CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
879-0 |
883-0 |
4-0 |
0.5% |
850-4 |
| High |
882-0 |
893-0 |
11-0 |
1.2% |
878-0 |
| Low |
863-0 |
874-0 |
11-0 |
1.3% |
838-4 |
| Close |
865-0 |
877-0 |
12-0 |
1.4% |
867-0 |
| Range |
19-0 |
19-0 |
0-0 |
0.0% |
39-4 |
| ATR |
24-6 |
24-7 |
0-2 |
1.0% |
0-0 |
| Volume |
61,790 |
50,698 |
-11,092 |
-18.0% |
363,447 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938-3 |
926-5 |
887-4 |
|
| R3 |
919-3 |
907-5 |
882-2 |
|
| R2 |
900-3 |
900-3 |
880-4 |
|
| R1 |
888-5 |
888-5 |
878-6 |
885-0 |
| PP |
881-3 |
881-3 |
881-3 |
879-4 |
| S1 |
869-5 |
869-5 |
875-2 |
866-0 |
| S2 |
862-3 |
862-3 |
873-4 |
|
| S3 |
843-3 |
850-5 |
871-6 |
|
| S4 |
824-3 |
831-5 |
866-4 |
|
|
| 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 |
893-0 |
843-0 |
50-0 |
5.7% |
17-0 |
1.9% |
68% |
True |
False |
66,920 |
| 10 |
893-0 |
838-4 |
54-4 |
6.2% |
19-0 |
2.2% |
71% |
True |
False |
70,141 |
| 20 |
1014-0 |
838-4 |
175-4 |
20.0% |
19-2 |
2.2% |
22% |
False |
False |
57,328 |
| 40 |
1047-0 |
838-4 |
208-4 |
23.8% |
22-2 |
2.5% |
18% |
False |
False |
40,434 |
| 60 |
1048-0 |
838-4 |
209-4 |
23.9% |
21-4 |
2.5% |
18% |
False |
False |
29,101 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.7% |
20-5 |
2.3% |
34% |
False |
False |
22,897 |
| 100 |
1048-0 |
787-4 |
260-4 |
29.7% |
21-7 |
2.5% |
34% |
False |
False |
18,976 |
| 120 |
1247-0 |
787-4 |
459-4 |
52.4% |
21-2 |
2.4% |
19% |
False |
False |
16,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973-6 |
|
2.618 |
942-6 |
|
1.618 |
923-6 |
|
1.000 |
912-0 |
|
0.618 |
904-6 |
|
HIGH |
893-0 |
|
0.618 |
885-6 |
|
0.500 |
883-4 |
|
0.382 |
881-2 |
|
LOW |
874-0 |
|
0.618 |
862-2 |
|
1.000 |
855-0 |
|
1.618 |
843-2 |
|
2.618 |
824-2 |
|
4.250 |
793-2 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
883-4 |
876-1 |
| PP |
881-3 |
875-3 |
| S1 |
879-1 |
874-4 |
|