CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
854-0 |
861-4 |
7-4 |
0.9% |
875-0 |
| High |
856-0 |
866-0 |
10-0 |
1.2% |
889-0 |
| Low |
844-0 |
858-0 |
14-0 |
1.7% |
855-0 |
| Close |
848-4 |
863-0 |
14-4 |
1.7% |
874-4 |
| Range |
12-0 |
8-0 |
-4-0 |
-33.3% |
34-0 |
| ATR |
26-5 |
26-0 |
-0-5 |
-2.5% |
0-0 |
| Volume |
12,578 |
5,946 |
-6,632 |
-52.7% |
279,803 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886-3 |
882-5 |
867-3 |
|
| R3 |
878-3 |
874-5 |
865-2 |
|
| R2 |
870-3 |
870-3 |
864-4 |
|
| R1 |
866-5 |
866-5 |
863-6 |
868-4 |
| PP |
862-3 |
862-3 |
862-3 |
863-2 |
| S1 |
858-5 |
858-5 |
862-2 |
860-4 |
| S2 |
854-3 |
854-3 |
861-4 |
|
| S3 |
846-3 |
850-5 |
860-6 |
|
| S4 |
838-3 |
842-5 |
858-5 |
|
|
| 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 |
5.2% |
18-6 |
2.2% |
42% |
False |
False |
27,344 |
| 10 |
909-0 |
844-0 |
65-0 |
7.5% |
18-7 |
2.2% |
29% |
False |
False |
56,077 |
| 20 |
1019-0 |
844-0 |
175-0 |
20.3% |
20-7 |
2.4% |
11% |
False |
False |
70,174 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.7% |
24-1 |
2.8% |
10% |
False |
False |
79,600 |
| 60 |
1040-0 |
780-0 |
260-0 |
30.1% |
23-4 |
2.7% |
32% |
False |
False |
66,336 |
| 80 |
1040-0 |
780-0 |
260-0 |
30.1% |
23-6 |
2.8% |
32% |
False |
False |
53,298 |
| 100 |
1040-0 |
780-0 |
260-0 |
30.1% |
25-0 |
2.9% |
32% |
False |
False |
44,260 |
| 120 |
1250-0 |
780-0 |
470-0 |
54.5% |
25-6 |
3.0% |
18% |
False |
False |
37,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
900-0 |
|
2.618 |
887-0 |
|
1.618 |
879-0 |
|
1.000 |
874-0 |
|
0.618 |
871-0 |
|
HIGH |
866-0 |
|
0.618 |
863-0 |
|
0.500 |
862-0 |
|
0.382 |
861-0 |
|
LOW |
858-0 |
|
0.618 |
853-0 |
|
1.000 |
850-0 |
|
1.618 |
845-0 |
|
2.618 |
837-0 |
|
4.250 |
824-0 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
862-5 |
862-3 |
| PP |
862-3 |
861-5 |
| S1 |
862-0 |
861-0 |
|