CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
836-0 |
829-0 |
-7-0 |
-0.8% |
810-0 |
| High |
841-4 |
842-0 |
0-4 |
0.1% |
819-0 |
| Low |
816-0 |
824-0 |
8-0 |
1.0% |
784-0 |
| Close |
817-0 |
841-4 |
24-4 |
3.0% |
815-0 |
| Range |
25-4 |
18-0 |
-7-4 |
-29.4% |
35-0 |
| ATR |
22-3 |
22-4 |
0-2 |
0.9% |
0-0 |
| Volume |
13,614 |
10,801 |
-2,813 |
-20.7% |
62,187 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889-7 |
883-5 |
851-3 |
|
| R3 |
871-7 |
865-5 |
846-4 |
|
| R2 |
853-7 |
853-7 |
844-6 |
|
| R1 |
847-5 |
847-5 |
843-1 |
850-6 |
| PP |
835-7 |
835-7 |
835-7 |
837-3 |
| S1 |
829-5 |
829-5 |
839-7 |
832-6 |
| S2 |
817-7 |
817-7 |
838-2 |
|
| S3 |
799-7 |
811-5 |
836-4 |
|
| S4 |
781-7 |
793-5 |
831-5 |
|
|
| 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 |
918-4 |
|
2.618 |
889-1 |
|
1.618 |
871-1 |
|
1.000 |
860-0 |
|
0.618 |
853-1 |
|
HIGH |
842-0 |
|
0.618 |
835-1 |
|
0.500 |
833-0 |
|
0.382 |
830-7 |
|
LOW |
824-0 |
|
0.618 |
812-7 |
|
1.000 |
806-0 |
|
1.618 |
794-7 |
|
2.618 |
776-7 |
|
4.250 |
747-4 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
838-5 |
838-4 |
| PP |
835-7 |
835-4 |
| S1 |
833-0 |
832-4 |
|