CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
879-4 |
868-0 |
-11-4 |
-1.3% |
875-0 |
| High |
880-0 |
868-0 |
-12-0 |
-1.4% |
889-0 |
| Low |
873-0 |
856-0 |
-17-0 |
-1.9% |
855-0 |
| Close |
875-4 |
862-4 |
-13-0 |
-1.5% |
874-4 |
| Range |
7-0 |
12-0 |
5-0 |
71.4% |
34-0 |
| ATR |
25-3 |
24-7 |
-0-3 |
-1.6% |
0-0 |
| Volume |
5,498 |
3,110 |
-2,388 |
-43.4% |
279,803 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898-1 |
892-3 |
869-1 |
|
| R3 |
886-1 |
880-3 |
865-6 |
|
| R2 |
874-1 |
874-1 |
864-6 |
|
| R1 |
868-3 |
868-3 |
863-5 |
865-2 |
| PP |
862-1 |
862-1 |
862-1 |
860-5 |
| S1 |
856-3 |
856-3 |
861-3 |
853-2 |
| S2 |
850-1 |
850-1 |
860-2 |
|
| S3 |
838-1 |
844-3 |
859-2 |
|
| S4 |
826-1 |
832-3 |
855-7 |
|
|
| 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 |
880-0 |
844-0 |
36-0 |
4.2% |
12-3 |
1.4% |
51% |
False |
False |
12,803 |
| 10 |
889-0 |
844-0 |
45-0 |
5.2% |
16-4 |
1.9% |
41% |
False |
False |
38,655 |
| 20 |
1019-0 |
844-0 |
175-0 |
20.3% |
20-0 |
2.3% |
11% |
False |
False |
62,108 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.7% |
23-4 |
2.7% |
9% |
False |
False |
76,453 |
| 60 |
1040-0 |
812-0 |
228-0 |
26.4% |
23-2 |
2.7% |
22% |
False |
False |
65,353 |
| 80 |
1040-0 |
780-0 |
260-0 |
30.1% |
23-0 |
2.7% |
32% |
False |
False |
53,183 |
| 100 |
1040-0 |
780-0 |
260-0 |
30.1% |
24-4 |
2.8% |
32% |
False |
False |
44,205 |
| 120 |
1250-0 |
780-0 |
470-0 |
54.5% |
25-5 |
3.0% |
18% |
False |
False |
37,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
919-0 |
|
2.618 |
899-3 |
|
1.618 |
887-3 |
|
1.000 |
880-0 |
|
0.618 |
875-3 |
|
HIGH |
868-0 |
|
0.618 |
863-3 |
|
0.500 |
862-0 |
|
0.382 |
860-5 |
|
LOW |
856-0 |
|
0.618 |
848-5 |
|
1.000 |
844-0 |
|
1.618 |
836-5 |
|
2.618 |
824-5 |
|
4.250 |
805-0 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
862-3 |
868-0 |
| PP |
862-1 |
866-1 |
| S1 |
862-0 |
864-3 |
|