CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
974-0 |
954-0 |
-20-0 |
-2.1% |
883-0 |
| High |
975-0 |
965-0 |
-10-0 |
-1.0% |
950-0 |
| Low |
948-4 |
950-0 |
1-4 |
0.2% |
881-0 |
| Close |
952-0 |
963-6 |
11-6 |
1.2% |
949-0 |
| Range |
26-4 |
15-0 |
-11-4 |
-43.4% |
69-0 |
| ATR |
23-5 |
23-0 |
-0-5 |
-2.6% |
0-0 |
| Volume |
27,000 |
27,226 |
226 |
0.8% |
137,527 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-5 |
999-1 |
972-0 |
|
| R3 |
989-5 |
984-1 |
967-7 |
|
| R2 |
974-5 |
974-5 |
966-4 |
|
| R1 |
969-1 |
969-1 |
965-1 |
971-7 |
| PP |
959-5 |
959-5 |
959-5 |
961-0 |
| S1 |
954-1 |
954-1 |
962-3 |
956-7 |
| S2 |
944-5 |
944-5 |
961-0 |
|
| S3 |
929-5 |
939-1 |
959-5 |
|
| S4 |
914-5 |
924-1 |
955-4 |
|
|
| 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 |
906-0 |
69-0 |
7.2% |
15-3 |
1.6% |
84% |
False |
False |
26,895 |
| 10 |
975-0 |
857-0 |
118-0 |
12.2% |
19-4 |
2.0% |
90% |
False |
False |
24,146 |
| 20 |
975-0 |
842-0 |
133-0 |
13.8% |
18-4 |
1.9% |
92% |
False |
False |
22,951 |
| 40 |
1029-0 |
842-0 |
187-0 |
19.4% |
18-5 |
1.9% |
65% |
False |
False |
20,874 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.5% |
21-4 |
2.2% |
56% |
False |
False |
18,844 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.2% |
20-4 |
2.1% |
64% |
False |
False |
15,681 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.2% |
21-0 |
2.2% |
64% |
False |
False |
13,449 |
| 120 |
1116-0 |
797-0 |
319-0 |
33.1% |
22-1 |
2.3% |
52% |
False |
False |
12,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1028-6 |
|
2.618 |
1004-2 |
|
1.618 |
989-2 |
|
1.000 |
980-0 |
|
0.618 |
974-2 |
|
HIGH |
965-0 |
|
0.618 |
959-2 |
|
0.500 |
957-4 |
|
0.382 |
955-6 |
|
LOW |
950-0 |
|
0.618 |
940-6 |
|
1.000 |
935-0 |
|
1.618 |
925-6 |
|
2.618 |
910-6 |
|
4.250 |
886-2 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
961-5 |
961-6 |
| PP |
959-5 |
959-6 |
| S1 |
957-4 |
957-6 |
|