CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
878-0 |
877-4 |
-0-4 |
-0.1% |
931-0 |
| High |
884-4 |
889-0 |
4-4 |
0.5% |
931-0 |
| Low |
864-0 |
859-0 |
-5-0 |
-0.6% |
854-0 |
| Close |
878-0 |
869-2 |
-8-6 |
-1.0% |
862-4 |
| Range |
20-4 |
30-0 |
9-4 |
46.3% |
77-0 |
| ATR |
26-3 |
26-5 |
0-2 |
1.0% |
0-0 |
| Volume |
39,757 |
41,558 |
1,801 |
4.5% |
329,076 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962-3 |
945-7 |
885-6 |
|
| R3 |
932-3 |
915-7 |
877-4 |
|
| R2 |
902-3 |
902-3 |
874-6 |
|
| R1 |
885-7 |
885-7 |
872-0 |
879-1 |
| PP |
872-3 |
872-3 |
872-3 |
869-0 |
| S1 |
855-7 |
855-7 |
866-4 |
849-1 |
| S2 |
842-3 |
842-3 |
863-6 |
|
| S3 |
812-3 |
825-7 |
861-0 |
|
| S4 |
782-3 |
795-7 |
852-6 |
|
|
| 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 |
889-0 |
854-0 |
35-0 |
4.0% |
20-4 |
2.4% |
44% |
True |
False |
64,508 |
| 10 |
985-0 |
854-0 |
131-0 |
15.1% |
21-4 |
2.5% |
12% |
False |
False |
74,065 |
| 20 |
1019-0 |
854-0 |
165-0 |
19.0% |
21-6 |
2.5% |
9% |
False |
False |
77,143 |
| 40 |
1040-0 |
854-0 |
186-0 |
21.4% |
24-7 |
2.9% |
8% |
False |
False |
82,611 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.9% |
24-0 |
2.8% |
34% |
False |
False |
66,314 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.9% |
24-0 |
2.8% |
34% |
False |
False |
52,843 |
| 100 |
1053-0 |
780-0 |
273-0 |
31.4% |
25-3 |
2.9% |
33% |
False |
False |
43,947 |
| 120 |
1250-0 |
780-0 |
470-0 |
54.1% |
26-2 |
3.0% |
19% |
False |
False |
37,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1016-4 |
|
2.618 |
967-4 |
|
1.618 |
937-4 |
|
1.000 |
919-0 |
|
0.618 |
907-4 |
|
HIGH |
889-0 |
|
0.618 |
877-4 |
|
0.500 |
874-0 |
|
0.382 |
870-4 |
|
LOW |
859-0 |
|
0.618 |
840-4 |
|
1.000 |
829-0 |
|
1.618 |
810-4 |
|
2.618 |
780-4 |
|
4.250 |
731-4 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
874-0 |
874-0 |
| PP |
872-3 |
872-3 |
| S1 |
870-7 |
870-7 |
|