CME Pit-Traded Soybean Future May 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 |
863-0 |
879-0 |
16-0 |
1.9% |
850-4 |
| High |
873-0 |
882-0 |
9-0 |
1.0% |
878-0 |
| Low |
856-0 |
863-0 |
7-0 |
0.8% |
838-4 |
| Close |
867-0 |
865-0 |
-2-0 |
-0.2% |
867-0 |
| Range |
17-0 |
19-0 |
2-0 |
11.8% |
39-4 |
| ATR |
25-1 |
24-6 |
-0-4 |
-1.7% |
0-0 |
| Volume |
69,061 |
61,790 |
-7,271 |
-10.5% |
363,447 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927-0 |
915-0 |
875-4 |
|
| R3 |
908-0 |
896-0 |
870-2 |
|
| R2 |
889-0 |
889-0 |
868-4 |
|
| R1 |
877-0 |
877-0 |
866-6 |
873-4 |
| PP |
870-0 |
870-0 |
870-0 |
868-2 |
| S1 |
858-0 |
858-0 |
863-2 |
854-4 |
| S2 |
851-0 |
851-0 |
861-4 |
|
| S3 |
832-0 |
839-0 |
859-6 |
|
| S4 |
813-0 |
820-0 |
854-4 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-5 |
962-7 |
888-6 |
|
| R3 |
940-1 |
923-3 |
877-7 |
|
| R2 |
900-5 |
900-5 |
874-2 |
|
| R1 |
883-7 |
883-7 |
870-5 |
892-2 |
| PP |
861-1 |
861-1 |
861-1 |
865-3 |
| S1 |
844-3 |
844-3 |
863-3 |
852-6 |
| S2 |
821-5 |
821-5 |
859-6 |
|
| S3 |
782-1 |
804-7 |
856-1 |
|
| S4 |
742-5 |
765-3 |
845-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
882-0 |
843-0 |
39-0 |
4.5% |
15-6 |
1.8% |
56% |
True |
False |
70,498 |
| 10 |
890-4 |
838-4 |
52-0 |
6.0% |
18-6 |
2.2% |
51% |
False |
False |
70,678 |
| 20 |
1023-4 |
838-4 |
185-0 |
21.4% |
19-3 |
2.2% |
14% |
False |
False |
56,475 |
| 40 |
1048-0 |
838-4 |
209-4 |
24.2% |
22-3 |
2.6% |
13% |
False |
False |
39,678 |
| 60 |
1048-0 |
838-4 |
209-4 |
24.2% |
21-4 |
2.5% |
13% |
False |
False |
28,331 |
| 80 |
1048-0 |
787-4 |
260-4 |
30.1% |
20-4 |
2.4% |
30% |
False |
False |
22,307 |
| 100 |
1048-0 |
787-4 |
260-4 |
30.1% |
22-1 |
2.6% |
30% |
False |
False |
18,498 |
| 120 |
1247-0 |
787-4 |
459-4 |
53.1% |
21-4 |
2.5% |
17% |
False |
False |
15,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
962-6 |
|
2.618 |
931-6 |
|
1.618 |
912-6 |
|
1.000 |
901-0 |
|
0.618 |
893-6 |
|
HIGH |
882-0 |
|
0.618 |
874-6 |
|
0.500 |
872-4 |
|
0.382 |
870-2 |
|
LOW |
863-0 |
|
0.618 |
851-2 |
|
1.000 |
844-0 |
|
1.618 |
832-2 |
|
2.618 |
813-2 |
|
4.250 |
782-2 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
872-4 |
864-1 |
| PP |
870-0 |
863-3 |
| S1 |
867-4 |
862-4 |
|