CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
882-0 |
884-0 |
2-0 |
0.2% |
853-0 |
| High |
891-0 |
887-0 |
-4-0 |
-0.4% |
875-4 |
| Low |
873-0 |
857-0 |
-16-0 |
-1.8% |
842-0 |
| Close |
876-6 |
860-6 |
-16-0 |
-1.8% |
866-0 |
| Range |
18-0 |
30-0 |
12-0 |
66.7% |
33-4 |
| ATR |
24-1 |
24-4 |
0-3 |
1.7% |
0-0 |
| Volume |
12,108 |
19,343 |
7,235 |
59.8% |
136,114 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958-2 |
939-4 |
877-2 |
|
| R3 |
928-2 |
909-4 |
869-0 |
|
| R2 |
898-2 |
898-2 |
866-2 |
|
| R1 |
879-4 |
879-4 |
863-4 |
873-7 |
| PP |
868-2 |
868-2 |
868-2 |
865-4 |
| S1 |
849-4 |
849-4 |
858-0 |
843-7 |
| S2 |
838-2 |
838-2 |
855-2 |
|
| S3 |
808-2 |
819-4 |
852-4 |
|
| S4 |
778-2 |
789-4 |
844-2 |
|
|
| 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 |
891-0 |
845-0 |
46-0 |
5.3% |
19-3 |
2.3% |
34% |
False |
False |
21,049 |
| 10 |
894-4 |
842-0 |
52-4 |
6.1% |
18-4 |
2.1% |
36% |
False |
False |
22,480 |
| 20 |
1004-0 |
842-0 |
162-0 |
18.8% |
18-3 |
2.1% |
12% |
False |
False |
20,130 |
| 40 |
1054-4 |
842-0 |
212-4 |
24.7% |
21-1 |
2.5% |
9% |
False |
False |
19,753 |
| 60 |
1059-0 |
842-0 |
217-0 |
25.2% |
21-4 |
2.5% |
9% |
False |
False |
16,080 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.4% |
20-7 |
2.4% |
24% |
False |
False |
13,379 |
| 100 |
1059-0 |
797-0 |
262-0 |
30.4% |
22-2 |
2.6% |
24% |
False |
False |
11,698 |
| 120 |
1262-0 |
797-0 |
465-0 |
54.0% |
22-5 |
2.6% |
14% |
False |
False |
10,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1014-4 |
|
2.618 |
965-4 |
|
1.618 |
935-4 |
|
1.000 |
917-0 |
|
0.618 |
905-4 |
|
HIGH |
887-0 |
|
0.618 |
875-4 |
|
0.500 |
872-0 |
|
0.382 |
868-4 |
|
LOW |
857-0 |
|
0.618 |
838-4 |
|
1.000 |
827-0 |
|
1.618 |
808-4 |
|
2.618 |
778-4 |
|
4.250 |
729-4 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
872-0 |
874-0 |
| PP |
868-2 |
869-5 |
| S1 |
864-4 |
865-1 |
|