CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
981-0 |
981-0 |
0-0 |
0.0% |
968-0 |
| High |
995-0 |
985-0 |
-10-0 |
-1.0% |
1007-0 |
| Low |
976-0 |
968-0 |
-8-0 |
-0.8% |
935-0 |
| Close |
978-0 |
968-4 |
-9-4 |
-1.0% |
1001-0 |
| Range |
19-0 |
17-0 |
-2-0 |
-10.5% |
72-0 |
| ATR |
28-6 |
28-0 |
-0-7 |
-2.9% |
0-0 |
| Volume |
84,859 |
86,828 |
1,969 |
2.3% |
408,377 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1024-7 |
1013-5 |
977-7 |
|
| R3 |
1007-7 |
996-5 |
973-1 |
|
| R2 |
990-7 |
990-7 |
971-5 |
|
| R1 |
979-5 |
979-5 |
970-0 |
976-6 |
| PP |
973-7 |
973-7 |
973-7 |
972-3 |
| S1 |
962-5 |
962-5 |
967-0 |
959-6 |
| S2 |
956-7 |
956-7 |
965-3 |
|
| S3 |
939-7 |
945-5 |
963-7 |
|
| S4 |
922-7 |
928-5 |
959-1 |
|
|
| 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 |
968-0 |
51-0 |
5.3% |
21-2 |
2.2% |
1% |
False |
True |
86,413 |
| 10 |
1019-0 |
935-0 |
84-0 |
8.7% |
22-5 |
2.3% |
40% |
False |
False |
81,648 |
| 20 |
1040-0 |
935-0 |
105-0 |
10.8% |
26-0 |
2.7% |
32% |
False |
False |
88,416 |
| 40 |
1040-0 |
851-0 |
189-0 |
19.5% |
24-6 |
2.6% |
62% |
False |
False |
73,600 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.8% |
23-7 |
2.5% |
73% |
False |
False |
57,524 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.8% |
25-3 |
2.6% |
73% |
False |
False |
45,762 |
| 100 |
1242-0 |
780-0 |
462-0 |
47.7% |
26-0 |
2.7% |
41% |
False |
False |
37,711 |
| 120 |
1397-0 |
780-0 |
617-0 |
63.7% |
26-5 |
2.8% |
31% |
False |
False |
31,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1057-2 |
|
2.618 |
1029-4 |
|
1.618 |
1012-4 |
|
1.000 |
1002-0 |
|
0.618 |
995-4 |
|
HIGH |
985-0 |
|
0.618 |
978-4 |
|
0.500 |
976-4 |
|
0.382 |
974-4 |
|
LOW |
968-0 |
|
0.618 |
957-4 |
|
1.000 |
951-0 |
|
1.618 |
940-4 |
|
2.618 |
923-4 |
|
4.250 |
895-6 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
976-4 |
987-4 |
| PP |
973-7 |
981-1 |
| S1 |
971-1 |
974-7 |
|