CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
937-0 |
953-0 |
16-0 |
1.7% |
974-0 |
| High |
952-0 |
958-0 |
6-0 |
0.6% |
975-0 |
| Low |
928-0 |
948-0 |
20-0 |
2.2% |
914-4 |
| Close |
950-4 |
951-4 |
1-0 |
0.1% |
915-2 |
| Range |
24-0 |
10-0 |
-14-0 |
-58.3% |
60-4 |
| ATR |
24-2 |
23-2 |
-1-0 |
-4.2% |
0-0 |
| Volume |
27,555 |
41,554 |
13,999 |
50.8% |
146,342 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-4 |
977-0 |
957-0 |
|
| R3 |
972-4 |
967-0 |
954-2 |
|
| R2 |
962-4 |
962-4 |
953-3 |
|
| R1 |
957-0 |
957-0 |
952-3 |
954-6 |
| PP |
952-4 |
952-4 |
952-4 |
951-3 |
| S1 |
947-0 |
947-0 |
950-5 |
944-6 |
| S2 |
942-4 |
942-4 |
949-5 |
|
| S3 |
932-4 |
937-0 |
948-6 |
|
| S4 |
922-4 |
927-0 |
946-0 |
|
|
| 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 |
958-0 |
896-0 |
62-0 |
6.5% |
14-5 |
1.5% |
90% |
True |
False |
31,754 |
| 10 |
975-0 |
896-0 |
79-0 |
8.3% |
15-5 |
1.6% |
70% |
False |
False |
29,102 |
| 20 |
975-0 |
845-0 |
130-0 |
13.7% |
17-4 |
1.8% |
82% |
False |
False |
25,595 |
| 40 |
1029-0 |
842-0 |
187-0 |
19.7% |
18-3 |
1.9% |
59% |
False |
False |
23,184 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.8% |
20-3 |
2.1% |
50% |
False |
False |
21,211 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.5% |
20-2 |
2.1% |
59% |
False |
False |
17,617 |
| 100 |
1059-0 |
797-0 |
262-0 |
27.5% |
20-3 |
2.1% |
59% |
False |
False |
15,031 |
| 120 |
1059-0 |
797-0 |
262-0 |
27.5% |
21-4 |
2.3% |
59% |
False |
False |
13,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1000-4 |
|
2.618 |
984-1 |
|
1.618 |
974-1 |
|
1.000 |
968-0 |
|
0.618 |
964-1 |
|
HIGH |
958-0 |
|
0.618 |
954-1 |
|
0.500 |
953-0 |
|
0.382 |
951-7 |
|
LOW |
948-0 |
|
0.618 |
941-7 |
|
1.000 |
938-0 |
|
1.618 |
931-7 |
|
2.618 |
921-7 |
|
4.250 |
905-4 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953-0 |
943-3 |
| PP |
952-4 |
935-1 |
| S1 |
952-0 |
927-0 |
|