CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1028-0 |
986-0 |
-42-0 |
-4.1% |
1020-0 |
| High |
1040-0 |
991-0 |
-49-0 |
-4.7% |
1034-0 |
| Low |
999-0 |
974-0 |
-25-0 |
-2.5% |
979-0 |
| Close |
1009-0 |
976-0 |
-33-0 |
-3.3% |
1009-0 |
| Range |
41-0 |
17-0 |
-24-0 |
-58.5% |
55-0 |
| ATR |
32-6 |
32-7 |
0-1 |
0.5% |
0-0 |
| Volume |
118,140 |
96,777 |
-21,363 |
-18.1% |
361,698 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1031-3 |
1020-5 |
985-3 |
|
| R3 |
1014-3 |
1003-5 |
980-5 |
|
| R2 |
997-3 |
997-3 |
979-1 |
|
| R1 |
986-5 |
986-5 |
977-4 |
983-4 |
| PP |
980-3 |
980-3 |
980-3 |
978-6 |
| S1 |
969-5 |
969-5 |
974-4 |
966-4 |
| S2 |
963-3 |
963-3 |
972-7 |
|
| S3 |
946-3 |
952-5 |
971-3 |
|
| S4 |
929-3 |
935-5 |
966-5 |
|
|
| 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 |
974-0 |
66-0 |
6.8% |
28-2 |
2.9% |
3% |
False |
True |
98,156 |
| 10 |
1040-0 |
962-0 |
78-0 |
8.0% |
30-0 |
3.1% |
18% |
False |
False |
98,505 |
| 20 |
1040-0 |
936-4 |
103-4 |
10.6% |
28-6 |
2.9% |
38% |
False |
False |
85,671 |
| 40 |
1040-0 |
780-0 |
260-0 |
26.6% |
24-5 |
2.5% |
75% |
False |
False |
59,117 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.6% |
24-5 |
2.5% |
75% |
False |
False |
43,569 |
| 80 |
1067-4 |
780-0 |
287-4 |
29.5% |
26-4 |
2.7% |
68% |
False |
False |
34,683 |
| 100 |
1288-0 |
780-0 |
508-0 |
52.0% |
27-2 |
2.8% |
39% |
False |
False |
28,440 |
| 120 |
1397-0 |
780-0 |
617-0 |
63.2% |
27-7 |
2.9% |
32% |
False |
False |
24,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1063-2 |
|
2.618 |
1035-4 |
|
1.618 |
1018-4 |
|
1.000 |
1008-0 |
|
0.618 |
1001-4 |
|
HIGH |
991-0 |
|
0.618 |
984-4 |
|
0.500 |
982-4 |
|
0.382 |
980-4 |
|
LOW |
974-0 |
|
0.618 |
963-4 |
|
1.000 |
957-0 |
|
1.618 |
946-4 |
|
2.618 |
929-4 |
|
4.250 |
901-6 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
982-4 |
1007-0 |
| PP |
980-3 |
996-5 |
| S1 |
978-1 |
986-3 |
|