CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
890-0 |
887-0 |
-3-0 |
-0.3% |
834-0 |
High |
893-0 |
888-4 |
-4-4 |
-0.5% |
899-0 |
Low |
877-0 |
880-0 |
3-0 |
0.3% |
826-0 |
Close |
880-0 |
880-4 |
0-4 |
0.1% |
893-0 |
Range |
16-0 |
8-4 |
-7-4 |
-46.9% |
73-0 |
ATR |
21-6 |
20-6 |
-1-0 |
-4.4% |
0-0 |
Volume |
15,783 |
18,646 |
2,863 |
18.1% |
93,506 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
908-4 |
903-0 |
885-1 |
|
R3 |
900-0 |
894-4 |
882-7 |
|
R2 |
891-4 |
891-4 |
882-0 |
|
R1 |
886-0 |
886-0 |
881-2 |
884-4 |
PP |
883-0 |
883-0 |
883-0 |
882-2 |
S1 |
877-4 |
877-4 |
879-6 |
876-0 |
S2 |
874-4 |
874-4 |
879-0 |
|
S3 |
866-0 |
869-0 |
878-1 |
|
S4 |
857-4 |
860-4 |
875-7 |
|
|
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 |
924-5 |
2.618 |
910-6 |
1.618 |
902-2 |
1.000 |
897-0 |
0.618 |
893-6 |
HIGH |
888-4 |
0.618 |
885-2 |
0.500 |
884-2 |
0.382 |
883-2 |
LOW |
880-0 |
0.618 |
874-6 |
1.000 |
871-4 |
1.618 |
866-2 |
2.618 |
857-6 |
4.250 |
843-7 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
884-2 |
889-2 |
PP |
883-0 |
886-3 |
S1 |
881-6 |
883-3 |
|