CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
845-0 |
834-0 |
-11-0 |
-1.3% |
859-0 |
| High |
852-0 |
838-0 |
-14-0 |
-1.6% |
863-0 |
| Low |
844-0 |
822-0 |
-22-0 |
-2.6% |
822-0 |
| Close |
845-0 |
830-4 |
-14-4 |
-1.7% |
830-4 |
| Range |
8-0 |
16-0 |
8-0 |
100.0% |
41-0 |
| ATR |
24-0 |
23-7 |
-0-1 |
-0.3% |
0-0 |
| Volume |
11,281 |
9,958 |
-1,323 |
-11.7% |
41,306 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878-1 |
870-3 |
839-2 |
|
| R3 |
862-1 |
854-3 |
834-7 |
|
| R2 |
846-1 |
846-1 |
833-3 |
|
| R1 |
838-3 |
838-3 |
832-0 |
834-2 |
| PP |
830-1 |
830-1 |
830-1 |
828-1 |
| S1 |
822-3 |
822-3 |
829-0 |
818-2 |
| S2 |
814-1 |
814-1 |
827-5 |
|
| S3 |
798-1 |
806-3 |
826-1 |
|
| S4 |
782-1 |
790-3 |
821-6 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-4 |
937-0 |
853-0 |
|
| R3 |
920-4 |
896-0 |
841-6 |
|
| R2 |
879-4 |
879-4 |
838-0 |
|
| R1 |
855-0 |
855-0 |
834-2 |
846-6 |
| PP |
838-4 |
838-4 |
838-4 |
834-3 |
| S1 |
814-0 |
814-0 |
826-6 |
805-6 |
| S2 |
797-4 |
797-4 |
823-0 |
|
| S3 |
756-4 |
773-0 |
819-2 |
|
| S4 |
715-4 |
732-0 |
808-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906-0 |
|
2.618 |
879-7 |
|
1.618 |
863-7 |
|
1.000 |
854-0 |
|
0.618 |
847-7 |
|
HIGH |
838-0 |
|
0.618 |
831-7 |
|
0.500 |
830-0 |
|
0.382 |
828-1 |
|
LOW |
822-0 |
|
0.618 |
812-1 |
|
1.000 |
806-0 |
|
1.618 |
796-1 |
|
2.618 |
780-1 |
|
4.250 |
754-0 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
830-3 |
837-0 |
| PP |
830-1 |
834-7 |
| S1 |
830-0 |
832-5 |
|