CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
885-0 |
895-0 |
10-0 |
1.1% |
834-0 |
High |
899-0 |
895-0 |
-4-0 |
-0.4% |
899-0 |
Low |
879-0 |
884-0 |
5-0 |
0.6% |
826-0 |
Close |
892-4 |
893-0 |
0-4 |
0.1% |
893-0 |
Range |
20-0 |
11-0 |
-9-0 |
-45.0% |
73-0 |
ATR |
23-6 |
22-6 |
-0-7 |
-3.8% |
0-0 |
Volume |
12,933 |
26,130 |
13,197 |
102.0% |
93,506 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
923-5 |
919-3 |
899-0 |
|
R3 |
912-5 |
908-3 |
896-0 |
|
R2 |
901-5 |
901-5 |
895-0 |
|
R1 |
897-3 |
897-3 |
894-0 |
894-0 |
PP |
890-5 |
890-5 |
890-5 |
889-0 |
S1 |
886-3 |
886-3 |
892-0 |
883-0 |
S2 |
879-5 |
879-5 |
891-0 |
|
S3 |
868-5 |
875-3 |
890-0 |
|
S4 |
857-5 |
864-3 |
887-0 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1091-5 |
1065-3 |
933-1 |
|
R3 |
1018-5 |
992-3 |
913-1 |
|
R2 |
945-5 |
945-5 |
906-3 |
|
R1 |
919-3 |
919-3 |
899-6 |
932-4 |
PP |
872-5 |
872-5 |
872-5 |
879-2 |
S1 |
846-3 |
846-3 |
886-2 |
859-4 |
S2 |
799-5 |
799-5 |
879-5 |
|
S3 |
726-5 |
773-3 |
872-7 |
|
S4 |
653-5 |
700-3 |
852-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
941-6 |
2.618 |
923-6 |
1.618 |
912-6 |
1.000 |
906-0 |
0.618 |
901-6 |
HIGH |
895-0 |
0.618 |
890-6 |
0.500 |
889-4 |
0.382 |
888-2 |
LOW |
884-0 |
0.618 |
877-2 |
1.000 |
873-0 |
1.618 |
866-2 |
2.618 |
855-2 |
4.250 |
837-2 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
891-7 |
887-2 |
PP |
890-5 |
881-4 |
S1 |
889-4 |
875-6 |
|