CME Pit-Traded Soybean Future May 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 |
848-0 |
869-0 |
21-0 |
2.5% |
874-4 |
| High |
857-0 |
878-0 |
21-0 |
2.5% |
890-4 |
| Low |
844-0 |
863-0 |
19-0 |
2.3% |
852-0 |
| Close |
853-4 |
868-4 |
15-0 |
1.8% |
872-0 |
| Range |
13-0 |
15-0 |
2-0 |
15.4% |
38-4 |
| ATR |
25-4 |
25-4 |
-0-1 |
-0.3% |
0-0 |
| Volume |
68,590 |
83,332 |
14,742 |
21.5% |
354,068 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914-7 |
906-5 |
876-6 |
|
| R3 |
899-7 |
891-5 |
872-5 |
|
| R2 |
884-7 |
884-7 |
871-2 |
|
| R1 |
876-5 |
876-5 |
869-7 |
873-2 |
| PP |
869-7 |
869-7 |
869-7 |
868-1 |
| S1 |
861-5 |
861-5 |
867-1 |
858-2 |
| S2 |
854-7 |
854-7 |
865-6 |
|
| S3 |
839-7 |
846-5 |
864-3 |
|
| S4 |
824-7 |
831-5 |
860-2 |
|
|
| 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 |
6.0% |
19-6 |
2.3% |
58% |
False |
False |
80,534 |
| 10 |
901-4 |
838-4 |
63-0 |
7.3% |
18-6 |
2.2% |
48% |
False |
False |
67,488 |
| 20 |
1023-4 |
838-4 |
185-0 |
21.3% |
20-2 |
2.3% |
16% |
False |
False |
51,472 |
| 40 |
1048-0 |
838-4 |
209-4 |
24.1% |
22-5 |
2.6% |
14% |
False |
False |
35,407 |
| 60 |
1048-0 |
787-4 |
260-4 |
30.0% |
21-3 |
2.5% |
31% |
False |
False |
25,351 |
| 80 |
1048-0 |
787-4 |
260-4 |
30.0% |
20-6 |
2.4% |
31% |
False |
False |
19,995 |
| 100 |
1048-0 |
787-4 |
260-4 |
30.0% |
21-7 |
2.5% |
31% |
False |
False |
16,573 |
| 120 |
1247-0 |
787-4 |
459-4 |
52.9% |
21-2 |
2.4% |
18% |
False |
False |
14,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
941-6 |
|
2.618 |
917-2 |
|
1.618 |
902-2 |
|
1.000 |
893-0 |
|
0.618 |
887-2 |
|
HIGH |
878-0 |
|
0.618 |
872-2 |
|
0.500 |
870-4 |
|
0.382 |
868-6 |
|
LOW |
863-0 |
|
0.618 |
853-6 |
|
1.000 |
848-0 |
|
1.618 |
838-6 |
|
2.618 |
823-6 |
|
4.250 |
799-2 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
870-4 |
865-1 |
| PP |
869-7 |
861-5 |
| S1 |
869-1 |
858-2 |
|