CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
976-0 |
977-0 |
1-0 |
0.1% |
975-0 |
| High |
991-0 |
984-4 |
-6-4 |
-0.7% |
1039-4 |
| Low |
970-0 |
962-0 |
-8-0 |
-0.8% |
972-0 |
| Close |
971-4 |
971-4 |
0-0 |
0.0% |
1036-0 |
| Range |
21-0 |
22-4 |
1-4 |
7.1% |
67-4 |
| ATR |
31-3 |
30-6 |
-0-5 |
-2.0% |
0-0 |
| Volume |
104,854 |
82,517 |
-22,337 |
-21.3% |
417,823 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-1 |
1028-3 |
983-7 |
|
| R3 |
1017-5 |
1005-7 |
977-6 |
|
| R2 |
995-1 |
995-1 |
975-5 |
|
| R1 |
983-3 |
983-3 |
973-4 |
978-0 |
| PP |
972-5 |
972-5 |
972-5 |
970-0 |
| S1 |
960-7 |
960-7 |
969-4 |
955-4 |
| S2 |
950-1 |
950-1 |
967-3 |
|
| S3 |
927-5 |
938-3 |
965-2 |
|
| S4 |
905-1 |
915-7 |
959-1 |
|
|
| 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 |
962-0 |
77-4 |
8.0% |
28-3 |
2.9% |
12% |
False |
True |
92,494 |
| 10 |
1039-4 |
945-0 |
94-4 |
9.7% |
26-2 |
2.7% |
28% |
False |
False |
80,659 |
| 20 |
1039-4 |
851-0 |
188-4 |
19.4% |
23-5 |
2.4% |
64% |
False |
False |
58,785 |
| 40 |
1039-4 |
780-0 |
259-4 |
26.7% |
22-7 |
2.4% |
74% |
False |
False |
42,078 |
| 60 |
1039-4 |
780-0 |
259-4 |
26.7% |
25-1 |
2.6% |
74% |
False |
False |
31,544 |
| 80 |
1242-0 |
780-0 |
462-0 |
47.6% |
26-0 |
2.7% |
41% |
False |
False |
25,035 |
| 100 |
1397-0 |
780-0 |
617-0 |
63.5% |
26-6 |
2.8% |
31% |
False |
False |
20,645 |
| 120 |
1445-0 |
780-0 |
665-0 |
68.5% |
27-5 |
2.8% |
29% |
False |
False |
17,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1080-1 |
|
2.618 |
1043-3 |
|
1.618 |
1020-7 |
|
1.000 |
1007-0 |
|
0.618 |
998-3 |
|
HIGH |
984-4 |
|
0.618 |
975-7 |
|
0.500 |
973-2 |
|
0.382 |
970-5 |
|
LOW |
962-0 |
|
0.618 |
948-1 |
|
1.000 |
939-4 |
|
1.618 |
925-5 |
|
2.618 |
903-1 |
|
4.250 |
866-3 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
973-2 |
986-0 |
| PP |
972-5 |
981-1 |
| S1 |
972-1 |
976-3 |
|