
926-3 |
|
| R1 |
955-3 |
955-3 |
920-6 |
945-1 |
| PP |
934-7 |
934-7 |
934-7 |
929-6 |
| S1 |
894-7 |
894-7 |
909-6 |
884-5 |
| S2 |
874-3 |
874-3 |
904-1 |
|
| S3 |
813-7 |
834-3 |
898-5 |
|
| S4 |
753-3 |
773-7 |
882-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
960-0 |
896-0 |
64-0 |
6.7% |
15-6 |
1.7% |
85% |
False |
False |
28,595 |
| 10 |
975-0 |
896-0 |
79-0 |
8.3% |
15-5 |
1.6% |
69% |
False |
False |
27,745 |
| 20 |
975-0 |
845-0 |
130-0 |
13.7% |
17-5 |
1.9% |
81% |
False |
False |
25,418 |
| 40 |
1029-0 |
842-0 |
187-0 |
19.7% |
18-3 |
1.9% |
58% |
False |
False |
22,492 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.8% |
20-4 |
2.2% |
50% |
False |
False |
20,646 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.6% |
20-3 |
2.1% |
59% |
False |
False |
17,173 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.6% |
20-6 |
2.2% |
59% |
False |
False |
14,656 |
| 120 |
1059-0 |
797-0 |
262-0 |
27.6% |
21-6 |
2.3% |
59% |
False |
False |
13,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1054-0 |
|
2.618 |
1014-7 |
|
1.618 |
990-7 |
|
1.000 |
976-0 |
|
0.618 |
966-7 |
|
HIGH |
952-0 |
|
0.618 |
942-7 |
|
0.500 |
940-0 |
|
0.382 |
937-1 |
|
LOW |
928-0 |
|
0.618 |
913-1 |
|
1.000 |
904-0 |
|
1.618 |
889-1 |
|
2.618 |
865-1 |
|
4.250 |
826-0 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947-0 |
941-5 |
| PP |
943-4 |
932-7 |
| S1 |
940-0 |
924-0 |
|