CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
843-0 |
883-0 |
40-0 |
4.7% |
913-0 |
High |
850-4 |
893-4 |
43-0 |
5.1% |
913-0 |
Low |
838-0 |
870-0 |
32-0 |
3.8% |
861-0 |
Close |
842-0 |
892-0 |
50-0 |
5.9% |
860-6 |
Range |
12-4 |
23-4 |
11-0 |
88.0% |
52-0 |
ATR |
20-7 |
23-0 |
2-2 |
10.5% |
0-0 |
Volume |
18,847 |
13,689 |
-5,158 |
-27.4% |
77,324 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955-5 |
947-3 |
904-7 |
|
R3 |
932-1 |
923-7 |
898-4 |
|
R2 |
908-5 |
908-5 |
896-2 |
|
R1 |
900-3 |
900-3 |
894-1 |
904-4 |
PP |
885-1 |
885-1 |
885-1 |
887-2 |
S1 |
876-7 |
876-7 |
889-7 |
881-0 |
S2 |
861-5 |
861-5 |
887-6 |
|
S3 |
838-1 |
853-3 |
885-4 |
|
S4 |
814-5 |
829-7 |
879-1 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
893-4 |
838-0 |
55-4 |
6.2% |
14-2 |
1.6% |
97% |
True |
False |
16,489 |
10 |
913-0 |
838-0 |
75-0 |
8.4% |
14-6 |
1.6% |
72% |
False |
False |
16,673 |
20 |
913-0 |
799-4 |
113-4 |
12.7% |
16-6 |
1.9% |
81% |
False |
False |
14,577 |
40 |
958-4 |
784-0 |
174-4 |
19.6% |
16-6 |
1.9% |
62% |
False |
False |
12,164 |
60 |
1038-0 |
784-0 |
254-0 |
28.5% |
18-4 |
2.1% |
43% |
False |
False |
11,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
993-3 |
2.618 |
955-0 |
1.618 |
931-4 |
1.000 |
917-0 |
0.618 |
908-0 |
HIGH |
893-4 |
0.618 |
884-4 |
0.500 |
881-6 |
0.382 |
879-0 |
LOW |
870-0 |
0.618 |
855-4 |
1.000 |
846-4 |
1.618 |
832-0 |
2.618 |
808-4 |
4.250 |
770-1 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
888-5 |
883-2 |
PP |
885-1 |
874-4 |
S1 |
881-6 |
865-6 |
|