CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
849-0 |
867-0 |
18-0 |
2.1% |
883-0 |
| High |
853-0 |
875-4 |
22-4 |
2.6% |
894-4 |
| Low |
843-0 |
864-0 |
21-0 |
2.5% |
856-0 |
| Close |
851-2 |
867-6 |
16-4 |
1.9% |
875-0 |
| Range |
10-0 |
11-4 |
1-4 |
15.0% |
38-4 |
| ATR |
24-5 |
24-5 |
0-0 |
-0.1% |
0-0 |
| Volume |
20,898 |
38,011 |
17,113 |
81.9% |
90,407 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903-5 |
897-1 |
874-1 |
|
| R3 |
892-1 |
885-5 |
870-7 |
|
| R2 |
880-5 |
880-5 |
869-7 |
|
| R1 |
874-1 |
874-1 |
868-6 |
877-3 |
| PP |
869-1 |
869-1 |
869-1 |
870-6 |
| S1 |
862-5 |
862-5 |
866-6 |
865-7 |
| S2 |
857-5 |
857-5 |
865-5 |
|
| S3 |
846-1 |
851-1 |
864-5 |
|
| S4 |
834-5 |
839-5 |
861-3 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-5 |
971-3 |
896-1 |
|
| R3 |
952-1 |
932-7 |
885-5 |
|
| R2 |
913-5 |
913-5 |
882-0 |
|
| R1 |
894-3 |
894-3 |
878-4 |
884-6 |
| PP |
875-1 |
875-1 |
875-1 |
870-3 |
| S1 |
855-7 |
855-7 |
871-4 |
846-2 |
| S2 |
836-5 |
836-5 |
868-0 |
|
| S3 |
798-1 |
817-3 |
864-3 |
|
| S4 |
759-5 |
778-7 |
853-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
894-4 |
842-0 |
52-4 |
6.1% |
17-5 |
2.0% |
49% |
False |
False |
23,912 |
| 10 |
905-0 |
842-0 |
63-0 |
7.3% |
17-0 |
2.0% |
41% |
False |
False |
21,683 |
| 20 |
1029-0 |
842-0 |
187-0 |
21.5% |
19-1 |
2.2% |
14% |
False |
False |
20,774 |
| 40 |
1059-0 |
842-0 |
217-0 |
25.0% |
21-6 |
2.5% |
12% |
False |
False |
19,019 |
| 60 |
1059-0 |
797-0 |
262-0 |
30.2% |
21-2 |
2.4% |
27% |
False |
False |
14,958 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.2% |
21-0 |
2.4% |
27% |
False |
False |
12,390 |
| 100 |
1059-0 |
797-0 |
262-0 |
30.2% |
22-2 |
2.6% |
27% |
False |
False |
10,894 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.6% |
23-2 |
2.7% |
15% |
False |
False |
9,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
924-3 |
|
2.618 |
905-5 |
|
1.618 |
894-1 |
|
1.000 |
887-0 |
|
0.618 |
882-5 |
|
HIGH |
875-4 |
|
0.618 |
871-1 |
|
0.500 |
869-6 |
|
0.382 |
868-3 |
|
LOW |
864-0 |
|
0.618 |
856-7 |
|
1.000 |
852-4 |
|
1.618 |
845-3 |
|
2.618 |
833-7 |
|
4.250 |
815-1 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
869-6 |
864-6 |
| PP |
869-1 |
861-6 |
| S1 |
868-3 |
858-6 |
|