CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
974-0 |
1008-0 |
34-0 |
3.5% |
1000-0 |
High |
1024-0 |
1022-0 |
-2-0 |
-0.2% |
1024-0 |
Low |
974-0 |
1006-0 |
32-0 |
3.3% |
962-0 |
Close |
994-4 |
1020-0 |
25-4 |
2.6% |
1020-0 |
Range |
50-0 |
16-0 |
-34-0 |
-68.0% |
62-0 |
ATR |
32-2 |
31-7 |
-0-3 |
-1.1% |
0-0 |
Volume |
88,530 |
132,543 |
44,013 |
49.7% |
509,718 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1064-0 |
1058-0 |
1028-6 |
|
R3 |
1048-0 |
1042-0 |
1024-3 |
|
R2 |
1032-0 |
1032-0 |
1022-7 |
|
R1 |
1026-0 |
1026-0 |
1021-4 |
1029-0 |
PP |
1016-0 |
1016-0 |
1016-0 |
1017-4 |
S1 |
1010-0 |
1010-0 |
1018-4 |
1013-0 |
S2 |
1000-0 |
1000-0 |
1017-1 |
|
S3 |
984-0 |
994-0 |
1015-5 |
|
S4 |
968-0 |
978-0 |
1011-2 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1188-0 |
1166-0 |
1054-1 |
|
R3 |
1126-0 |
1104-0 |
1037-0 |
|
R2 |
1064-0 |
1064-0 |
1031-3 |
|
R1 |
1042-0 |
1042-0 |
1025-5 |
1053-0 |
PP |
1002-0 |
1002-0 |
1002-0 |
1007-4 |
S1 |
980-0 |
980-0 |
1014-3 |
991-0 |
S2 |
940-0 |
940-0 |
1008-5 |
|
S3 |
878-0 |
918-0 |
1003-0 |
|
S4 |
816-0 |
856-0 |
985-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1024-0 |
962-0 |
62-0 |
6.1% |
30-6 |
3.0% |
94% |
False |
False |
101,943 |
10 |
1039-4 |
962-0 |
77-4 |
7.6% |
26-6 |
2.6% |
75% |
False |
False |
92,754 |
20 |
1039-4 |
860-4 |
179-0 |
17.5% |
24-7 |
2.4% |
89% |
False |
False |
65,905 |
40 |
1039-4 |
780-0 |
259-4 |
25.4% |
23-4 |
2.3% |
92% |
False |
False |
47,025 |
60 |
1039-4 |
780-0 |
259-4 |
25.4% |
25-4 |
2.5% |
92% |
False |
False |
34,977 |
80 |
1238-0 |
780-0 |
458-0 |
44.9% |
26-0 |
2.6% |
52% |
False |
False |
27,704 |
100 |
1395-0 |
780-0 |
615-0 |
60.3% |
27-0 |
2.6% |
39% |
False |
False |
22,808 |
120 |
1445-0 |
780-0 |
665-0 |
65.2% |
27-6 |
2.7% |
36% |
False |
False |
19,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1090-0 |
2.618 |
1063-7 |
1.618 |
1047-7 |
1.000 |
1038-0 |
0.618 |
1031-7 |
HIGH |
1022-0 |
0.618 |
1015-7 |
0.500 |
1014-0 |
0.382 |
1012-1 |
LOW |
1006-0 |
0.618 |
996-1 |
1.000 |
990-0 |
1.618 |
980-1 |
2.618 |
964-1 |
4.250 |
938-0 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1018-0 |
1011-0 |
PP |
1016-0 |
1002-0 |
S1 |
1014-0 |
993-0 |
|