CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
977-0 |
958-0 |
-19-0 |
-1.9% |
916-0 |
| High |
980-0 |
969-0 |
-11-0 |
-1.1% |
952-4 |
| Low |
951-4 |
953-0 |
1-4 |
0.2% |
903-0 |
| Close |
955-4 |
967-0 |
11-4 |
1.2% |
952-0 |
| Range |
28-4 |
16-0 |
-12-4 |
-43.9% |
49-4 |
| ATR |
25-6 |
25-1 |
-0-6 |
-2.7% |
0-0 |
| Volume |
69,007 |
76,475 |
7,468 |
10.8% |
314,801 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-0 |
1005-0 |
975-6 |
|
| R3 |
995-0 |
989-0 |
971-3 |
|
| R2 |
979-0 |
979-0 |
969-7 |
|
| R1 |
973-0 |
973-0 |
968-4 |
976-0 |
| PP |
963-0 |
963-0 |
963-0 |
964-4 |
| S1 |
957-0 |
957-0 |
965-4 |
960-0 |
| S2 |
947-0 |
947-0 |
964-1 |
|
| S3 |
931-0 |
941-0 |
962-5 |
|
| S4 |
915-0 |
925-0 |
958-2 |
|
|
| 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 |
980-0 |
909-0 |
71-0 |
7.3% |
17-2 |
1.8% |
82% |
False |
False |
72,874 |
| 10 |
980-0 |
857-0 |
123-0 |
12.7% |
19-5 |
2.0% |
89% |
False |
False |
70,364 |
| 20 |
980-0 |
838-4 |
141-4 |
14.6% |
19-0 |
2.0% |
91% |
False |
False |
71,057 |
| 40 |
1047-0 |
838-4 |
208-4 |
21.6% |
20-1 |
2.1% |
62% |
False |
False |
51,196 |
| 60 |
1048-0 |
838-4 |
209-4 |
21.7% |
21-7 |
2.3% |
61% |
False |
False |
38,211 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.9% |
20-3 |
2.1% |
69% |
False |
False |
29,927 |
| 100 |
1048-0 |
787-4 |
260-4 |
26.9% |
21-2 |
2.2% |
69% |
False |
False |
24,682 |
| 120 |
1161-0 |
787-4 |
373-4 |
38.6% |
21-6 |
2.2% |
48% |
False |
False |
21,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1037-0 |
|
2.618 |
1010-7 |
|
1.618 |
994-7 |
|
1.000 |
985-0 |
|
0.618 |
978-7 |
|
HIGH |
969-0 |
|
0.618 |
962-7 |
|
0.500 |
961-0 |
|
0.382 |
959-1 |
|
LOW |
953-0 |
|
0.618 |
943-1 |
|
1.000 |
937-0 |
|
1.618 |
927-1 |
|
2.618 |
911-1 |
|
4.250 |
885-0 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
965-0 |
964-7 |
| PP |
963-0 |
962-5 |
| S1 |
961-0 |
960-4 |
|