CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
970-0 |
-16-0 |
-1.6% |
1020-0 |
| High |
991-0 |
993-4 |
2-4 |
0.3% |
1034-0 |
| Low |
974-0 |
968-0 |
-6-0 |
-0.6% |
979-0 |
| Close |
976-0 |
982-4 |
6-4 |
0.7% |
1009-0 |
| Range |
17-0 |
25-4 |
8-4 |
50.0% |
55-0 |
| ATR |
32-7 |
32-3 |
-0-4 |
-1.6% |
0-0 |
| Volume |
96,777 |
81,612 |
-15,165 |
-15.7% |
361,698 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1057-7 |
1045-5 |
996-4 |
|
| R3 |
1032-3 |
1020-1 |
989-4 |
|
| R2 |
1006-7 |
1006-7 |
987-1 |
|
| R1 |
994-5 |
994-5 |
984-7 |
1000-6 |
| PP |
981-3 |
981-3 |
981-3 |
984-3 |
| S1 |
969-1 |
969-1 |
980-1 |
975-2 |
| S2 |
955-7 |
955-7 |
977-7 |
|
| S3 |
930-3 |
943-5 |
975-4 |
|
| S4 |
904-7 |
918-1 |
968-4 |
|
|
| 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 |
968-0 |
72-0 |
7.3% |
27-1 |
2.8% |
20% |
False |
True |
94,116 |
| 10 |
1040-0 |
962-0 |
78-0 |
7.9% |
30-4 |
3.1% |
26% |
False |
False |
96,181 |
| 20 |
1040-0 |
939-0 |
101-0 |
10.3% |
28-0 |
2.9% |
43% |
False |
False |
88,079 |
| 40 |
1040-0 |
780-0 |
260-0 |
26.5% |
25-0 |
2.5% |
78% |
False |
False |
60,899 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.5% |
24-5 |
2.5% |
78% |
False |
False |
44,743 |
| 80 |
1053-0 |
780-0 |
273-0 |
27.8% |
26-2 |
2.7% |
74% |
False |
False |
35,648 |
| 100 |
1250-0 |
780-0 |
470-0 |
47.8% |
27-2 |
2.8% |
43% |
False |
False |
29,222 |
| 120 |
1397-0 |
780-0 |
617-0 |
62.8% |
27-4 |
2.8% |
33% |
False |
False |
24,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1101-7 |
|
2.618 |
1060-2 |
|
1.618 |
1034-6 |
|
1.000 |
1019-0 |
|
0.618 |
1009-2 |
|
HIGH |
993-4 |
|
0.618 |
983-6 |
|
0.500 |
980-6 |
|
0.382 |
977-6 |
|
LOW |
968-0 |
|
0.618 |
952-2 |
|
1.000 |
942-4 |
|
1.618 |
926-6 |
|
2.618 |
901-2 |
|
4.250 |
859-5 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
981-7 |
1004-0 |
| PP |
981-3 |
996-7 |
| S1 |
980-6 |
989-5 |
|