CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
868-0 |
843-0 |
-25-0 |
-2.9% |
913-0 |
| High |
872-0 |
850-4 |
-21-4 |
-2.5% |
913-0 |
| Low |
861-0 |
838-0 |
-23-0 |
-2.7% |
861-0 |
| Close |
860-6 |
842-0 |
-18-6 |
-2.2% |
860-6 |
| Range |
11-0 |
12-4 |
1-4 |
13.6% |
52-0 |
| ATR |
20-6 |
20-7 |
0-1 |
0.7% |
0-0 |
| Volume |
15,480 |
18,847 |
3,367 |
21.8% |
77,324 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881-0 |
874-0 |
848-7 |
|
| R3 |
868-4 |
861-4 |
845-4 |
|
| R2 |
856-0 |
856-0 |
844-2 |
|
| R1 |
849-0 |
849-0 |
843-1 |
846-2 |
| PP |
843-4 |
843-4 |
843-4 |
842-1 |
| S1 |
836-4 |
836-4 |
840-7 |
833-6 |
| S2 |
831-0 |
831-0 |
839-6 |
|
| S3 |
818-4 |
824-0 |
838-4 |
|
| S4 |
806-0 |
811-4 |
835-1 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1034-2 |
999-4 |
889-3 |
|
| R3 |
982-2 |
947-4 |
875-0 |
|
| R2 |
930-2 |
930-2 |
870-2 |
|
| R1 |
895-4 |
895-4 |
865-4 |
886-7 |
| PP |
878-2 |
878-2 |
878-2 |
874-0 |
| S1 |
843-4 |
843-4 |
856-0 |
834-7 |
| S2 |
826-2 |
826-2 |
851-2 |
|
| S3 |
774-2 |
791-4 |
846-4 |
|
| S4 |
722-2 |
739-4 |
832-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
903-5 |
|
2.618 |
883-2 |
|
1.618 |
870-6 |
|
1.000 |
863-0 |
|
0.618 |
858-2 |
|
HIGH |
850-4 |
|
0.618 |
845-6 |
|
0.500 |
844-2 |
|
0.382 |
842-6 |
|
LOW |
838-0 |
|
0.618 |
830-2 |
|
1.000 |
825-4 |
|
1.618 |
817-6 |
|
2.618 |
805-2 |
|
4.250 |
784-7 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
844-2 |
863-2 |
| PP |
843-4 |
856-1 |
| S1 |
842-6 |
849-1 |
|