CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
795-0 |
807-0 |
12-0 |
1.5% |
840-0 |
| High |
797-4 |
819-0 |
21-4 |
2.7% |
853-0 |
| Low |
784-0 |
807-0 |
23-0 |
2.9% |
819-0 |
| Close |
791-2 |
810-2 |
19-0 |
2.4% |
827-4 |
| Range |
13-4 |
12-0 |
-1-4 |
-11.1% |
34-0 |
| ATR |
22-2 |
22-5 |
0-3 |
1.8% |
0-0 |
| Volume |
10,340 |
11,301 |
961 |
9.3% |
47,316 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848-1 |
841-1 |
816-7 |
|
| R3 |
836-1 |
829-1 |
813-4 |
|
| R2 |
824-1 |
824-1 |
812-4 |
|
| R1 |
817-1 |
817-1 |
811-3 |
820-5 |
| PP |
812-1 |
812-1 |
812-1 |
813-6 |
| S1 |
805-1 |
805-1 |
809-1 |
808-5 |
| S2 |
800-1 |
800-1 |
808-0 |
|
| S3 |
788-1 |
793-1 |
807-0 |
|
| S4 |
776-1 |
781-1 |
803-5 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935-1 |
915-3 |
846-2 |
|
| R3 |
901-1 |
881-3 |
836-7 |
|
| R2 |
867-1 |
867-1 |
833-6 |
|
| R1 |
847-3 |
847-3 |
830-5 |
840-2 |
| PP |
833-1 |
833-1 |
833-1 |
829-5 |
| S1 |
813-3 |
813-3 |
824-3 |
806-2 |
| S2 |
799-1 |
799-1 |
821-2 |
|
| S3 |
765-1 |
779-3 |
818-1 |
|
| S4 |
731-1 |
745-3 |
808-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870-0 |
|
2.618 |
850-3 |
|
1.618 |
838-3 |
|
1.000 |
831-0 |
|
0.618 |
826-3 |
|
HIGH |
819-0 |
|
0.618 |
814-3 |
|
0.500 |
813-0 |
|
0.382 |
811-5 |
|
LOW |
807-0 |
|
0.618 |
799-5 |
|
1.000 |
795-0 |
|
1.618 |
787-5 |
|
2.618 |
775-5 |
|
4.250 |
756-0 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
813-0 |
807-3 |
| PP |
812-1 |
804-3 |
| S1 |
811-1 |
801-4 |
|