CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
913-0 |
894-0 |
-19-0 |
-2.1% |
834-0 |
| High |
913-0 |
901-4 |
-11-4 |
-1.3% |
899-0 |
| Low |
893-4 |
888-4 |
-5-0 |
-0.6% |
826-0 |
| Close |
895-4 |
896-4 |
1-0 |
0.1% |
893-0 |
| Range |
19-4 |
13-0 |
-6-4 |
-33.3% |
73-0 |
| ATR |
22-5 |
21-7 |
-0-5 |
-3.0% |
0-0 |
| Volume |
12,607 |
14,808 |
2,201 |
17.5% |
93,506 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934-4 |
928-4 |
903-5 |
|
| R3 |
921-4 |
915-4 |
900-1 |
|
| R2 |
908-4 |
908-4 |
898-7 |
|
| R1 |
902-4 |
902-4 |
897-6 |
905-4 |
| PP |
895-4 |
895-4 |
895-4 |
897-0 |
| S1 |
889-4 |
889-4 |
895-2 |
892-4 |
| S2 |
882-4 |
882-4 |
894-1 |
|
| S3 |
869-4 |
876-4 |
892-7 |
|
| S4 |
856-4 |
863-4 |
889-3 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1091-5 |
1065-3 |
933-1 |
|
| R3 |
1018-5 |
992-3 |
913-1 |
|
| R2 |
945-5 |
945-5 |
906-3 |
|
| R1 |
919-3 |
919-3 |
899-6 |
932-4 |
| PP |
872-5 |
872-5 |
872-5 |
879-2 |
| S1 |
846-3 |
846-3 |
886-2 |
859-4 |
| S2 |
799-5 |
799-5 |
879-5 |
|
| S3 |
726-5 |
773-3 |
872-7 |
|
| S4 |
653-5 |
700-3 |
852-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956-6 |
|
2.618 |
935-4 |
|
1.618 |
922-4 |
|
1.000 |
914-4 |
|
0.618 |
909-4 |
|
HIGH |
901-4 |
|
0.618 |
896-4 |
|
0.500 |
895-0 |
|
0.382 |
893-4 |
|
LOW |
888-4 |
|
0.618 |
880-4 |
|
1.000 |
875-4 |
|
1.618 |
867-4 |
|
2.618 |
854-4 |
|
4.250 |
833-2 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
896-0 |
898-4 |
| PP |
895-4 |
897-7 |
| S1 |
895-0 |
897-1 |
|