CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
873-0 |
885-0 |
12-0 |
1.4% |
854-0 |
| High |
875-0 |
900-0 |
25-0 |
2.9% |
887-6 |
| Low |
873-0 |
878-0 |
5-0 |
0.6% |
844-0 |
| Close |
875-0 |
899-0 |
24-0 |
2.7% |
879-0 |
| Range |
2-0 |
22-0 |
20-0 |
1,000.0% |
43-6 |
| ATR |
23-6 |
23-7 |
0-1 |
0.4% |
0-0 |
| Volume |
714 |
435 |
-279 |
-39.1% |
29,547 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958-3 |
950-5 |
911-1 |
|
| R3 |
936-3 |
928-5 |
905-0 |
|
| R2 |
914-3 |
914-3 |
903-0 |
|
| R1 |
906-5 |
906-5 |
901-0 |
910-4 |
| PP |
892-3 |
892-3 |
892-3 |
894-2 |
| S1 |
884-5 |
884-5 |
897-0 |
888-4 |
| S2 |
870-3 |
870-3 |
895-0 |
|
| S3 |
848-3 |
862-5 |
893-0 |
|
| S4 |
826-3 |
840-5 |
886-7 |
|
|
| 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 |
902-0 |
873-0 |
29-0 |
3.2% |
14-4 |
1.6% |
90% |
False |
False |
1,232 |
| 10 |
902-0 |
844-0 |
58-0 |
6.5% |
13-4 |
1.5% |
95% |
False |
False |
7,017 |
| 20 |
985-0 |
844-0 |
141-0 |
15.7% |
17-4 |
1.9% |
39% |
False |
False |
40,541 |
| 40 |
1040-0 |
844-0 |
196-0 |
21.8% |
21-7 |
2.4% |
28% |
False |
False |
64,371 |
| 60 |
1040-0 |
844-0 |
196-0 |
21.8% |
22-4 |
2.5% |
28% |
False |
False |
61,863 |
| 80 |
1040-0 |
780-0 |
260-0 |
28.9% |
22-2 |
2.5% |
46% |
False |
False |
52,360 |
| 100 |
1040-0 |
780-0 |
260-0 |
28.9% |
23-7 |
2.7% |
46% |
False |
False |
43,940 |
| 120 |
1242-0 |
780-0 |
462-0 |
51.4% |
24-5 |
2.7% |
26% |
False |
False |
37,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993-4 |
|
2.618 |
957-5 |
|
1.618 |
935-5 |
|
1.000 |
922-0 |
|
0.618 |
913-5 |
|
HIGH |
900-0 |
|
0.618 |
891-5 |
|
0.500 |
889-0 |
|
0.382 |
886-3 |
|
LOW |
878-0 |
|
0.618 |
864-3 |
|
1.000 |
856-0 |
|
1.618 |
842-3 |
|
2.618 |
820-3 |
|
4.250 |
784-4 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
895-5 |
895-1 |
| PP |
892-3 |
891-3 |
| S1 |
889-0 |
887-4 |
|