CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
808-4 |
831-0 |
22-4 |
2.8% |
810-0 |
High |
818-4 |
833-4 |
15-0 |
1.8% |
819-0 |
Low |
802-4 |
816-0 |
13-4 |
1.7% |
784-0 |
Close |
815-0 |
817-4 |
2-4 |
0.3% |
815-0 |
Range |
16-0 |
17-4 |
1-4 |
9.4% |
35-0 |
ATR |
21-5 |
21-3 |
-0-2 |
-1.0% |
0-0 |
Volume |
13,726 |
8,158 |
-5,568 |
-40.6% |
62,187 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874-7 |
863-5 |
827-1 |
|
R3 |
857-3 |
846-1 |
822-2 |
|
R2 |
839-7 |
839-7 |
820-6 |
|
R1 |
828-5 |
828-5 |
819-1 |
825-4 |
PP |
822-3 |
822-3 |
822-3 |
820-6 |
S1 |
811-1 |
811-1 |
815-7 |
808-0 |
S2 |
804-7 |
804-7 |
814-2 |
|
S3 |
787-3 |
793-5 |
812-6 |
|
S4 |
769-7 |
776-1 |
807-7 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
911-0 |
898-0 |
834-2 |
|
R3 |
876-0 |
863-0 |
824-5 |
|
R2 |
841-0 |
841-0 |
821-3 |
|
R1 |
828-0 |
828-0 |
818-2 |
834-4 |
PP |
806-0 |
806-0 |
806-0 |
809-2 |
S1 |
793-0 |
793-0 |
811-6 |
799-4 |
S2 |
771-0 |
771-0 |
808-5 |
|
S3 |
736-0 |
758-0 |
805-3 |
|
S4 |
701-0 |
723-0 |
795-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
907-7 |
2.618 |
879-3 |
1.618 |
861-7 |
1.000 |
851-0 |
0.618 |
844-3 |
HIGH |
833-4 |
0.618 |
826-7 |
0.500 |
824-6 |
0.382 |
822-5 |
LOW |
816-0 |
0.618 |
805-1 |
1.000 |
798-4 |
1.618 |
787-5 |
2.618 |
770-1 |
4.250 |
741-5 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
824-6 |
817-1 |
PP |
822-3 |
816-7 |
S1 |
819-7 |
816-4 |
|