CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
929-0 |
897-0 |
-32-0 |
-3.4% |
977-0 |
| High |
930-0 |
911-0 |
-19-0 |
-2.0% |
980-0 |
| Low |
916-4 |
897-0 |
-19-4 |
-2.1% |
916-4 |
| Close |
917-0 |
904-4 |
-12-4 |
-1.4% |
917-0 |
| Range |
13-4 |
14-0 |
0-4 |
3.7% |
63-4 |
| ATR |
24-3 |
24-0 |
-0-2 |
-1.3% |
0-0 |
| Volume |
66,467 |
79,941 |
13,474 |
20.3% |
367,958 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946-1 |
939-3 |
912-2 |
|
| R3 |
932-1 |
925-3 |
908-3 |
|
| R2 |
918-1 |
918-1 |
907-1 |
|
| R1 |
911-3 |
911-3 |
905-6 |
914-6 |
| PP |
904-1 |
904-1 |
904-1 |
905-7 |
| S1 |
897-3 |
897-3 |
903-2 |
900-6 |
| S2 |
890-1 |
890-1 |
901-7 |
|
| S3 |
876-1 |
883-3 |
900-5 |
|
| S4 |
862-1 |
869-3 |
896-6 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1128-3 |
1086-1 |
951-7 |
|
| R3 |
1064-7 |
1022-5 |
934-4 |
|
| R2 |
1001-3 |
1001-3 |
928-5 |
|
| R1 |
959-1 |
959-1 |
922-7 |
948-4 |
| PP |
937-7 |
937-7 |
937-7 |
932-4 |
| S1 |
895-5 |
895-5 |
911-1 |
885-0 |
| S2 |
874-3 |
874-3 |
905-3 |
|
| S3 |
810-7 |
832-1 |
899-4 |
|
| S4 |
747-3 |
768-5 |
882-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-0 |
897-0 |
72-0 |
8.0% |
15-5 |
1.7% |
10% |
False |
True |
75,778 |
| 10 |
980-0 |
897-0 |
83-0 |
9.2% |
16-5 |
1.8% |
9% |
False |
True |
76,270 |
| 20 |
980-0 |
838-4 |
141-4 |
15.6% |
17-7 |
2.0% |
47% |
False |
False |
73,498 |
| 40 |
1023-4 |
838-4 |
185-0 |
20.5% |
19-1 |
2.1% |
36% |
False |
False |
56,127 |
| 60 |
1048-0 |
838-4 |
209-4 |
23.2% |
21-2 |
2.3% |
32% |
False |
False |
43,022 |
| 80 |
1048-0 |
787-4 |
260-4 |
28.8% |
20-3 |
2.3% |
45% |
False |
False |
33,512 |
| 100 |
1048-0 |
787-4 |
260-4 |
28.8% |
20-5 |
2.3% |
45% |
False |
False |
27,559 |
| 120 |
1062-0 |
787-4 |
274-4 |
30.3% |
21-4 |
2.4% |
43% |
False |
False |
23,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
970-4 |
|
2.618 |
947-5 |
|
1.618 |
933-5 |
|
1.000 |
925-0 |
|
0.618 |
919-5 |
|
HIGH |
911-0 |
|
0.618 |
905-5 |
|
0.500 |
904-0 |
|
0.382 |
902-3 |
|
LOW |
897-0 |
|
0.618 |
888-3 |
|
1.000 |
883-0 |
|
1.618 |
874-3 |
|
2.618 |
860-3 |
|
4.250 |
837-4 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
904-3 |
927-4 |
| PP |
904-1 |
919-7 |
| S1 |
904-0 |
912-1 |
|