CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
875-0 |
867-0 |
-8-0 |
-0.9% |
931-0 |
| High |
878-2 |
881-0 |
2-6 |
0.3% |
931-0 |
| Low |
861-4 |
866-0 |
4-4 |
0.5% |
854-0 |
| Close |
872-6 |
881-0 |
8-2 |
0.9% |
862-4 |
| Range |
16-6 |
15-0 |
-1-6 |
-10.4% |
77-0 |
| ATR |
27-6 |
26-6 |
-0-7 |
-3.3% |
0-0 |
| Volume |
87,839 |
73,765 |
-14,074 |
-16.0% |
329,076 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
921-0 |
916-0 |
889-2 |
|
| R3 |
906-0 |
901-0 |
885-1 |
|
| R2 |
891-0 |
891-0 |
883-6 |
|
| R1 |
886-0 |
886-0 |
882-3 |
888-4 |
| PP |
876-0 |
876-0 |
876-0 |
877-2 |
| S1 |
871-0 |
871-0 |
879-5 |
873-4 |
| S2 |
861-0 |
861-0 |
878-2 |
|
| S3 |
846-0 |
856-0 |
876-7 |
|
| S4 |
831-0 |
841-0 |
872-6 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-4 |
1065-0 |
904-7 |
|
| R3 |
1036-4 |
988-0 |
883-5 |
|
| R2 |
959-4 |
959-4 |
876-5 |
|
| R1 |
911-0 |
911-0 |
869-4 |
896-6 |
| PP |
882-4 |
882-4 |
882-4 |
875-3 |
| S1 |
834-0 |
834-0 |
855-4 |
819-6 |
| S2 |
805-4 |
805-4 |
848-3 |
|
| S3 |
728-4 |
757-0 |
841-3 |
|
| S4 |
651-4 |
680-0 |
820-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
909-0 |
854-0 |
55-0 |
6.2% |
19-1 |
2.2% |
49% |
False |
False |
84,810 |
| 10 |
1007-0 |
854-0 |
153-0 |
17.4% |
20-7 |
2.4% |
18% |
False |
False |
82,706 |
| 20 |
1019-0 |
854-0 |
165-0 |
18.7% |
21-3 |
2.4% |
16% |
False |
False |
81,996 |
| 40 |
1040-0 |
854-0 |
186-0 |
21.1% |
25-6 |
2.9% |
15% |
False |
False |
81,964 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.5% |
23-5 |
2.7% |
39% |
False |
False |
65,385 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.5% |
24-0 |
2.7% |
39% |
False |
False |
52,152 |
| 100 |
1097-4 |
780-0 |
317-4 |
36.0% |
25-4 |
2.9% |
32% |
False |
False |
43,231 |
| 120 |
1312-0 |
780-0 |
532-0 |
60.4% |
26-4 |
3.0% |
19% |
False |
False |
36,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
944-6 |
|
2.618 |
920-2 |
|
1.618 |
905-2 |
|
1.000 |
896-0 |
|
0.618 |
890-2 |
|
HIGH |
881-0 |
|
0.618 |
875-2 |
|
0.500 |
873-4 |
|
0.382 |
871-6 |
|
LOW |
866-0 |
|
0.618 |
856-6 |
|
1.000 |
851-0 |
|
1.618 |
841-6 |
|
2.618 |
826-6 |
|
4.250 |
802-2 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
878-4 |
876-4 |
| PP |
876-0 |
872-0 |
| S1 |
873-4 |
867-4 |
|