CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
952-0 |
924-0 |
-28-0 |
-2.9% |
974-0 |
| High |
953-0 |
927-0 |
-26-0 |
-2.7% |
975-0 |
| Low |
938-4 |
914-4 |
-24-0 |
-2.6% |
914-4 |
| Close |
940-4 |
915-2 |
-25-2 |
-2.7% |
915-2 |
| Range |
14-4 |
12-4 |
-2-0 |
-13.8% |
60-4 |
| ATR |
22-2 |
22-4 |
0-2 |
1.2% |
0-0 |
| Volume |
39,238 |
27,118 |
-12,120 |
-30.9% |
146,342 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956-3 |
948-3 |
922-1 |
|
| R3 |
943-7 |
935-7 |
918-6 |
|
| R2 |
931-3 |
931-3 |
917-4 |
|
| R1 |
923-3 |
923-3 |
916-3 |
921-1 |
| PP |
918-7 |
918-7 |
918-7 |
917-6 |
| S1 |
910-7 |
910-7 |
914-1 |
908-5 |
| S2 |
906-3 |
906-3 |
913-0 |
|
| S3 |
893-7 |
898-3 |
911-6 |
|
| S4 |
881-3 |
885-7 |
908-3 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1116-3 |
1076-3 |
948-4 |
|
| R3 |
1055-7 |
1015-7 |
931-7 |
|
| R2 |
995-3 |
995-3 |
926-3 |
|
| R1 |
955-3 |
955-3 |
920-6 |
945-1 |
| PP |
934-7 |
934-7 |
934-7 |
929-6 |
| S1 |
894-7 |
894-7 |
909-6 |
884-5 |
| S2 |
874-3 |
874-3 |
904-1 |
|
| S3 |
813-7 |
834-3 |
898-5 |
|
| S4 |
753-3 |
773-7 |
882-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
975-0 |
914-4 |
60-4 |
6.6% |
16-7 |
1.8% |
1% |
False |
True |
29,268 |
| 10 |
975-0 |
881-0 |
94-0 |
10.3% |
17-1 |
1.9% |
36% |
False |
False |
28,386 |
| 20 |
975-0 |
842-0 |
133-0 |
14.5% |
17-0 |
1.9% |
55% |
False |
False |
25,049 |
| 40 |
1029-0 |
842-0 |
187-0 |
20.4% |
18-4 |
2.0% |
39% |
False |
False |
21,818 |
| 60 |
1059-0 |
842-0 |
217-0 |
23.7% |
20-6 |
2.3% |
34% |
False |
False |
20,040 |
| 80 |
1059-0 |
797-0 |
262-0 |
28.6% |
20-4 |
2.2% |
45% |
False |
False |
16,705 |
| 100 |
1059-0 |
797-0 |
262-0 |
28.6% |
20-6 |
2.3% |
45% |
False |
False |
14,201 |
| 120 |
1059-0 |
797-0 |
262-0 |
28.6% |
21-6 |
2.4% |
45% |
False |
False |
12,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980-1 |
|
2.618 |
959-6 |
|
1.618 |
947-2 |
|
1.000 |
939-4 |
|
0.618 |
934-6 |
|
HIGH |
927-0 |
|
0.618 |
922-2 |
|
0.500 |
920-6 |
|
0.382 |
919-2 |
|
LOW |
914-4 |
|
0.618 |
906-6 |
|
1.000 |
902-0 |
|
1.618 |
894-2 |
|
2.618 |
881-6 |
|
4.250 |
861-3 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
920-6 |
937-2 |
| PP |
918-7 |
929-7 |
| S1 |
917-1 |
922-5 |
|