CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
968-0 |
-2-0 |
-0.2% |
1028-0 |
| High |
989-0 |
970-0 |
-19-0 |
-1.9% |
1040-0 |
| Low |
966-0 |
943-4 |
-22-4 |
-2.3% |
966-0 |
| Close |
980-0 |
959-4 |
-20-4 |
-2.1% |
980-0 |
| Range |
23-0 |
26-4 |
3-4 |
15.2% |
74-0 |
| ATR |
30-5 |
31-1 |
0-3 |
1.4% |
0-0 |
| Volume |
56,906 |
65,328 |
8,422 |
14.8% |
425,986 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1037-1 |
1024-7 |
974-1 |
|
| R3 |
1010-5 |
998-3 |
966-6 |
|
| R2 |
984-1 |
984-1 |
964-3 |
|
| R1 |
971-7 |
971-7 |
961-7 |
964-6 |
| PP |
957-5 |
957-5 |
957-5 |
954-1 |
| S1 |
945-3 |
945-3 |
957-1 |
938-2 |
| S2 |
931-1 |
931-1 |
954-5 |
|
| S3 |
904-5 |
918-7 |
952-2 |
|
| S4 |
878-1 |
892-3 |
944-7 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-3 |
1172-5 |
1020-6 |
|
| R3 |
1143-3 |
1098-5 |
1000-3 |
|
| R2 |
1069-3 |
1069-3 |
993-5 |
|
| R1 |
1024-5 |
1024-5 |
986-6 |
1010-0 |
| PP |
995-3 |
995-3 |
995-3 |
988-0 |
| S1 |
950-5 |
950-5 |
973-2 |
936-0 |
| S2 |
921-3 |
921-3 |
966-3 |
|
| S3 |
847-3 |
876-5 |
959-5 |
|
| S4 |
773-3 |
802-5 |
939-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
993-4 |
943-4 |
50-0 |
5.2% |
20-5 |
2.1% |
32% |
False |
True |
74,634 |
| 10 |
1040-0 |
943-4 |
96-4 |
10.1% |
27-6 |
2.9% |
17% |
False |
True |
85,301 |
| 20 |
1040-0 |
943-4 |
96-4 |
10.1% |
27-2 |
2.8% |
17% |
False |
True |
89,027 |
| 40 |
1040-0 |
780-0 |
260-0 |
27.1% |
24-6 |
2.6% |
69% |
False |
False |
64,418 |
| 60 |
1040-0 |
780-0 |
260-0 |
27.1% |
24-6 |
2.6% |
69% |
False |
False |
47,673 |
| 80 |
1040-0 |
780-0 |
260-0 |
27.1% |
26-1 |
2.7% |
69% |
False |
False |
37,782 |
| 100 |
1250-0 |
780-0 |
470-0 |
49.0% |
26-6 |
2.8% |
38% |
False |
False |
31,100 |
| 120 |
1397-0 |
780-0 |
617-0 |
64.3% |
27-5 |
2.9% |
29% |
False |
False |
26,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1082-5 |
|
2.618 |
1039-3 |
|
1.618 |
1012-7 |
|
1.000 |
996-4 |
|
0.618 |
986-3 |
|
HIGH |
970-0 |
|
0.618 |
959-7 |
|
0.500 |
956-6 |
|
0.382 |
953-5 |
|
LOW |
943-4 |
|
0.618 |
927-1 |
|
1.000 |
917-0 |
|
1.618 |
900-5 |
|
2.618 |
874-1 |
|
4.250 |
830-7 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958-5 |
966-2 |
| PP |
957-5 |
964-0 |
| S1 |
956-6 |
961-6 |
|