CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
961-0 |
3-0 |
0.3% |
916-0 |
| High |
969-0 |
966-0 |
-3-0 |
-0.3% |
952-4 |
| Low |
953-0 |
948-0 |
-5-0 |
-0.5% |
903-0 |
| Close |
967-0 |
951-0 |
-16-0 |
-1.7% |
952-0 |
| Range |
16-0 |
18-0 |
2-0 |
12.5% |
49-4 |
| ATR |
25-1 |
24-5 |
-0-3 |
-1.7% |
0-0 |
| Volume |
76,475 |
69,182 |
-7,293 |
-9.5% |
314,801 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-0 |
998-0 |
960-7 |
|
| R3 |
991-0 |
980-0 |
956-0 |
|
| R2 |
973-0 |
973-0 |
954-2 |
|
| R1 |
962-0 |
962-0 |
952-5 |
958-4 |
| PP |
955-0 |
955-0 |
955-0 |
953-2 |
| S1 |
944-0 |
944-0 |
949-3 |
940-4 |
| S2 |
937-0 |
937-0 |
947-6 |
|
| S3 |
919-0 |
926-0 |
946-0 |
|
| S4 |
901-0 |
908-0 |
941-1 |
|
|
| 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 |
933-0 |
47-0 |
4.9% |
18-5 |
2.0% |
38% |
False |
False |
71,902 |
| 10 |
980-0 |
857-0 |
123-0 |
12.9% |
19-4 |
2.1% |
76% |
False |
False |
71,103 |
| 20 |
980-0 |
838-4 |
141-4 |
14.9% |
19-1 |
2.0% |
80% |
False |
False |
70,890 |
| 40 |
1047-0 |
838-4 |
208-4 |
21.9% |
19-7 |
2.1% |
54% |
False |
False |
52,145 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.0% |
21-7 |
2.3% |
54% |
False |
False |
39,301 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-2 |
2.1% |
63% |
False |
False |
30,753 |
| 100 |
1048-0 |
787-4 |
260-4 |
27.4% |
21-1 |
2.2% |
63% |
False |
False |
25,343 |
| 120 |
1122-0 |
787-4 |
334-4 |
35.2% |
21-6 |
2.3% |
49% |
False |
False |
21,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1042-4 |
|
2.618 |
1013-1 |
|
1.618 |
995-1 |
|
1.000 |
984-0 |
|
0.618 |
977-1 |
|
HIGH |
966-0 |
|
0.618 |
959-1 |
|
0.500 |
957-0 |
|
0.382 |
954-7 |
|
LOW |
948-0 |
|
0.618 |
936-7 |
|
1.000 |
930-0 |
|
1.618 |
918-7 |
|
2.618 |
900-7 |
|
4.250 |
871-4 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
957-0 |
964-0 |
| PP |
955-0 |
959-5 |
| S1 |
953-0 |
955-3 |
|