CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
952-0 |
-5-0 |
-0.5% |
883-0 |
| High |
960-0 |
953-0 |
-7-0 |
-0.7% |
950-0 |
| Low |
944-0 |
938-4 |
-5-4 |
-0.6% |
881-0 |
| Close |
946-0 |
940-4 |
-5-4 |
-0.6% |
949-0 |
| Range |
16-0 |
14-4 |
-1-4 |
-9.4% |
69-0 |
| ATR |
22-7 |
22-2 |
-0-5 |
-2.6% |
0-0 |
| Volume |
25,760 |
39,238 |
13,478 |
52.3% |
137,527 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-4 |
978-4 |
948-4 |
|
| R3 |
973-0 |
964-0 |
944-4 |
|
| R2 |
958-4 |
958-4 |
943-1 |
|
| R1 |
949-4 |
949-4 |
941-7 |
946-6 |
| PP |
944-0 |
944-0 |
944-0 |
942-5 |
| S1 |
935-0 |
935-0 |
939-1 |
932-2 |
| S2 |
929-4 |
929-4 |
937-7 |
|
| S3 |
915-0 |
920-4 |
936-4 |
|
| S4 |
900-4 |
906-0 |
932-4 |
|
|
| 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 |
938-4 |
36-4 |
3.9% |
16-1 |
1.7% |
5% |
False |
True |
30,257 |
| 10 |
975-0 |
868-0 |
107-0 |
11.4% |
17-7 |
1.9% |
68% |
False |
False |
27,098 |
| 20 |
975-0 |
842-0 |
133-0 |
14.1% |
17-4 |
1.9% |
74% |
False |
False |
24,848 |
| 40 |
1029-0 |
842-0 |
187-0 |
19.9% |
18-4 |
2.0% |
53% |
False |
False |
21,488 |
| 60 |
1059-0 |
842-0 |
217-0 |
23.1% |
20-6 |
2.2% |
45% |
False |
False |
19,797 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.9% |
20-5 |
2.2% |
55% |
False |
False |
16,409 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.9% |
20-6 |
2.2% |
55% |
False |
False |
13,967 |
| 120 |
1069-0 |
797-0 |
272-0 |
28.9% |
21-7 |
2.3% |
53% |
False |
False |
12,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1014-5 |
|
2.618 |
991-0 |
|
1.618 |
976-4 |
|
1.000 |
967-4 |
|
0.618 |
962-0 |
|
HIGH |
953-0 |
|
0.618 |
947-4 |
|
0.500 |
945-6 |
|
0.382 |
944-0 |
|
LOW |
938-4 |
|
0.618 |
929-4 |
|
1.000 |
924-0 |
|
1.618 |
915-0 |
|
2.618 |
900-4 |
|
4.250 |
876-7 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
945-6 |
951-6 |
| PP |
944-0 |
948-0 |
| S1 |
942-2 |
944-2 |
|