CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1015-0 |
1011-0 |
-4-0 |
-0.4% |
1020-0 |
| High |
1020-0 |
1034-0 |
14-0 |
1.4% |
1034-0 |
| Low |
997-0 |
1005-0 |
8-0 |
0.8% |
979-0 |
| Close |
1012-0 |
1009-0 |
-3-0 |
-0.3% |
1009-0 |
| Range |
23-0 |
29-0 |
6-0 |
26.1% |
55-0 |
| ATR |
32-3 |
32-1 |
-0-2 |
-0.7% |
0-0 |
| Volume |
82,806 |
91,246 |
8,440 |
10.2% |
361,698 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1103-0 |
1085-0 |
1025-0 |
|
| R3 |
1074-0 |
1056-0 |
1017-0 |
|
| R2 |
1045-0 |
1045-0 |
1014-3 |
|
| R1 |
1027-0 |
1027-0 |
1011-5 |
1021-4 |
| PP |
1016-0 |
1016-0 |
1016-0 |
1013-2 |
| S1 |
998-0 |
998-0 |
1006-3 |
992-4 |
| S2 |
987-0 |
987-0 |
1003-5 |
|
| S3 |
958-0 |
969-0 |
1001-0 |
|
| S4 |
929-0 |
940-0 |
993-0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1172-3 |
1145-5 |
1039-2 |
|
| R3 |
1117-3 |
1090-5 |
1024-1 |
|
| R2 |
1062-3 |
1062-3 |
1019-1 |
|
| R1 |
1035-5 |
1035-5 |
1014-0 |
1021-4 |
| PP |
1007-3 |
1007-3 |
1007-3 |
1000-2 |
| S1 |
980-5 |
980-5 |
1004-0 |
966-4 |
| S2 |
952-3 |
952-3 |
998-7 |
|
| S3 |
897-3 |
925-5 |
993-7 |
|
| S4 |
842-3 |
870-5 |
978-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1034-0 |
979-0 |
55-0 |
5.5% |
29-6 |
3.0% |
55% |
True |
False |
98,848 |
| 10 |
1039-4 |
962-0 |
77-4 |
7.7% |
31-3 |
3.1% |
61% |
False |
False |
96,456 |
| 20 |
1039-4 |
905-0 |
134-4 |
13.3% |
28-6 |
2.9% |
77% |
False |
False |
77,656 |
| 40 |
1039-4 |
780-0 |
259-4 |
25.7% |
24-1 |
2.4% |
88% |
False |
False |
54,490 |
| 60 |
1039-4 |
780-0 |
259-4 |
25.7% |
25-3 |
2.5% |
88% |
False |
False |
40,446 |
| 80 |
1110-4 |
780-0 |
330-4 |
32.8% |
26-4 |
2.6% |
69% |
False |
False |
32,098 |
| 100 |
1330-0 |
780-0 |
550-0 |
54.5% |
27-4 |
2.7% |
42% |
False |
False |
26,333 |
| 120 |
1397-0 |
780-0 |
617-0 |
61.1% |
28-1 |
2.8% |
37% |
False |
False |
22,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1157-2 |
|
2.618 |
1109-7 |
|
1.618 |
1080-7 |
|
1.000 |
1063-0 |
|
0.618 |
1051-7 |
|
HIGH |
1034-0 |
|
0.618 |
1022-7 |
|
0.500 |
1019-4 |
|
0.382 |
1016-1 |
|
LOW |
1005-0 |
|
0.618 |
987-1 |
|
1.000 |
976-0 |
|
1.618 |
958-1 |
|
2.618 |
929-1 |
|
4.250 |
881-6 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1019-4 |
1012-0 |
| PP |
1016-0 |
1011-0 |
| S1 |
1012-4 |
1010-0 |
|