CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1011-0 |
1028-0 |
17-0 |
1.7% |
1020-0 |
| High |
1034-0 |
1040-0 |
6-0 |
0.6% |
1034-0 |
| Low |
1005-0 |
999-0 |
-6-0 |
-0.6% |
979-0 |
| Close |
1009-0 |
1009-0 |
0-0 |
0.0% |
1009-0 |
| Range |
29-0 |
41-0 |
12-0 |
41.4% |
55-0 |
| ATR |
32-1 |
32-6 |
0-5 |
2.0% |
0-0 |
| Volume |
91,246 |
118,140 |
26,894 |
29.5% |
361,698 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1139-0 |
1115-0 |
1031-4 |
|
| R3 |
1098-0 |
1074-0 |
1020-2 |
|
| R2 |
1057-0 |
1057-0 |
1016-4 |
|
| R1 |
1033-0 |
1033-0 |
1012-6 |
1024-4 |
| PP |
1016-0 |
1016-0 |
1016-0 |
1011-6 |
| S1 |
992-0 |
992-0 |
1005-2 |
983-4 |
| S2 |
975-0 |
975-0 |
1001-4 |
|
| S3 |
934-0 |
951-0 |
997-6 |
|
| S4 |
893-0 |
910-0 |
986-4 |
|
|
| 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 |
1040-0 |
979-0 |
61-0 |
6.0% |
34-6 |
3.4% |
49% |
True |
False |
95,967 |
| 10 |
1040-0 |
962-0 |
78-0 |
7.7% |
32-6 |
3.2% |
60% |
True |
False |
98,955 |
| 20 |
1040-0 |
923-0 |
117-0 |
11.6% |
30-1 |
3.0% |
74% |
True |
False |
81,931 |
| 40 |
1040-0 |
780-0 |
260-0 |
25.8% |
24-5 |
2.4% |
88% |
True |
False |
57,080 |
| 60 |
1040-0 |
780-0 |
260-0 |
25.8% |
24-7 |
2.5% |
88% |
True |
False |
42,204 |
| 80 |
1097-4 |
780-0 |
317-4 |
31.5% |
26-4 |
2.6% |
72% |
False |
False |
33,539 |
| 100 |
1312-0 |
780-0 |
532-0 |
52.7% |
27-4 |
2.7% |
43% |
False |
False |
27,505 |
| 120 |
1397-0 |
780-0 |
617-0 |
61.1% |
28-1 |
2.8% |
37% |
False |
False |
23,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1214-2 |
|
2.618 |
1147-3 |
|
1.618 |
1106-3 |
|
1.000 |
1081-0 |
|
0.618 |
1065-3 |
|
HIGH |
1040-0 |
|
0.618 |
1024-3 |
|
0.500 |
1019-4 |
|
0.382 |
1014-5 |
|
LOW |
999-0 |
|
0.618 |
973-5 |
|
1.000 |
958-0 |
|
1.618 |
932-5 |
|
2.618 |
891-5 |
|
4.250 |
824-6 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1019-4 |
1018-4 |
| PP |
1016-0 |
1015-3 |
| S1 |
1012-4 |
1012-1 |
|