CME Pit-Traded Soybean Future May 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 |
850-4 |
848-0 |
-2-4 |
-0.3% |
874-4 |
High |
853-0 |
857-0 |
4-0 |
0.5% |
890-4 |
Low |
838-4 |
844-0 |
5-4 |
0.7% |
852-0 |
Close |
844-0 |
853-4 |
9-4 |
1.1% |
872-0 |
Range |
14-4 |
13-0 |
-1-4 |
-10.3% |
38-4 |
ATR |
26-4 |
25-4 |
-1-0 |
-3.6% |
0-0 |
Volume |
72,744 |
68,590 |
-4,154 |
-5.7% |
354,068 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
890-4 |
885-0 |
860-5 |
|
R3 |
877-4 |
872-0 |
857-1 |
|
R2 |
864-4 |
864-4 |
855-7 |
|
R1 |
859-0 |
859-0 |
854-6 |
861-6 |
PP |
851-4 |
851-4 |
851-4 |
852-7 |
S1 |
846-0 |
846-0 |
852-2 |
848-6 |
S2 |
838-4 |
838-4 |
851-1 |
|
S3 |
825-4 |
833-0 |
849-7 |
|
S4 |
812-4 |
820-0 |
846-3 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987-0 |
968-0 |
893-1 |
|
R3 |
948-4 |
929-4 |
882-5 |
|
R2 |
910-0 |
910-0 |
879-0 |
|
R1 |
891-0 |
891-0 |
875-4 |
881-2 |
PP |
871-4 |
871-4 |
871-4 |
866-5 |
S1 |
852-4 |
852-4 |
868-4 |
842-6 |
S2 |
833-0 |
833-0 |
865-0 |
|
S3 |
794-4 |
814-0 |
861-3 |
|
S4 |
756-0 |
775-4 |
850-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
890-4 |
838-4 |
52-0 |
6.1% |
21-1 |
2.5% |
29% |
False |
False |
73,362 |
10 |
908-0 |
838-4 |
69-4 |
8.1% |
19-5 |
2.3% |
22% |
False |
False |
63,179 |
20 |
1023-4 |
838-4 |
185-0 |
21.7% |
20-2 |
2.4% |
8% |
False |
False |
48,551 |
40 |
1048-0 |
838-4 |
209-4 |
24.5% |
22-5 |
2.6% |
7% |
False |
False |
33,466 |
60 |
1048-0 |
787-4 |
260-4 |
30.5% |
21-3 |
2.5% |
25% |
False |
False |
24,033 |
80 |
1048-0 |
787-4 |
260-4 |
30.5% |
21-2 |
2.5% |
25% |
False |
False |
18,997 |
100 |
1048-0 |
787-4 |
260-4 |
30.5% |
22-1 |
2.6% |
25% |
False |
False |
15,773 |
120 |
1247-0 |
787-4 |
459-4 |
53.8% |
21-2 |
2.5% |
14% |
False |
False |
13,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
912-2 |
2.618 |
891-0 |
1.618 |
878-0 |
1.000 |
870-0 |
0.618 |
865-0 |
HIGH |
857-0 |
0.618 |
852-0 |
0.500 |
850-4 |
0.382 |
849-0 |
LOW |
844-0 |
0.618 |
836-0 |
1.000 |
831-0 |
1.618 |
823-0 |
2.618 |
810-0 |
4.250 |
788-6 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
852-4 |
857-4 |
PP |
851-4 |
856-1 |
S1 |
850-4 |
854-7 |
|