CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1012-0 |
1000-0 |
-12-0 |
-1.2% |
975-0 |
| High |
1039-4 |
1010-0 |
-29-4 |
-2.8% |
1039-4 |
| Low |
1012-0 |
966-0 |
-46-0 |
-4.5% |
972-0 |
| Close |
1036-0 |
966-0 |
-70-0 |
-6.8% |
1036-0 |
| Range |
27-4 |
44-0 |
16-4 |
60.0% |
67-4 |
| ATR |
28-7 |
31-7 |
2-7 |
10.2% |
0-0 |
| Volume |
93,144 |
101,274 |
8,130 |
8.7% |
417,823 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1112-5 |
1083-3 |
990-2 |
|
| R3 |
1068-5 |
1039-3 |
978-1 |
|
| R2 |
1024-5 |
1024-5 |
974-1 |
|
| R1 |
995-3 |
995-3 |
970-0 |
988-0 |
| PP |
980-5 |
980-5 |
980-5 |
977-0 |
| S1 |
951-3 |
951-3 |
962-0 |
944-0 |
| S2 |
936-5 |
936-5 |
957-7 |
|
| S3 |
892-5 |
907-3 |
953-7 |
|
| S4 |
848-5 |
863-3 |
941-6 |
|
|
| 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 |
966-0 |
73-4 |
7.6% |
27-7 |
2.9% |
0% |
False |
True |
92,028 |
| 10 |
1039-4 |
936-4 |
103-0 |
10.7% |
27-4 |
2.8% |
29% |
False |
False |
72,837 |
| 20 |
1039-4 |
831-0 |
208-4 |
21.6% |
24-5 |
2.5% |
65% |
False |
False |
53,919 |
| 40 |
1039-4 |
780-0 |
259-4 |
26.9% |
22-7 |
2.4% |
72% |
False |
False |
38,192 |
| 60 |
1039-4 |
780-0 |
259-4 |
26.9% |
25-5 |
2.7% |
72% |
False |
False |
28,716 |
| 80 |
1242-0 |
780-0 |
462-0 |
47.8% |
26-2 |
2.7% |
40% |
False |
False |
22,863 |
| 100 |
1397-0 |
780-0 |
617-0 |
63.9% |
26-7 |
2.8% |
30% |
False |
False |
18,799 |
| 120 |
1445-0 |
780-0 |
665-0 |
68.8% |
27-6 |
2.9% |
28% |
False |
False |
16,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1197-0 |
|
2.618 |
1125-2 |
|
1.618 |
1081-2 |
|
1.000 |
1054-0 |
|
0.618 |
1037-2 |
|
HIGH |
1010-0 |
|
0.618 |
993-2 |
|
0.500 |
988-0 |
|
0.382 |
982-6 |
|
LOW |
966-0 |
|
0.618 |
938-6 |
|
1.000 |
922-0 |
|
1.618 |
894-6 |
|
2.618 |
850-6 |
|
4.250 |
779-0 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
988-0 |
1002-6 |
| PP |
980-5 |
990-4 |
| S1 |
973-3 |
978-2 |
|