CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
977-0 |
975-0 |
-2-0 |
-0.2% |
1033-0 |
| High |
995-4 |
976-0 |
-19-4 |
-2.0% |
1047-0 |
| Low |
975-4 |
951-0 |
-24-4 |
-2.5% |
974-0 |
| Close |
986-6 |
965-6 |
-21-0 |
-2.1% |
986-6 |
| Range |
20-0 |
25-0 |
5-0 |
25.0% |
73-0 |
| ATR |
28-6 |
29-2 |
0-4 |
1.8% |
0-0 |
| Volume |
12,058 |
18,047 |
5,989 |
49.7% |
101,826 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1039-2 |
1027-4 |
979-4 |
|
| R3 |
1014-2 |
1002-4 |
972-5 |
|
| R2 |
989-2 |
989-2 |
970-3 |
|
| R1 |
977-4 |
977-4 |
968-0 |
970-7 |
| PP |
964-2 |
964-2 |
964-2 |
961-0 |
| S1 |
952-4 |
952-4 |
963-4 |
945-7 |
| S2 |
939-2 |
939-2 |
961-1 |
|
| S3 |
914-2 |
927-4 |
958-7 |
|
| S4 |
889-2 |
902-4 |
952-0 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1221-5 |
1177-1 |
1026-7 |
|
| R3 |
1148-5 |
1104-1 |
1006-7 |
|
| R2 |
1075-5 |
1075-5 |
1000-1 |
|
| R1 |
1031-1 |
1031-1 |
993-4 |
1016-7 |
| PP |
1002-5 |
1002-5 |
1002-5 |
995-4 |
| S1 |
958-1 |
958-1 |
980-0 |
943-7 |
| S2 |
929-5 |
929-5 |
973-3 |
|
| S3 |
856-5 |
885-1 |
966-5 |
|
| S4 |
783-5 |
812-1 |
946-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1000-0 |
951-0 |
49-0 |
5.1% |
18-0 |
1.9% |
30% |
False |
True |
16,955 |
| 10 |
1047-0 |
951-0 |
96-0 |
9.9% |
25-4 |
2.6% |
15% |
False |
True |
22,082 |
| 20 |
1048-0 |
951-0 |
97-0 |
10.0% |
25-0 |
2.6% |
15% |
False |
True |
18,381 |
| 40 |
1048-0 |
787-4 |
260-4 |
27.0% |
22-0 |
2.3% |
68% |
False |
False |
11,774 |
| 60 |
1048-0 |
787-4 |
260-4 |
27.0% |
21-5 |
2.2% |
68% |
False |
False |
9,146 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.0% |
22-5 |
2.3% |
68% |
False |
False |
7,578 |
| 100 |
1247-0 |
787-4 |
459-4 |
47.6% |
21-4 |
2.2% |
39% |
False |
False |
6,451 |
| 120 |
1396-0 |
787-4 |
608-4 |
63.0% |
22-3 |
2.3% |
29% |
False |
False |
5,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1082-2 |
|
2.618 |
1041-4 |
|
1.618 |
1016-4 |
|
1.000 |
1001-0 |
|
0.618 |
991-4 |
|
HIGH |
976-0 |
|
0.618 |
966-4 |
|
0.500 |
963-4 |
|
0.382 |
960-4 |
|
LOW |
951-0 |
|
0.618 |
935-4 |
|
1.000 |
926-0 |
|
1.618 |
910-4 |
|
2.618 |
885-4 |
|
4.250 |
844-6 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
965-0 |
973-2 |
| PP |
964-2 |
970-6 |
| S1 |
963-4 |
968-2 |
|