CME Pit-Traded Soybean Future May 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 |
869-0 |
855-0 |
-14-0 |
-1.6% |
874-4 |
| High |
878-0 |
858-0 |
-20-0 |
-2.3% |
890-4 |
| Low |
863-0 |
843-0 |
-20-0 |
-2.3% |
852-0 |
| Close |
868-4 |
852-0 |
-16-4 |
-1.9% |
872-0 |
| Range |
15-0 |
15-0 |
0-0 |
0.0% |
38-4 |
| ATR |
25-4 |
25-4 |
0-0 |
0.0% |
0-0 |
| Volume |
83,332 |
69,720 |
-13,612 |
-16.3% |
354,068 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896-0 |
889-0 |
860-2 |
|
| R3 |
881-0 |
874-0 |
856-1 |
|
| R2 |
866-0 |
866-0 |
854-6 |
|
| R1 |
859-0 |
859-0 |
853-3 |
855-0 |
| PP |
851-0 |
851-0 |
851-0 |
849-0 |
| S1 |
844-0 |
844-0 |
850-5 |
840-0 |
| S2 |
836-0 |
836-0 |
849-2 |
|
| S3 |
821-0 |
829-0 |
847-7 |
|
| S4 |
806-0 |
814-0 |
843-6 |
|
|
| 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 |
878-0 |
838-4 |
39-4 |
4.6% |
16-3 |
1.9% |
34% |
False |
False |
78,969 |
| 10 |
890-4 |
838-4 |
52-0 |
6.1% |
18-5 |
2.2% |
26% |
False |
False |
69,635 |
| 20 |
1023-4 |
838-4 |
185-0 |
21.7% |
20-1 |
2.4% |
7% |
False |
False |
53,093 |
| 40 |
1048-0 |
838-4 |
209-4 |
24.6% |
22-4 |
2.6% |
6% |
False |
False |
36,919 |
| 60 |
1048-0 |
827-0 |
221-0 |
25.9% |
21-2 |
2.5% |
11% |
False |
False |
26,431 |
| 80 |
1048-0 |
787-4 |
260-4 |
30.6% |
20-6 |
2.4% |
25% |
False |
False |
20,800 |
| 100 |
1048-0 |
787-4 |
260-4 |
30.6% |
21-7 |
2.6% |
25% |
False |
False |
17,231 |
| 120 |
1247-0 |
787-4 |
459-4 |
53.9% |
21-3 |
2.5% |
14% |
False |
False |
14,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
921-6 |
|
2.618 |
897-2 |
|
1.618 |
882-2 |
|
1.000 |
873-0 |
|
0.618 |
867-2 |
|
HIGH |
858-0 |
|
0.618 |
852-2 |
|
0.500 |
850-4 |
|
0.382 |
848-6 |
|
LOW |
843-0 |
|
0.618 |
833-6 |
|
1.000 |
828-0 |
|
1.618 |
818-6 |
|
2.618 |
803-6 |
|
4.250 |
779-2 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
851-4 |
860-4 |
| PP |
851-0 |
857-5 |
| S1 |
850-4 |
854-7 |
|