CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
861-4 |
879-4 |
18-0 |
2.1% |
875-0 |
| High |
866-0 |
880-0 |
14-0 |
1.6% |
889-0 |
| Low |
858-0 |
873-0 |
15-0 |
1.7% |
855-0 |
| Close |
863-0 |
875-4 |
12-4 |
1.4% |
874-4 |
| Range |
8-0 |
7-0 |
-1-0 |
-12.5% |
34-0 |
| ATR |
26-0 |
25-3 |
-0-5 |
-2.5% |
0-0 |
| Volume |
5,946 |
5,498 |
-448 |
-7.5% |
279,803 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897-1 |
893-3 |
879-3 |
|
| R3 |
890-1 |
886-3 |
877-3 |
|
| R2 |
883-1 |
883-1 |
876-6 |
|
| R1 |
879-3 |
879-3 |
876-1 |
877-6 |
| PP |
876-1 |
876-1 |
876-1 |
875-3 |
| S1 |
872-3 |
872-3 |
874-7 |
870-6 |
| S2 |
869-1 |
869-1 |
874-2 |
|
| S3 |
862-1 |
865-3 |
873-5 |
|
| S4 |
855-1 |
858-3 |
871-5 |
|
|
| 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 |
5.1% |
16-0 |
1.8% |
70% |
False |
False |
20,492 |
| 10 |
902-0 |
844-0 |
58-0 |
6.6% |
17-2 |
2.0% |
54% |
False |
False |
47,347 |
| 20 |
1019-0 |
844-0 |
175-0 |
20.0% |
20-5 |
2.4% |
18% |
False |
False |
66,511 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.4% |
23-6 |
2.7% |
16% |
False |
False |
78,264 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.7% |
23-3 |
2.7% |
37% |
False |
False |
65,911 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.7% |
23-1 |
2.6% |
37% |
False |
False |
53,264 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.7% |
24-5 |
2.8% |
37% |
False |
False |
44,257 |
| 120 |
1250-0 |
780-0 |
470-0 |
53.7% |
25-5 |
2.9% |
20% |
False |
False |
37,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
909-6 |
|
2.618 |
898-3 |
|
1.618 |
891-3 |
|
1.000 |
887-0 |
|
0.618 |
884-3 |
|
HIGH |
880-0 |
|
0.618 |
877-3 |
|
0.500 |
876-4 |
|
0.382 |
875-5 |
|
LOW |
873-0 |
|
0.618 |
868-5 |
|
1.000 |
866-0 |
|
1.618 |
861-5 |
|
2.618 |
854-5 |
|
4.250 |
843-2 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
876-4 |
871-0 |
| PP |
876-1 |
866-4 |
| S1 |
875-7 |
862-0 |
|