CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1007-0 |
981-0 |
-26-0 |
-2.6% |
968-0 |
| High |
1007-0 |
995-0 |
-12-0 |
-1.2% |
1007-0 |
| Low |
982-0 |
976-0 |
-6-0 |
-0.6% |
935-0 |
| Close |
994-0 |
978-0 |
-16-0 |
-1.6% |
1001-0 |
| Range |
25-0 |
19-0 |
-6-0 |
-24.0% |
72-0 |
| ATR |
29-5 |
28-6 |
-0-6 |
-2.6% |
0-0 |
| Volume |
82,869 |
84,859 |
1,990 |
2.4% |
408,377 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-0 |
1028-0 |
988-4 |
|
| R3 |
1021-0 |
1009-0 |
983-2 |
|
| R2 |
1002-0 |
1002-0 |
981-4 |
|
| R1 |
990-0 |
990-0 |
979-6 |
986-4 |
| PP |
983-0 |
983-0 |
983-0 |
981-2 |
| S1 |
971-0 |
971-0 |
976-2 |
967-4 |
| S2 |
964-0 |
964-0 |
974-4 |
|
| S3 |
945-0 |
952-0 |
972-6 |
|
| S4 |
926-0 |
933-0 |
967-4 |
|
|
| 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 |
954-0 |
65-0 |
6.6% |
24-5 |
2.5% |
37% |
False |
False |
87,498 |
| 10 |
1019-0 |
935-0 |
84-0 |
8.6% |
22-0 |
2.3% |
51% |
False |
False |
80,221 |
| 20 |
1040-0 |
935-0 |
105-0 |
10.7% |
26-2 |
2.7% |
41% |
False |
False |
88,201 |
| 40 |
1040-0 |
849-0 |
191-0 |
19.5% |
25-1 |
2.6% |
68% |
False |
False |
72,524 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.6% |
23-7 |
2.4% |
76% |
False |
False |
56,299 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.6% |
25-4 |
2.6% |
76% |
False |
False |
44,790 |
| 100 |
1242-0 |
780-0 |
462-0 |
47.2% |
26-1 |
2.7% |
43% |
False |
False |
36,907 |
| 120 |
1397-0 |
780-0 |
617-0 |
63.1% |
26-6 |
2.7% |
32% |
False |
False |
31,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1075-6 |
|
2.618 |
1044-6 |
|
1.618 |
1025-6 |
|
1.000 |
1014-0 |
|
0.618 |
1006-6 |
|
HIGH |
995-0 |
|
0.618 |
987-6 |
|
0.500 |
985-4 |
|
0.382 |
983-2 |
|
LOW |
976-0 |
|
0.618 |
964-2 |
|
1.000 |
957-0 |
|
1.618 |
945-2 |
|
2.618 |
926-2 |
|
4.250 |
895-2 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
985-4 |
997-4 |
| PP |
983-0 |
991-0 |
| S1 |
980-4 |
984-4 |
|