CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-0 |
1007-0 |
-3-0 |
-0.3% |
968-0 |
| High |
1019-0 |
1007-0 |
-12-0 |
-1.2% |
1007-0 |
| Low |
995-4 |
982-0 |
-13-4 |
-1.4% |
935-0 |
| Close |
1002-0 |
994-0 |
-8-0 |
-0.8% |
1001-0 |
| Range |
23-4 |
25-0 |
1-4 |
6.4% |
72-0 |
| ATR |
29-7 |
29-5 |
-0-3 |
-1.2% |
0-0 |
| Volume |
96,649 |
82,869 |
-13,780 |
-14.3% |
408,377 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1069-3 |
1056-5 |
1007-6 |
|
| R3 |
1044-3 |
1031-5 |
1000-7 |
|
| R2 |
1019-3 |
1019-3 |
998-5 |
|
| R1 |
1006-5 |
1006-5 |
996-2 |
1000-4 |
| PP |
994-3 |
994-3 |
994-3 |
991-2 |
| S1 |
981-5 |
981-5 |
991-6 |
975-4 |
| S2 |
969-3 |
969-3 |
989-3 |
|
| S3 |
944-3 |
956-5 |
987-1 |
|
| S4 |
919-3 |
931-5 |
980-2 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1197-0 |
1171-0 |
1040-5 |
|
| R3 |
1125-0 |
1099-0 |
1020-6 |
|
| R2 |
1053-0 |
1053-0 |
1014-2 |
|
| R1 |
1027-0 |
1027-0 |
1007-5 |
1040-0 |
| PP |
981-0 |
981-0 |
981-0 |
987-4 |
| S1 |
955-0 |
955-0 |
994-3 |
968-0 |
| S2 |
909-0 |
909-0 |
987-6 |
|
| S3 |
837-0 |
883-0 |
981-2 |
|
| S4 |
765-0 |
811-0 |
961-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1019-0 |
944-4 |
74-4 |
7.5% |
25-4 |
2.6% |
66% |
False |
False |
88,764 |
| 10 |
1019-0 |
935-0 |
84-0 |
8.5% |
22-6 |
2.3% |
70% |
False |
False |
79,896 |
| 20 |
1040-0 |
935-0 |
105-0 |
10.6% |
26-3 |
2.7% |
56% |
False |
False |
89,201 |
| 40 |
1040-0 |
831-0 |
209-0 |
21.0% |
25-4 |
2.6% |
78% |
False |
False |
71,560 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.2% |
24-1 |
2.4% |
82% |
False |
False |
55,195 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.2% |
25-7 |
2.6% |
82% |
False |
False |
43,837 |
| 100 |
1242-0 |
780-0 |
462-0 |
46.5% |
26-2 |
2.6% |
46% |
False |
False |
36,130 |
| 120 |
1397-0 |
780-0 |
617-0 |
62.1% |
26-6 |
2.7% |
35% |
False |
False |
30,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1113-2 |
|
2.618 |
1072-4 |
|
1.618 |
1047-4 |
|
1.000 |
1032-0 |
|
0.618 |
1022-4 |
|
HIGH |
1007-0 |
|
0.618 |
997-4 |
|
0.500 |
994-4 |
|
0.382 |
991-4 |
|
LOW |
982-0 |
|
0.618 |
966-4 |
|
1.000 |
957-0 |
|
1.618 |
941-4 |
|
2.618 |
916-4 |
|
4.250 |
875-6 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
994-4 |
1000-4 |
| PP |
994-3 |
998-3 |
| S1 |
994-1 |
996-1 |
|