CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
953-0 |
974-4 |
21-4 |
2.3% |
974-0 |
| High |
958-0 |
986-0 |
28-0 |
2.9% |
975-0 |
| Low |
948-0 |
974-4 |
26-4 |
2.8% |
914-4 |
| Close |
951-4 |
977-0 |
25-4 |
2.7% |
915-2 |
| Range |
10-0 |
11-4 |
1-4 |
15.0% |
60-4 |
| ATR |
23-2 |
24-0 |
0-6 |
3.5% |
0-0 |
| Volume |
41,554 |
30,061 |
-11,493 |
-27.7% |
146,342 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1013-5 |
1006-7 |
983-3 |
|
| R3 |
1002-1 |
995-3 |
980-1 |
|
| R2 |
990-5 |
990-5 |
979-1 |
|
| R1 |
983-7 |
983-7 |
978-0 |
987-2 |
| PP |
979-1 |
979-1 |
979-1 |
980-7 |
| S1 |
972-3 |
972-3 |
976-0 |
975-6 |
| S2 |
967-5 |
967-5 |
974-7 |
|
| S3 |
956-1 |
960-7 |
973-7 |
|
| S4 |
944-5 |
949-3 |
970-5 |
|
|
| 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 |
986-0 |
896-0 |
90-0 |
9.2% |
14-0 |
1.4% |
90% |
True |
False |
29,919 |
| 10 |
986-0 |
896-0 |
90-0 |
9.2% |
15-0 |
1.5% |
90% |
True |
False |
30,088 |
| 20 |
986-0 |
855-0 |
131-0 |
13.4% |
17-4 |
1.8% |
93% |
True |
False |
25,782 |
| 40 |
1029-0 |
842-0 |
187-0 |
19.1% |
18-1 |
1.9% |
72% |
False |
False |
23,243 |
| 60 |
1059-0 |
842-0 |
217-0 |
22.2% |
20-1 |
2.1% |
62% |
False |
False |
21,556 |
| 80 |
1059-0 |
835-0 |
224-0 |
22.9% |
20-2 |
2.1% |
63% |
False |
False |
17,875 |
| 100 |
1059-0 |
797-0 |
262-0 |
26.8% |
20-2 |
2.1% |
69% |
False |
False |
15,272 |
| 120 |
1059-0 |
797-0 |
262-0 |
26.8% |
21-3 |
2.2% |
69% |
False |
False |
13,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-7 |
|
2.618 |
1016-1 |
|
1.618 |
1004-5 |
|
1.000 |
997-4 |
|
0.618 |
993-1 |
|
HIGH |
986-0 |
|
0.618 |
981-5 |
|
0.500 |
980-2 |
|
0.382 |
978-7 |
|
LOW |
974-4 |
|
0.618 |
967-3 |
|
1.000 |
963-0 |
|
1.618 |
955-7 |
|
2.618 |
944-3 |
|
4.250 |
925-5 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
980-2 |
970-3 |
| PP |
979-1 |
963-5 |
| S1 |
978-1 |
957-0 |
|