CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
880-0 |
899-0 |
19-0 |
2.2% |
854-0 |
| High |
887-6 |
899-0 |
11-2 |
1.3% |
887-6 |
| Low |
874-0 |
880-0 |
6-0 |
0.7% |
844-0 |
| Close |
879-0 |
881-0 |
2-0 |
0.2% |
879-0 |
| Range |
13-6 |
19-0 |
5-2 |
38.2% |
43-6 |
| ATR |
25-0 |
24-5 |
-0-3 |
-1.4% |
0-0 |
| Volume |
2,415 |
1,770 |
-645 |
-26.7% |
29,547 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943-5 |
931-3 |
891-4 |
|
| R3 |
924-5 |
912-3 |
886-2 |
|
| R2 |
905-5 |
905-5 |
884-4 |
|
| R1 |
893-3 |
893-3 |
882-6 |
890-0 |
| PP |
886-5 |
886-5 |
886-5 |
885-0 |
| S1 |
874-3 |
874-3 |
879-2 |
871-0 |
| S2 |
867-5 |
867-5 |
877-4 |
|
| S3 |
848-5 |
855-3 |
875-6 |
|
| S4 |
829-5 |
836-3 |
870-4 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1001-4 |
984-0 |
903-0 |
|
| R3 |
957-6 |
940-2 |
891-0 |
|
| R2 |
914-0 |
914-0 |
887-0 |
|
| R1 |
896-4 |
896-4 |
883-0 |
905-2 |
| PP |
870-2 |
870-2 |
870-2 |
874-5 |
| S1 |
852-6 |
852-6 |
875-0 |
861-4 |
| S2 |
826-4 |
826-4 |
871-0 |
|
| S3 |
782-6 |
809-0 |
867-0 |
|
| S4 |
739-0 |
765-2 |
855-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
899-0 |
856-0 |
43-0 |
4.9% |
12-0 |
1.4% |
58% |
True |
False |
3,747 |
| 10 |
899-0 |
844-0 |
55-0 |
6.2% |
16-0 |
1.8% |
67% |
True |
False |
22,328 |
| 20 |
1019-0 |
844-0 |
175-0 |
19.9% |
18-7 |
2.1% |
21% |
False |
False |
53,661 |
| 40 |
1040-0 |
844-0 |
196-0 |
22.2% |
23-2 |
2.6% |
19% |
False |
False |
71,803 |
| 60 |
1040-0 |
828-4 |
211-4 |
24.0% |
23-2 |
2.6% |
25% |
False |
False |
63,941 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.5% |
22-7 |
2.6% |
39% |
False |
False |
52,915 |
| 100 |
1040-0 |
780-0 |
260-0 |
29.5% |
24-6 |
2.8% |
39% |
False |
False |
44,156 |
| 120 |
1242-0 |
780-0 |
462-0 |
52.4% |
25-2 |
2.9% |
22% |
False |
False |
37,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979-6 |
|
2.618 |
948-6 |
|
1.618 |
929-6 |
|
1.000 |
918-0 |
|
0.618 |
910-6 |
|
HIGH |
899-0 |
|
0.618 |
891-6 |
|
0.500 |
889-4 |
|
0.382 |
887-2 |
|
LOW |
880-0 |
|
0.618 |
868-2 |
|
1.000 |
861-0 |
|
1.618 |
849-2 |
|
2.618 |
830-2 |
|
4.250 |
799-2 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
889-4 |
879-7 |
| PP |
886-5 |
878-5 |
| S1 |
883-7 |
877-4 |
|