CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
912-0 |
943-0 |
31-0 |
3.4% |
879-0 |
High |
920-0 |
952-4 |
32-4 |
3.5% |
893-0 |
Low |
909-0 |
933-0 |
24-0 |
2.6% |
857-0 |
Close |
915-0 |
940-4 |
25-4 |
2.8% |
876-4 |
Range |
11-0 |
19-4 |
8-4 |
77.3% |
36-0 |
ATR |
25-7 |
26-5 |
0-7 |
3.2% |
0-0 |
Volume |
74,041 |
53,267 |
-20,774 |
-28.1% |
243,357 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1000-4 |
990-0 |
951-2 |
|
R3 |
981-0 |
970-4 |
945-7 |
|
R2 |
961-4 |
961-4 |
944-1 |
|
R1 |
951-0 |
951-0 |
942-2 |
946-4 |
PP |
942-0 |
942-0 |
942-0 |
939-6 |
S1 |
931-4 |
931-4 |
938-6 |
927-0 |
S2 |
922-4 |
922-4 |
936-7 |
|
S3 |
903-0 |
912-0 |
935-1 |
|
S4 |
883-4 |
892-4 |
929-6 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-4 |
966-0 |
896-2 |
|
R3 |
947-4 |
930-0 |
886-3 |
|
R2 |
911-4 |
911-4 |
883-1 |
|
R1 |
894-0 |
894-0 |
879-6 |
884-6 |
PP |
875-4 |
875-4 |
875-4 |
870-7 |
S1 |
858-0 |
858-0 |
873-2 |
848-6 |
S2 |
839-4 |
839-4 |
869-7 |
|
S3 |
803-4 |
822-0 |
866-5 |
|
S4 |
767-4 |
786-0 |
856-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
952-4 |
857-0 |
95-4 |
10.2% |
20-5 |
2.2% |
87% |
True |
False |
70,817 |
10 |
952-4 |
843-0 |
109-4 |
11.6% |
18-6 |
2.0% |
89% |
True |
False |
68,868 |
20 |
952-4 |
838-4 |
114-0 |
12.1% |
19-2 |
2.0% |
89% |
True |
False |
66,023 |
40 |
1047-0 |
838-4 |
208-4 |
22.2% |
21-1 |
2.3% |
49% |
False |
False |
47,013 |
60 |
1048-0 |
838-4 |
209-4 |
22.3% |
21-4 |
2.3% |
49% |
False |
False |
34,496 |
80 |
1048-0 |
787-4 |
260-4 |
27.7% |
20-4 |
2.2% |
59% |
False |
False |
27,117 |
100 |
1048-0 |
787-4 |
260-4 |
27.7% |
21-4 |
2.3% |
59% |
False |
False |
22,399 |
120 |
1245-0 |
787-4 |
457-4 |
48.6% |
21-5 |
2.3% |
33% |
False |
False |
19,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1035-3 |
2.618 |
1003-4 |
1.618 |
984-0 |
1.000 |
972-0 |
0.618 |
964-4 |
HIGH |
952-4 |
0.618 |
945-0 |
0.500 |
942-6 |
0.382 |
940-4 |
LOW |
933-0 |
0.618 |
921-0 |
1.000 |
913-4 |
1.618 |
901-4 |
2.618 |
882-0 |
4.250 |
850-1 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
942-6 |
936-2 |
PP |
942-0 |
932-0 |
S1 |
941-2 |
927-6 |
|