CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
867-0 |
857-0 |
-10-0 |
-1.2% |
883-0 |
| High |
875-4 |
858-0 |
-17-4 |
-2.0% |
894-4 |
| Low |
864-0 |
845-0 |
-19-0 |
-2.2% |
856-0 |
| Close |
867-6 |
851-2 |
-16-4 |
-1.9% |
875-0 |
| Range |
11-4 |
13-0 |
1-4 |
13.0% |
38-4 |
| ATR |
24-5 |
24-4 |
-0-1 |
-0.5% |
0-0 |
| Volume |
38,011 |
26,311 |
-11,700 |
-30.8% |
90,407 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890-3 |
883-7 |
858-3 |
|
| R3 |
877-3 |
870-7 |
854-7 |
|
| R2 |
864-3 |
864-3 |
853-5 |
|
| R1 |
857-7 |
857-7 |
852-4 |
854-5 |
| PP |
851-3 |
851-3 |
851-3 |
849-6 |
| S1 |
844-7 |
844-7 |
850-0 |
841-5 |
| S2 |
838-3 |
838-3 |
848-7 |
|
| S3 |
825-3 |
831-7 |
847-5 |
|
| S4 |
812-3 |
818-7 |
844-1 |
|
|
| 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 |
879-0 |
842-0 |
37-0 |
4.3% |
14-2 |
1.7% |
25% |
False |
False |
26,182 |
| 10 |
894-4 |
842-0 |
52-4 |
6.2% |
16-6 |
2.0% |
18% |
False |
False |
22,038 |
| 20 |
1029-0 |
842-0 |
187-0 |
22.0% |
18-7 |
2.2% |
5% |
False |
False |
20,703 |
| 40 |
1059-0 |
842-0 |
217-0 |
25.5% |
21-4 |
2.5% |
4% |
False |
False |
19,443 |
| 60 |
1059-0 |
835-0 |
224-0 |
26.3% |
21-1 |
2.5% |
7% |
False |
False |
15,240 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.8% |
20-7 |
2.5% |
21% |
False |
False |
12,644 |
| 100 |
1059-0 |
797-0 |
262-0 |
30.8% |
22-2 |
2.6% |
21% |
False |
False |
11,089 |
| 120 |
1262-0 |
797-0 |
465-0 |
54.6% |
23-1 |
2.7% |
12% |
False |
False |
9,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
913-2 |
|
2.618 |
892-0 |
|
1.618 |
879-0 |
|
1.000 |
871-0 |
|
0.618 |
866-0 |
|
HIGH |
858-0 |
|
0.618 |
853-0 |
|
0.500 |
851-4 |
|
0.382 |
850-0 |
|
LOW |
845-0 |
|
0.618 |
837-0 |
|
1.000 |
832-0 |
|
1.618 |
824-0 |
|
2.618 |
811-0 |
|
4.250 |
789-6 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
851-4 |
859-2 |
| PP |
851-3 |
856-5 |
| S1 |
851-3 |
853-7 |
|