CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
849-0 |
834-0 |
-15-0 |
-1.8% |
831-0 |
High |
849-0 |
857-0 |
8-0 |
0.9% |
849-0 |
Low |
820-0 |
826-0 |
6-0 |
0.7% |
816-0 |
Close |
823-6 |
850-4 |
26-6 |
3.2% |
823-6 |
Range |
29-0 |
31-0 |
2-0 |
6.9% |
33-0 |
ATR |
23-0 |
23-6 |
0-6 |
3.2% |
0-0 |
Volume |
9,849 |
18,117 |
8,268 |
83.9% |
48,503 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937-4 |
925-0 |
867-4 |
|
R3 |
906-4 |
894-0 |
859-0 |
|
R2 |
875-4 |
875-4 |
856-1 |
|
R1 |
863-0 |
863-0 |
853-3 |
869-2 |
PP |
844-4 |
844-4 |
844-4 |
847-5 |
S1 |
832-0 |
832-0 |
847-5 |
838-2 |
S2 |
813-4 |
813-4 |
844-7 |
|
S3 |
782-4 |
801-0 |
842-0 |
|
S4 |
751-4 |
770-0 |
833-4 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
928-5 |
909-1 |
841-7 |
|
R3 |
895-5 |
876-1 |
832-7 |
|
R2 |
862-5 |
862-5 |
829-6 |
|
R1 |
843-1 |
843-1 |
826-6 |
836-3 |
PP |
829-5 |
829-5 |
829-5 |
826-2 |
S1 |
810-1 |
810-1 |
820-6 |
803-3 |
S2 |
796-5 |
796-5 |
817-6 |
|
S3 |
763-5 |
777-1 |
814-5 |
|
S4 |
730-5 |
744-1 |
805-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
988-6 |
2.618 |
938-1 |
1.618 |
907-1 |
1.000 |
888-0 |
0.618 |
876-1 |
HIGH |
857-0 |
0.618 |
845-1 |
0.500 |
841-4 |
0.382 |
837-7 |
LOW |
826-0 |
0.618 |
806-7 |
1.000 |
795-0 |
1.618 |
775-7 |
2.618 |
744-7 |
4.250 |
694-2 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
847-4 |
846-4 |
PP |
844-4 |
842-4 |
S1 |
841-4 |
838-4 |
|