CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
857-0 |
862-0 |
5-0 |
0.6% |
853-0 |
| High |
858-0 |
872-0 |
14-0 |
1.6% |
875-4 |
| Low |
845-0 |
855-0 |
10-0 |
1.2% |
842-0 |
| Close |
851-2 |
866-0 |
14-6 |
1.7% |
866-0 |
| Range |
13-0 |
17-0 |
4-0 |
30.8% |
33-4 |
| ATR |
24-4 |
24-2 |
-0-2 |
-1.1% |
0-0 |
| Volume |
26,311 |
28,301 |
1,990 |
7.6% |
136,114 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
915-3 |
907-5 |
875-3 |
|
| R3 |
898-3 |
890-5 |
870-5 |
|
| R2 |
881-3 |
881-3 |
869-1 |
|
| R1 |
873-5 |
873-5 |
867-4 |
877-4 |
| PP |
864-3 |
864-3 |
864-3 |
866-2 |
| S1 |
856-5 |
856-5 |
864-4 |
860-4 |
| S2 |
847-3 |
847-3 |
862-7 |
|
| S3 |
830-3 |
839-5 |
861-3 |
|
| S4 |
813-3 |
822-5 |
856-5 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-5 |
947-3 |
884-3 |
|
| R3 |
928-1 |
913-7 |
875-2 |
|
| R2 |
894-5 |
894-5 |
872-1 |
|
| R1 |
880-3 |
880-3 |
869-1 |
887-4 |
| PP |
861-1 |
861-1 |
861-1 |
864-6 |
| S1 |
846-7 |
846-7 |
862-7 |
854-0 |
| S2 |
827-5 |
827-5 |
859-7 |
|
| S3 |
794-1 |
813-3 |
856-6 |
|
| S4 |
760-5 |
779-7 |
847-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
875-4 |
842-0 |
33-4 |
3.9% |
13-1 |
1.5% |
72% |
False |
False |
27,222 |
| 10 |
894-4 |
842-0 |
52-4 |
6.1% |
16-4 |
1.9% |
46% |
False |
False |
22,652 |
| 20 |
1029-0 |
842-0 |
187-0 |
21.6% |
18-2 |
2.1% |
13% |
False |
False |
20,615 |
| 40 |
1059-0 |
842-0 |
217-0 |
25.1% |
21-5 |
2.5% |
11% |
False |
False |
19,670 |
| 60 |
1059-0 |
836-0 |
223-0 |
25.8% |
21-1 |
2.4% |
13% |
False |
False |
15,496 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.3% |
21-0 |
2.4% |
26% |
False |
False |
12,912 |
| 100 |
1059-0 |
797-0 |
262-0 |
30.3% |
22-3 |
2.6% |
26% |
False |
False |
11,321 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.7% |
23-1 |
2.7% |
15% |
False |
False |
10,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
944-2 |
|
2.618 |
916-4 |
|
1.618 |
899-4 |
|
1.000 |
889-0 |
|
0.618 |
882-4 |
|
HIGH |
872-0 |
|
0.618 |
865-4 |
|
0.500 |
863-4 |
|
0.382 |
861-4 |
|
LOW |
855-0 |
|
0.618 |
844-4 |
|
1.000 |
838-0 |
|
1.618 |
827-4 |
|
2.618 |
810-4 |
|
4.250 |
782-6 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
865-1 |
864-1 |
| PP |
864-3 |
862-1 |
| S1 |
863-4 |
860-2 |
|