CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
980-0 |
1012-0 |
32-0 |
3.3% |
975-0 |
| High |
1005-0 |
1039-4 |
34-4 |
3.4% |
1039-4 |
| Low |
978-0 |
1012-0 |
34-0 |
3.5% |
972-0 |
| Close |
989-4 |
1036-0 |
46-4 |
4.7% |
1036-0 |
| Range |
27-0 |
27-4 |
0-4 |
1.9% |
67-4 |
| ATR |
27-2 |
28-7 |
1-5 |
6.0% |
0-0 |
| Volume |
80,685 |
93,144 |
12,459 |
15.4% |
417,823 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1111-5 |
1101-3 |
1051-1 |
|
| R3 |
1084-1 |
1073-7 |
1043-4 |
|
| R2 |
1056-5 |
1056-5 |
1041-0 |
|
| R1 |
1046-3 |
1046-3 |
1038-4 |
1051-4 |
| PP |
1029-1 |
1029-1 |
1029-1 |
1031-6 |
| S1 |
1018-7 |
1018-7 |
1033-4 |
1024-0 |
| S2 |
1001-5 |
1001-5 |
1031-0 |
|
| S3 |
974-1 |
991-3 |
1028-4 |
|
| S4 |
946-5 |
963-7 |
1020-7 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1218-3 |
1194-5 |
1073-1 |
|
| R3 |
1150-7 |
1127-1 |
1054-4 |
|
| R2 |
1083-3 |
1083-3 |
1048-3 |
|
| R1 |
1059-5 |
1059-5 |
1042-2 |
1071-4 |
| PP |
1015-7 |
1015-7 |
1015-7 |
1021-6 |
| S1 |
992-1 |
992-1 |
1029-6 |
1004-0 |
| S2 |
948-3 |
948-3 |
1023-5 |
|
| S3 |
880-7 |
924-5 |
1017-4 |
|
| S4 |
813-3 |
857-1 |
998-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1039-4 |
972-0 |
67-4 |
6.5% |
22-7 |
2.2% |
95% |
True |
False |
83,564 |
| 10 |
1039-4 |
923-0 |
116-4 |
11.2% |
27-3 |
2.6% |
97% |
True |
False |
64,908 |
| 20 |
1039-4 |
831-0 |
208-4 |
20.1% |
23-6 |
2.3% |
98% |
True |
False |
50,722 |
| 40 |
1039-4 |
780-0 |
259-4 |
25.0% |
22-5 |
2.2% |
99% |
True |
False |
35,985 |
| 60 |
1039-4 |
780-0 |
259-4 |
25.0% |
25-4 |
2.5% |
99% |
True |
False |
27,154 |
| 80 |
1242-0 |
780-0 |
462-0 |
44.6% |
26-0 |
2.5% |
55% |
False |
False |
21,641 |
| 100 |
1397-0 |
780-0 |
617-0 |
59.6% |
27-0 |
2.6% |
41% |
False |
False |
17,796 |
| 120 |
1446-0 |
780-0 |
666-0 |
64.3% |
27-5 |
2.7% |
38% |
False |
False |
15,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1156-3 |
|
2.618 |
1111-4 |
|
1.618 |
1084-0 |
|
1.000 |
1067-0 |
|
0.618 |
1056-4 |
|
HIGH |
1039-4 |
|
0.618 |
1029-0 |
|
0.500 |
1025-6 |
|
0.382 |
1022-4 |
|
LOW |
1012-0 |
|
0.618 |
995-0 |
|
1.000 |
984-4 |
|
1.618 |
967-4 |
|
2.618 |
940-0 |
|
4.250 |
895-1 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1032-5 |
1026-7 |
| PP |
1029-1 |
1017-7 |
| S1 |
1025-6 |
1008-6 |
|