CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
834-0 |
852-0 |
18-0 |
2.2% |
831-0 |
High |
857-0 |
864-4 |
7-4 |
0.9% |
849-0 |
Low |
826-0 |
852-0 |
26-0 |
3.1% |
816-0 |
Close |
850-4 |
861-0 |
10-4 |
1.2% |
823-6 |
Range |
31-0 |
12-4 |
-18-4 |
-59.7% |
33-0 |
ATR |
23-6 |
23-0 |
-0-6 |
-2.9% |
0-0 |
Volume |
18,117 |
18,510 |
393 |
2.2% |
48,503 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
896-5 |
891-3 |
867-7 |
|
R3 |
884-1 |
878-7 |
864-4 |
|
R2 |
871-5 |
871-5 |
863-2 |
|
R1 |
866-3 |
866-3 |
862-1 |
869-0 |
PP |
859-1 |
859-1 |
859-1 |
860-4 |
S1 |
853-7 |
853-7 |
859-7 |
856-4 |
S2 |
846-5 |
846-5 |
858-6 |
|
S3 |
834-1 |
841-3 |
857-4 |
|
S4 |
821-5 |
828-7 |
854-1 |
|
|
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 |
917-5 |
2.618 |
897-2 |
1.618 |
884-6 |
1.000 |
877-0 |
0.618 |
872-2 |
HIGH |
864-4 |
0.618 |
859-6 |
0.500 |
858-2 |
0.382 |
856-6 |
LOW |
852-0 |
0.618 |
844-2 |
1.000 |
839-4 |
1.618 |
831-6 |
2.618 |
819-2 |
4.250 |
798-7 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
860-1 |
854-6 |
PP |
859-1 |
848-4 |
S1 |
858-2 |
842-2 |
|