CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
869-0 |
888-0 |
19-0 |
2.2% |
880-0 |
| High |
882-0 |
888-0 |
6-0 |
0.7% |
891-0 |
| Low |
865-0 |
868-0 |
3-0 |
0.3% |
857-0 |
| Close |
881-4 |
875-2 |
-6-2 |
-0.7% |
875-2 |
| Range |
17-0 |
20-0 |
3-0 |
17.6% |
34-0 |
| ATR |
24-3 |
24-0 |
-0-2 |
-1.3% |
0-0 |
| Volume |
16,140 |
14,230 |
-1,910 |
-11.8% |
81,005 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937-1 |
926-1 |
886-2 |
|
| R3 |
917-1 |
906-1 |
880-6 |
|
| R2 |
897-1 |
897-1 |
878-7 |
|
| R1 |
886-1 |
886-1 |
877-1 |
881-5 |
| PP |
877-1 |
877-1 |
877-1 |
874-6 |
| S1 |
866-1 |
866-1 |
873-3 |
861-5 |
| S2 |
857-1 |
857-1 |
871-5 |
|
| S3 |
837-1 |
846-1 |
869-6 |
|
| S4 |
817-1 |
826-1 |
864-2 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976-3 |
959-7 |
894-0 |
|
| R3 |
942-3 |
925-7 |
884-5 |
|
| R2 |
908-3 |
908-3 |
881-4 |
|
| R1 |
891-7 |
891-7 |
878-3 |
883-1 |
| PP |
874-3 |
874-3 |
874-3 |
870-0 |
| S1 |
857-7 |
857-7 |
872-1 |
849-1 |
| S2 |
840-3 |
840-3 |
869-0 |
|
| S3 |
806-3 |
823-7 |
865-7 |
|
| S4 |
772-3 |
789-7 |
856-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
891-0 |
857-0 |
34-0 |
3.9% |
20-6 |
2.4% |
54% |
False |
False |
16,201 |
| 10 |
891-0 |
842-0 |
49-0 |
5.6% |
17-0 |
1.9% |
68% |
False |
False |
21,711 |
| 20 |
981-0 |
842-0 |
139-0 |
15.9% |
18-5 |
2.1% |
24% |
False |
False |
20,249 |
| 40 |
1054-4 |
842-0 |
212-4 |
24.3% |
21-0 |
2.4% |
16% |
False |
False |
19,763 |
| 60 |
1059-0 |
842-0 |
217-0 |
24.8% |
21-1 |
2.4% |
15% |
False |
False |
16,345 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.9% |
20-6 |
2.4% |
30% |
False |
False |
13,662 |
| 100 |
1059-0 |
797-0 |
262-0 |
29.9% |
22-0 |
2.5% |
30% |
False |
False |
11,882 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.1% |
22-4 |
2.6% |
17% |
False |
False |
10,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973-0 |
|
2.618 |
940-3 |
|
1.618 |
920-3 |
|
1.000 |
908-0 |
|
0.618 |
900-3 |
|
HIGH |
888-0 |
|
0.618 |
880-3 |
|
0.500 |
878-0 |
|
0.382 |
875-5 |
|
LOW |
868-0 |
|
0.618 |
855-5 |
|
1.000 |
848-0 |
|
1.618 |
835-5 |
|
2.618 |
815-5 |
|
4.250 |
783-0 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
878-0 |
874-3 |
| PP |
877-1 |
873-3 |
| S1 |
876-1 |
872-4 |
|