CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
895-0 |
913-0 |
18-0 |
2.0% |
834-0 |
High |
895-0 |
913-0 |
18-0 |
2.0% |
899-0 |
Low |
884-0 |
893-4 |
9-4 |
1.1% |
826-0 |
Close |
893-0 |
895-4 |
2-4 |
0.3% |
893-0 |
Range |
11-0 |
19-4 |
8-4 |
77.3% |
73-0 |
ATR |
22-6 |
22-5 |
-0-2 |
-0.9% |
0-0 |
Volume |
26,130 |
12,607 |
-13,523 |
-51.8% |
93,506 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959-1 |
946-7 |
906-2 |
|
R3 |
939-5 |
927-3 |
900-7 |
|
R2 |
920-1 |
920-1 |
899-1 |
|
R1 |
907-7 |
907-7 |
897-2 |
904-2 |
PP |
900-5 |
900-5 |
900-5 |
898-7 |
S1 |
888-3 |
888-3 |
893-6 |
884-6 |
S2 |
881-1 |
881-1 |
891-7 |
|
S3 |
861-5 |
868-7 |
890-1 |
|
S4 |
842-1 |
849-3 |
884-6 |
|
|
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 |
995-7 |
2.618 |
964-0 |
1.618 |
944-4 |
1.000 |
932-4 |
0.618 |
925-0 |
HIGH |
913-0 |
0.618 |
905-4 |
0.500 |
903-2 |
0.382 |
901-0 |
LOW |
893-4 |
0.618 |
881-4 |
1.000 |
874-0 |
1.618 |
862-0 |
2.618 |
842-4 |
4.250 |
810-5 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
903-2 |
896-0 |
PP |
900-5 |
895-7 |
S1 |
898-1 |
895-5 |
|