CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
946-0 |
974-0 |
28-0 |
3.0% |
883-0 |
| High |
949-0 |
975-0 |
26-0 |
2.7% |
950-0 |
| Low |
940-4 |
948-4 |
8-0 |
0.9% |
881-0 |
| Close |
949-0 |
952-0 |
3-0 |
0.3% |
949-0 |
| Range |
8-4 |
26-4 |
18-0 |
211.8% |
69-0 |
| ATR |
23-4 |
23-5 |
0-2 |
0.9% |
0-0 |
| Volume |
32,063 |
27,000 |
-5,063 |
-15.8% |
137,527 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1038-0 |
1021-4 |
966-5 |
|
| R3 |
1011-4 |
995-0 |
959-2 |
|
| R2 |
985-0 |
985-0 |
956-7 |
|
| R1 |
968-4 |
968-4 |
954-3 |
963-4 |
| PP |
958-4 |
958-4 |
958-4 |
956-0 |
| S1 |
942-0 |
942-0 |
949-5 |
937-0 |
| S2 |
932-0 |
932-0 |
947-1 |
|
| S3 |
905-4 |
915-4 |
944-6 |
|
| S4 |
879-0 |
889-0 |
937-3 |
|
|
| 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 |
975-0 |
900-0 |
75-0 |
7.9% |
16-0 |
1.7% |
69% |
True |
False |
28,009 |
| 10 |
975-0 |
857-0 |
118-0 |
12.4% |
19-6 |
2.1% |
81% |
True |
False |
22,634 |
| 20 |
975-0 |
842-0 |
133-0 |
14.0% |
18-3 |
1.9% |
83% |
True |
False |
22,507 |
| 40 |
1054-4 |
842-0 |
212-4 |
22.3% |
19-2 |
2.0% |
52% |
False |
False |
20,931 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.8% |
21-4 |
2.3% |
51% |
False |
False |
18,448 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.5% |
20-4 |
2.2% |
59% |
False |
False |
15,406 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.5% |
21-5 |
2.3% |
59% |
False |
False |
13,220 |
| 120 |
1130-0 |
797-0 |
333-0 |
35.0% |
22-2 |
2.3% |
47% |
False |
False |
11,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1087-5 |
|
2.618 |
1044-3 |
|
1.618 |
1017-7 |
|
1.000 |
1001-4 |
|
0.618 |
991-3 |
|
HIGH |
975-0 |
|
0.618 |
964-7 |
|
0.500 |
961-6 |
|
0.382 |
958-5 |
|
LOW |
948-4 |
|
0.618 |
932-1 |
|
1.000 |
922-0 |
|
1.618 |
905-5 |
|
2.618 |
879-1 |
|
4.250 |
835-7 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
961-6 |
954-0 |
| PP |
958-4 |
953-3 |
| S1 |
955-2 |
952-5 |
|