CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
887-0 |
868-0 |
-19-0 |
-2.1% |
913-0 |
High |
888-4 |
872-0 |
-16-4 |
-1.9% |
913-0 |
Low |
880-0 |
861-0 |
-19-0 |
-2.2% |
861-0 |
Close |
880-4 |
860-6 |
-19-6 |
-2.2% |
860-6 |
Range |
8-4 |
11-0 |
2-4 |
29.4% |
52-0 |
ATR |
20-6 |
20-6 |
-0-1 |
-0.4% |
0-0 |
Volume |
18,646 |
15,480 |
-3,166 |
-17.0% |
77,324 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
897-5 |
890-1 |
866-6 |
|
R3 |
886-5 |
879-1 |
863-6 |
|
R2 |
875-5 |
875-5 |
862-6 |
|
R1 |
868-1 |
868-1 |
861-6 |
866-3 |
PP |
864-5 |
864-5 |
864-5 |
863-6 |
S1 |
857-1 |
857-1 |
859-6 |
855-3 |
S2 |
853-5 |
853-5 |
858-6 |
|
S3 |
842-5 |
846-1 |
857-6 |
|
S4 |
831-5 |
835-1 |
854-6 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-2 |
999-4 |
889-3 |
|
R3 |
982-2 |
947-4 |
875-0 |
|
R2 |
930-2 |
930-2 |
870-2 |
|
R1 |
895-4 |
895-4 |
865-4 |
886-7 |
PP |
878-2 |
878-2 |
878-2 |
874-0 |
S1 |
843-4 |
843-4 |
856-0 |
834-7 |
S2 |
826-2 |
826-2 |
851-2 |
|
S3 |
774-2 |
791-4 |
846-4 |
|
S4 |
722-2 |
739-4 |
832-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
918-6 |
2.618 |
900-6 |
1.618 |
889-6 |
1.000 |
883-0 |
0.618 |
878-6 |
HIGH |
872-0 |
0.618 |
867-6 |
0.500 |
866-4 |
0.382 |
865-2 |
LOW |
861-0 |
0.618 |
854-2 |
1.000 |
850-0 |
1.618 |
843-2 |
2.618 |
832-2 |
4.250 |
814-2 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
866-4 |
877-0 |
PP |
864-5 |
871-5 |
S1 |
862-5 |
866-1 |
|