CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1008-0 |
1020-0 |
12-0 |
1.2% |
1000-0 |
| High |
1022-0 |
1029-0 |
7-0 |
0.7% |
1024-0 |
| Low |
1006-0 |
979-0 |
-27-0 |
-2.7% |
962-0 |
| Close |
1020-0 |
992-0 |
-28-0 |
-2.7% |
1020-0 |
| Range |
16-0 |
50-0 |
34-0 |
212.5% |
62-0 |
| ATR |
31-7 |
33-2 |
1-2 |
4.0% |
0-0 |
| Volume |
132,543 |
85,832 |
-46,711 |
-35.2% |
509,718 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1150-0 |
1121-0 |
1019-4 |
|
| R3 |
1100-0 |
1071-0 |
1005-6 |
|
| R2 |
1050-0 |
1050-0 |
1001-1 |
|
| R1 |
1021-0 |
1021-0 |
996-5 |
1010-4 |
| PP |
1000-0 |
1000-0 |
1000-0 |
994-6 |
| S1 |
971-0 |
971-0 |
987-3 |
960-4 |
| S2 |
950-0 |
950-0 |
982-7 |
|
| S3 |
900-0 |
921-0 |
978-2 |
|
| S4 |
850-0 |
871-0 |
964-4 |
|
|
| 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 |
1029-0 |
962-0 |
67-0 |
6.8% |
31-7 |
3.2% |
45% |
True |
False |
98,855 |
| 10 |
1039-4 |
962-0 |
77-4 |
7.8% |
29-7 |
3.0% |
39% |
False |
False |
95,441 |
| 20 |
1039-4 |
865-0 |
174-4 |
17.6% |
26-6 |
2.7% |
73% |
False |
False |
67,707 |
| 40 |
1039-4 |
780-0 |
259-4 |
26.2% |
24-1 |
2.4% |
82% |
False |
False |
48,875 |
| 60 |
1039-4 |
780-0 |
259-4 |
26.2% |
26-0 |
2.6% |
82% |
False |
False |
36,253 |
| 80 |
1231-0 |
780-0 |
451-0 |
45.5% |
26-3 |
2.7% |
47% |
False |
False |
28,731 |
| 100 |
1395-0 |
780-0 |
615-0 |
62.0% |
27-2 |
2.7% |
34% |
False |
False |
23,649 |
| 120 |
1445-0 |
780-0 |
665-0 |
67.0% |
27-7 |
2.8% |
32% |
False |
False |
20,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1241-4 |
|
2.618 |
1159-7 |
|
1.618 |
1109-7 |
|
1.000 |
1079-0 |
|
0.618 |
1059-7 |
|
HIGH |
1029-0 |
|
0.618 |
1009-7 |
|
0.500 |
1004-0 |
|
0.382 |
998-1 |
|
LOW |
979-0 |
|
0.618 |
948-1 |
|
1.000 |
929-0 |
|
1.618 |
898-1 |
|
2.618 |
848-1 |
|
4.250 |
766-4 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1004-0 |
1001-4 |
| PP |
1000-0 |
998-3 |
| S1 |
996-0 |
995-1 |
|