CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
807-0 |
805-0 |
-2-0 |
-0.2% |
840-0 |
| High |
819-0 |
809-0 |
-10-0 |
-1.2% |
853-0 |
| Low |
807-0 |
799-4 |
-7-4 |
-0.9% |
819-0 |
| Close |
810-2 |
799-4 |
-10-6 |
-1.3% |
827-4 |
| Range |
12-0 |
9-4 |
-2-4 |
-20.8% |
34-0 |
| ATR |
22-5 |
21-6 |
-0-7 |
-3.7% |
0-0 |
| Volume |
11,301 |
14,657 |
3,356 |
29.7% |
47,316 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831-1 |
824-7 |
804-6 |
|
| R3 |
821-5 |
815-3 |
802-1 |
|
| R2 |
812-1 |
812-1 |
801-2 |
|
| R1 |
805-7 |
805-7 |
800-3 |
804-2 |
| PP |
802-5 |
802-5 |
802-5 |
801-7 |
| S1 |
796-3 |
796-3 |
798-5 |
794-6 |
| S2 |
793-1 |
793-1 |
797-6 |
|
| S3 |
783-5 |
786-7 |
796-7 |
|
| S4 |
774-1 |
777-3 |
794-2 |
|
|
| 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 |
849-3 |
|
2.618 |
833-7 |
|
1.618 |
824-3 |
|
1.000 |
818-4 |
|
0.618 |
814-7 |
|
HIGH |
809-0 |
|
0.618 |
805-3 |
|
0.500 |
804-2 |
|
0.382 |
803-1 |
|
LOW |
799-4 |
|
0.618 |
793-5 |
|
1.000 |
790-0 |
|
1.618 |
784-1 |
|
2.618 |
774-5 |
|
4.250 |
759-1 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
804-2 |
801-4 |
| PP |
802-5 |
800-7 |
| S1 |
801-1 |
800-1 |
|