CME Pit-Traded Soybean Future November 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 |
859-0 |
885-0 |
26-0 |
3.0% |
831-0 |
| High |
864-4 |
899-0 |
34-4 |
4.0% |
849-0 |
| Low |
852-4 |
879-0 |
26-4 |
3.1% |
816-0 |
| Close |
856-0 |
892-4 |
36-4 |
4.3% |
823-6 |
| Range |
12-0 |
20-0 |
8-0 |
66.7% |
33-0 |
| ATR |
22-2 |
23-6 |
1-4 |
6.7% |
0-0 |
| Volume |
17,816 |
12,933 |
-4,883 |
-27.4% |
48,503 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-1 |
941-3 |
903-4 |
|
| R3 |
930-1 |
921-3 |
898-0 |
|
| R2 |
910-1 |
910-1 |
896-1 |
|
| R1 |
901-3 |
901-3 |
894-3 |
905-6 |
| PP |
890-1 |
890-1 |
890-1 |
892-3 |
| S1 |
881-3 |
881-3 |
890-5 |
885-6 |
| S2 |
870-1 |
870-1 |
888-7 |
|
| S3 |
850-1 |
861-3 |
887-0 |
|
| S4 |
830-1 |
841-3 |
881-4 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928-5 |
909-1 |
841-7 |
|
| R3 |
895-5 |
876-1 |
832-7 |
|
| R2 |
862-5 |
862-5 |
829-6 |
|
| R1 |
843-1 |
843-1 |
826-6 |
836-3 |
| PP |
829-5 |
829-5 |
829-5 |
826-2 |
| S1 |
810-1 |
810-1 |
820-6 |
803-3 |
| S2 |
796-5 |
796-5 |
817-6 |
|
| S3 |
763-5 |
777-1 |
814-5 |
|
| S4 |
730-5 |
744-1 |
805-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
984-0 |
|
2.618 |
951-3 |
|
1.618 |
931-3 |
|
1.000 |
919-0 |
|
0.618 |
911-3 |
|
HIGH |
899-0 |
|
0.618 |
891-3 |
|
0.500 |
889-0 |
|
0.382 |
886-5 |
|
LOW |
879-0 |
|
0.618 |
866-5 |
|
1.000 |
859-0 |
|
1.618 |
846-5 |
|
2.618 |
826-5 |
|
4.250 |
794-0 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
891-3 |
886-7 |
| PP |
890-1 |
881-1 |
| S1 |
889-0 |
875-4 |
|