CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
855-0 |
854-0 |
-1-0 |
-0.1% |
875-0 |
| High |
878-0 |
856-0 |
-22-0 |
-2.5% |
889-0 |
| Low |
855-0 |
844-0 |
-11-0 |
-1.3% |
855-0 |
| Close |
874-4 |
848-4 |
-26-0 |
-3.0% |
874-4 |
| Range |
23-0 |
12-0 |
-11-0 |
-47.8% |
34-0 |
| ATR |
26-3 |
26-5 |
0-2 |
1.1% |
0-0 |
| Volume |
36,884 |
12,578 |
-24,306 |
-65.9% |
279,803 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885-4 |
879-0 |
855-1 |
|
| R3 |
873-4 |
867-0 |
851-6 |
|
| R2 |
861-4 |
861-4 |
850-6 |
|
| R1 |
855-0 |
855-0 |
849-5 |
852-2 |
| PP |
849-4 |
849-4 |
849-4 |
848-1 |
| S1 |
843-0 |
843-0 |
847-3 |
840-2 |
| S2 |
837-4 |
837-4 |
846-2 |
|
| S3 |
825-4 |
831-0 |
845-2 |
|
| S4 |
813-4 |
819-0 |
841-7 |
|
|
| 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 |
844-0 |
45-0 |
5.3% |
20-1 |
2.4% |
10% |
False |
True |
40,908 |
| 10 |
931-0 |
844-0 |
87-0 |
10.3% |
21-2 |
2.5% |
5% |
False |
True |
62,145 |
| 20 |
1019-0 |
844-0 |
175-0 |
20.6% |
21-7 |
2.6% |
3% |
False |
True |
73,143 |
| 40 |
1040-0 |
844-0 |
196-0 |
23.1% |
24-4 |
2.9% |
2% |
False |
True |
80,667 |
| 60 |
1040-0 |
780-0 |
260-0 |
30.6% |
23-6 |
2.8% |
26% |
False |
False |
66,747 |
| 80 |
1040-0 |
780-0 |
260-0 |
30.6% |
23-7 |
2.8% |
26% |
False |
False |
53,293 |
| 100 |
1040-0 |
780-0 |
260-0 |
30.6% |
25-2 |
3.0% |
26% |
False |
False |
44,280 |
| 120 |
1250-0 |
780-0 |
470-0 |
55.4% |
26-1 |
3.1% |
15% |
False |
False |
37,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
907-0 |
|
2.618 |
887-3 |
|
1.618 |
875-3 |
|
1.000 |
868-0 |
|
0.618 |
863-3 |
|
HIGH |
856-0 |
|
0.618 |
851-3 |
|
0.500 |
850-0 |
|
0.382 |
848-5 |
|
LOW |
844-0 |
|
0.618 |
836-5 |
|
1.000 |
832-0 |
|
1.618 |
824-5 |
|
2.618 |
812-5 |
|
4.250 |
793-0 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
850-0 |
866-4 |
| PP |
849-4 |
860-4 |
| S1 |
849-0 |
854-4 |
|