CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
859-0 |
885-0 |
26-0 |
3.0% |
831-0 |
High |
864-4 |
899-0 |
34-4 |
4.0% |
849-0 |
Low |
852-4 |
879-0 |
26-4 |
3.1% |
816-0 |
Close |
856-0 |
892-4 |
36-4 |
4.3% |
823-6 |
Range |
12-0 |
20-0 |
8-0 |
66.7% |
33-0 |
ATR |
22-2 |
23-6 |
1-4 |
6.7% |
0-0 |
Volume |
17,816 |
12,933 |
-4,883 |
-27.4% |
48,503 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950-1 |
941-3 |
903-4 |
|
R3 |
930-1 |
921-3 |
898-0 |
|
R2 |
910-1 |
910-1 |
896-1 |
|
R1 |
901-3 |
901-3 |
894-3 |
905-6 |
PP |
890-1 |
890-1 |
890-1 |
892-3 |
S1 |
881-3 |
881-3 |
890-5 |
885-6 |
S2 |
870-1 |
870-1 |
888-7 |
|
S3 |
850-1 |
861-3 |
887-0 |
|
S4 |
830-1 |
841-3 |
881-4 |
|
|
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 |
984-0 |
2.618 |
951-3 |
1.618 |
931-3 |
1.000 |
919-0 |
0.618 |
911-3 |
HIGH |
899-0 |
0.618 |
891-3 |
0.500 |
889-0 |
0.382 |
886-5 |
LOW |
879-0 |
0.618 |
866-5 |
1.000 |
859-0 |
1.618 |
846-5 |
2.618 |
826-5 |
4.250 |
794-0 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
891-3 |
886-7 |
PP |
890-1 |
881-1 |
S1 |
889-0 |
875-4 |
|