CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
931-0 |
894-0 |
-37-0 |
-4.0% |
1010-0 |
| High |
931-0 |
909-0 |
-22-0 |
-2.4% |
1019-0 |
| Low |
899-4 |
885-4 |
-14-0 |
-1.6% |
955-0 |
| Close |
903-0 |
887-4 |
-15-4 |
-1.7% |
955-4 |
| Range |
31-4 |
23-4 |
-8-0 |
-25.4% |
64-0 |
| ATR |
29-4 |
29-0 |
-0-3 |
-1.4% |
0-0 |
| Volume |
66,630 |
92,798 |
26,168 |
39.3% |
433,032 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964-4 |
949-4 |
900-3 |
|
| R3 |
941-0 |
926-0 |
894-0 |
|
| R2 |
917-4 |
917-4 |
891-6 |
|
| R1 |
902-4 |
902-4 |
889-5 |
898-2 |
| PP |
894-0 |
894-0 |
894-0 |
891-7 |
| S1 |
879-0 |
879-0 |
885-3 |
874-6 |
| S2 |
870-4 |
870-4 |
883-2 |
|
| S3 |
847-0 |
855-4 |
881-0 |
|
| S4 |
823-4 |
832-0 |
874-5 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1168-4 |
1126-0 |
990-6 |
|
| R3 |
1104-4 |
1062-0 |
973-1 |
|
| R2 |
1040-4 |
1040-4 |
967-2 |
|
| R1 |
998-0 |
998-0 |
961-3 |
987-2 |
| PP |
976-4 |
976-4 |
976-4 |
971-1 |
| S1 |
934-0 |
934-0 |
949-5 |
923-2 |
| S2 |
912-4 |
912-4 |
943-6 |
|
| S3 |
848-4 |
870-0 |
937-7 |
|
| S4 |
784-4 |
806-0 |
920-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
995-0 |
885-4 |
109-4 |
12.3% |
22-2 |
2.5% |
2% |
False |
True |
82,588 |
| 10 |
1019-0 |
885-4 |
133-4 |
15.0% |
23-7 |
2.7% |
1% |
False |
True |
85,676 |
| 20 |
1040-0 |
885-4 |
154-4 |
17.4% |
24-0 |
2.7% |
1% |
False |
True |
85,134 |
| 40 |
1040-0 |
865-0 |
175-0 |
19.7% |
25-3 |
2.9% |
13% |
False |
False |
76,421 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.3% |
24-0 |
2.7% |
41% |
False |
False |
60,961 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.3% |
25-4 |
2.9% |
41% |
False |
False |
48,473 |
| 100 |
1231-0 |
780-0 |
451-0 |
50.8% |
25-7 |
2.9% |
24% |
False |
False |
40,012 |
| 120 |
1395-0 |
780-0 |
615-0 |
69.3% |
26-6 |
3.0% |
17% |
False |
False |
33,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1008-7 |
|
2.618 |
970-4 |
|
1.618 |
947-0 |
|
1.000 |
932-4 |
|
0.618 |
923-4 |
|
HIGH |
909-0 |
|
0.618 |
900-0 |
|
0.500 |
897-2 |
|
0.382 |
894-4 |
|
LOW |
885-4 |
|
0.618 |
871-0 |
|
1.000 |
862-0 |
|
1.618 |
847-4 |
|
2.618 |
824-0 |
|
4.250 |
785-5 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
897-2 |
930-4 |
| PP |
894-0 |
916-1 |
| S1 |
890-6 |
901-7 |
|