CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
939-0 |
946-0 |
7-0 |
0.7% |
883-0 |
| High |
950-0 |
949-0 |
-1-0 |
-0.1% |
950-0 |
| Low |
933-0 |
940-4 |
7-4 |
0.8% |
881-0 |
| Close |
940-0 |
949-0 |
9-0 |
1.0% |
949-0 |
| Range |
17-0 |
8-4 |
-8-4 |
-50.0% |
69-0 |
| ATR |
24-5 |
23-4 |
-1-1 |
-4.5% |
0-0 |
| Volume |
20,199 |
32,063 |
11,864 |
58.7% |
137,527 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971-5 |
968-7 |
953-5 |
|
| R3 |
963-1 |
960-3 |
951-3 |
|
| R2 |
954-5 |
954-5 |
950-4 |
|
| R1 |
951-7 |
951-7 |
949-6 |
953-2 |
| PP |
946-1 |
946-1 |
946-1 |
946-7 |
| S1 |
943-3 |
943-3 |
948-2 |
944-6 |
| S2 |
937-5 |
937-5 |
947-4 |
|
| S3 |
929-1 |
934-7 |
946-5 |
|
| S4 |
920-5 |
926-3 |
944-3 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-5 |
1110-3 |
987-0 |
|
| R3 |
1064-5 |
1041-3 |
968-0 |
|
| R2 |
995-5 |
995-5 |
961-5 |
|
| R1 |
972-3 |
972-3 |
955-3 |
984-0 |
| PP |
926-5 |
926-5 |
926-5 |
932-4 |
| S1 |
903-3 |
903-3 |
942-5 |
915-0 |
| S2 |
857-5 |
857-5 |
936-3 |
|
| S3 |
788-5 |
834-3 |
930-0 |
|
| S4 |
719-5 |
765-3 |
911-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
950-0 |
881-0 |
69-0 |
7.3% |
17-2 |
1.8% |
99% |
False |
False |
27,505 |
| 10 |
950-0 |
857-0 |
93-0 |
9.8% |
19-0 |
2.0% |
99% |
False |
False |
21,853 |
| 20 |
950-0 |
842-0 |
108-0 |
11.4% |
17-6 |
1.9% |
99% |
False |
False |
22,252 |
| 40 |
1054-4 |
842-0 |
212-4 |
22.4% |
19-2 |
2.0% |
50% |
False |
False |
20,792 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.9% |
21-3 |
2.2% |
49% |
False |
False |
18,078 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.6% |
20-5 |
2.2% |
58% |
False |
False |
15,136 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.6% |
21-5 |
2.3% |
58% |
False |
False |
12,990 |
| 120 |
1168-0 |
797-0 |
371-0 |
39.1% |
22-2 |
2.3% |
41% |
False |
False |
11,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
985-1 |
|
2.618 |
971-2 |
|
1.618 |
962-6 |
|
1.000 |
957-4 |
|
0.618 |
954-2 |
|
HIGH |
949-0 |
|
0.618 |
945-6 |
|
0.500 |
944-6 |
|
0.382 |
943-6 |
|
LOW |
940-4 |
|
0.618 |
935-2 |
|
1.000 |
932-0 |
|
1.618 |
926-6 |
|
2.618 |
918-2 |
|
4.250 |
904-3 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947-5 |
942-0 |
| PP |
946-1 |
935-0 |
| S1 |
944-6 |
928-0 |
|