CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
943-0 |
948-0 |
5-0 |
0.5% |
916-0 |
| High |
952-4 |
952-0 |
-0-4 |
-0.1% |
952-4 |
| Low |
933-0 |
941-0 |
8-0 |
0.9% |
903-0 |
| Close |
940-4 |
952-0 |
11-4 |
1.2% |
952-0 |
| Range |
19-4 |
11-0 |
-8-4 |
-43.6% |
49-4 |
| ATR |
26-5 |
25-5 |
-1-1 |
-4.1% |
0-0 |
| Volume |
53,267 |
91,583 |
38,316 |
71.9% |
314,801 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981-3 |
977-5 |
958-0 |
|
| R3 |
970-3 |
966-5 |
955-0 |
|
| R2 |
959-3 |
959-3 |
954-0 |
|
| R1 |
955-5 |
955-5 |
953-0 |
957-4 |
| PP |
948-3 |
948-3 |
948-3 |
949-2 |
| S1 |
944-5 |
944-5 |
951-0 |
946-4 |
| S2 |
937-3 |
937-3 |
950-0 |
|
| S3 |
926-3 |
933-5 |
949-0 |
|
| S4 |
915-3 |
922-5 |
946-0 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1084-3 |
1067-5 |
979-2 |
|
| R3 |
1034-7 |
1018-1 |
965-5 |
|
| R2 |
985-3 |
985-3 |
961-1 |
|
| R1 |
968-5 |
968-5 |
956-4 |
977-0 |
| PP |
935-7 |
935-7 |
935-7 |
940-0 |
| S1 |
919-1 |
919-1 |
947-4 |
927-4 |
| S2 |
886-3 |
886-3 |
942-7 |
|
| S3 |
836-7 |
869-5 |
938-3 |
|
| S4 |
787-3 |
820-1 |
924-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
952-4 |
867-4 |
85-0 |
8.9% |
16-3 |
1.7% |
99% |
False |
False |
74,178 |
| 10 |
952-4 |
843-0 |
109-4 |
11.5% |
18-3 |
1.9% |
100% |
False |
False |
69,693 |
| 20 |
952-4 |
838-4 |
114-0 |
12.0% |
18-5 |
2.0% |
100% |
False |
False |
68,591 |
| 40 |
1047-0 |
838-4 |
208-4 |
21.9% |
20-2 |
2.1% |
54% |
False |
False |
48,628 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.0% |
21-4 |
2.3% |
54% |
False |
False |
35,914 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-2 |
2.1% |
63% |
False |
False |
28,232 |
| 100 |
1048-0 |
787-4 |
260-4 |
27.4% |
21-4 |
2.3% |
63% |
False |
False |
23,280 |
| 120 |
1238-0 |
787-4 |
450-4 |
47.3% |
21-5 |
2.3% |
37% |
False |
False |
19,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998-6 |
|
2.618 |
980-6 |
|
1.618 |
969-6 |
|
1.000 |
963-0 |
|
0.618 |
958-6 |
|
HIGH |
952-0 |
|
0.618 |
947-6 |
|
0.500 |
946-4 |
|
0.382 |
945-2 |
|
LOW |
941-0 |
|
0.618 |
934-2 |
|
1.000 |
930-0 |
|
1.618 |
923-2 |
|
2.618 |
912-2 |
|
4.250 |
894-2 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950-1 |
944-7 |
| PP |
948-3 |
937-7 |
| S1 |
946-4 |
930-6 |
|