CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
893-0 |
913-0 |
20-0 |
2.2% |
843-0 |
| High |
926-0 |
924-4 |
-1-4 |
-0.2% |
926-0 |
| Low |
912-4 |
909-0 |
-3-4 |
-0.4% |
838-0 |
| Close |
915-4 |
923-2 |
7-6 |
0.8% |
923-2 |
| Range |
13-4 |
15-4 |
2-0 |
14.8% |
88-0 |
| ATR |
22-7 |
22-3 |
-0-4 |
-2.3% |
0-0 |
| Volume |
17,547 |
25,707 |
8,160 |
46.5% |
107,995 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
965-3 |
959-7 |
931-6 |
|
| R3 |
949-7 |
944-3 |
927-4 |
|
| R2 |
934-3 |
934-3 |
926-1 |
|
| R1 |
928-7 |
928-7 |
924-5 |
931-5 |
| PP |
918-7 |
918-7 |
918-7 |
920-2 |
| S1 |
913-3 |
913-3 |
921-7 |
916-1 |
| S2 |
903-3 |
903-3 |
920-3 |
|
| S3 |
887-7 |
897-7 |
919-0 |
|
| S4 |
872-3 |
882-3 |
914-6 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1159-6 |
1129-4 |
971-5 |
|
| R3 |
1071-6 |
1041-4 |
947-4 |
|
| R2 |
983-6 |
983-6 |
939-3 |
|
| R1 |
953-4 |
953-4 |
931-3 |
968-5 |
| PP |
895-6 |
895-6 |
895-6 |
903-2 |
| S1 |
865-4 |
865-4 |
915-1 |
880-5 |
| S2 |
807-6 |
807-6 |
907-1 |
|
| S3 |
719-6 |
777-4 |
899-0 |
|
| S4 |
631-6 |
689-4 |
874-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-0 |
838-0 |
88-0 |
9.5% |
14-7 |
1.6% |
97% |
False |
False |
21,599 |
| 10 |
926-0 |
838-0 |
88-0 |
9.5% |
14-2 |
1.5% |
97% |
False |
False |
18,531 |
| 20 |
926-0 |
816-0 |
110-0 |
11.9% |
16-6 |
1.8% |
98% |
False |
False |
16,366 |
| 40 |
958-4 |
784-0 |
174-4 |
18.9% |
16-1 |
1.7% |
80% |
False |
False |
13,267 |
| 60 |
1030-0 |
784-0 |
246-0 |
26.6% |
18-3 |
2.0% |
57% |
False |
False |
12,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990-3 |
|
2.618 |
965-1 |
|
1.618 |
949-5 |
|
1.000 |
940-0 |
|
0.618 |
934-1 |
|
HIGH |
924-4 |
|
0.618 |
918-5 |
|
0.500 |
916-6 |
|
0.382 |
914-7 |
|
LOW |
909-0 |
|
0.618 |
899-3 |
|
1.000 |
893-4 |
|
1.618 |
883-7 |
|
2.618 |
868-3 |
|
4.250 |
843-1 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
921-1 |
918-1 |
| PP |
918-7 |
912-7 |
| S1 |
916-6 |
907-6 |
|