CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
883-0 |
911-0 |
28-0 |
3.2% |
880-0 |
| High |
914-0 |
918-0 |
4-0 |
0.4% |
891-0 |
| Low |
881-0 |
900-0 |
19-0 |
2.2% |
857-0 |
| Close |
907-4 |
910-4 |
3-0 |
0.3% |
875-2 |
| Range |
33-0 |
18-0 |
-15-0 |
-45.5% |
34-0 |
| ATR |
25-1 |
24-4 |
-0-4 |
-2.0% |
0-0 |
| Volume |
24,478 |
32,798 |
8,320 |
34.0% |
81,005 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963-4 |
955-0 |
920-3 |
|
| R3 |
945-4 |
937-0 |
915-4 |
|
| R2 |
927-4 |
927-4 |
913-6 |
|
| R1 |
919-0 |
919-0 |
912-1 |
914-2 |
| PP |
909-4 |
909-4 |
909-4 |
907-1 |
| S1 |
901-0 |
901-0 |
908-7 |
896-2 |
| S2 |
891-4 |
891-4 |
907-2 |
|
| S3 |
873-4 |
883-0 |
905-4 |
|
| S4 |
855-4 |
865-0 |
900-5 |
|
|
| 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 |
918-0 |
857-0 |
61-0 |
6.7% |
23-5 |
2.6% |
88% |
True |
False |
21,397 |
| 10 |
918-0 |
845-0 |
73-0 |
8.0% |
19-5 |
2.2% |
90% |
True |
False |
23,090 |
| 20 |
918-0 |
842-0 |
76-0 |
8.3% |
18-7 |
2.1% |
90% |
True |
False |
21,581 |
| 40 |
1054-4 |
842-0 |
212-4 |
23.3% |
20-6 |
2.3% |
32% |
False |
False |
20,004 |
| 60 |
1059-0 |
842-0 |
217-0 |
23.8% |
21-2 |
2.3% |
32% |
False |
False |
17,043 |
| 80 |
1059-0 |
797-0 |
262-0 |
28.8% |
21-0 |
2.3% |
43% |
False |
False |
14,296 |
| 100 |
1059-0 |
797-0 |
262-0 |
28.8% |
22-0 |
2.4% |
43% |
False |
False |
12,347 |
| 120 |
1255-0 |
797-0 |
458-0 |
50.3% |
22-3 |
2.5% |
25% |
False |
False |
11,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994-4 |
|
2.618 |
965-1 |
|
1.618 |
947-1 |
|
1.000 |
936-0 |
|
0.618 |
929-1 |
|
HIGH |
918-0 |
|
0.618 |
911-1 |
|
0.500 |
909-0 |
|
0.382 |
906-7 |
|
LOW |
900-0 |
|
0.618 |
888-7 |
|
1.000 |
882-0 |
|
1.618 |
870-7 |
|
2.618 |
852-7 |
|
4.250 |
823-4 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
910-0 |
904-5 |
| PP |
909-4 |
898-7 |
| S1 |
909-0 |
893-0 |
|