CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
877-4 |
855-0 |
-22-4 |
-2.6% |
875-0 |
| High |
889-0 |
878-0 |
-11-0 |
-1.2% |
889-0 |
| Low |
859-0 |
855-0 |
-4-0 |
-0.5% |
855-0 |
| Close |
869-2 |
874-4 |
5-2 |
0.6% |
874-4 |
| Range |
30-0 |
23-0 |
-7-0 |
-23.3% |
34-0 |
| ATR |
26-5 |
26-3 |
-0-2 |
-1.0% |
0-0 |
| Volume |
41,558 |
36,884 |
-4,674 |
-11.2% |
279,803 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938-1 |
929-3 |
887-1 |
|
| R3 |
915-1 |
906-3 |
880-7 |
|
| R2 |
892-1 |
892-1 |
878-6 |
|
| R1 |
883-3 |
883-3 |
876-5 |
887-6 |
| PP |
869-1 |
869-1 |
869-1 |
871-3 |
| S1 |
860-3 |
860-3 |
872-3 |
864-6 |
| S2 |
846-1 |
846-1 |
870-2 |
|
| S3 |
823-1 |
837-3 |
868-1 |
|
| S4 |
800-1 |
814-3 |
861-7 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974-7 |
958-5 |
893-2 |
|
| R3 |
940-7 |
924-5 |
883-7 |
|
| R2 |
906-7 |
906-7 |
880-6 |
|
| R1 |
890-5 |
890-5 |
877-5 |
881-6 |
| PP |
872-7 |
872-7 |
872-7 |
868-3 |
| S1 |
856-5 |
856-5 |
871-3 |
847-6 |
| S2 |
838-7 |
838-7 |
868-2 |
|
| S3 |
804-7 |
822-5 |
865-1 |
|
| S4 |
770-7 |
788-5 |
855-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
889-0 |
855-0 |
34-0 |
3.9% |
21-0 |
2.4% |
57% |
False |
True |
55,960 |
| 10 |
975-4 |
854-0 |
121-4 |
13.9% |
22-1 |
2.5% |
17% |
False |
False |
69,070 |
| 20 |
1019-0 |
854-0 |
165-0 |
18.9% |
22-3 |
2.6% |
12% |
False |
False |
75,359 |
| 40 |
1040-0 |
854-0 |
186-0 |
21.3% |
25-1 |
2.9% |
11% |
False |
False |
81,641 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.7% |
24-0 |
2.7% |
36% |
False |
False |
66,789 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.7% |
24-0 |
2.7% |
36% |
False |
False |
53,201 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.7% |
25-2 |
2.9% |
36% |
False |
False |
44,244 |
| 120 |
1250-0 |
780-0 |
470-0 |
53.7% |
26-1 |
3.0% |
20% |
False |
False |
37,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975-6 |
|
2.618 |
938-2 |
|
1.618 |
915-2 |
|
1.000 |
901-0 |
|
0.618 |
892-2 |
|
HIGH |
878-0 |
|
0.618 |
869-2 |
|
0.500 |
866-4 |
|
0.382 |
863-6 |
|
LOW |
855-0 |
|
0.618 |
840-6 |
|
1.000 |
832-0 |
|
1.618 |
817-6 |
|
2.618 |
794-6 |
|
4.250 |
757-2 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
871-7 |
873-5 |
| PP |
869-1 |
872-7 |
| S1 |
866-4 |
872-0 |
|