CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
975-0 |
951-0 |
-24-0 |
-2.5% |
1033-0 |
| High |
976-0 |
953-0 |
-23-0 |
-2.4% |
1047-0 |
| Low |
951-0 |
940-0 |
-11-0 |
-1.2% |
974-0 |
| Close |
965-6 |
950-2 |
-15-4 |
-1.6% |
986-6 |
| Range |
25-0 |
13-0 |
-12-0 |
-48.0% |
73-0 |
| ATR |
29-2 |
29-0 |
-0-2 |
-0.8% |
0-0 |
| Volume |
18,047 |
24,910 |
6,863 |
38.0% |
101,826 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986-6 |
981-4 |
957-3 |
|
| R3 |
973-6 |
968-4 |
953-7 |
|
| R2 |
960-6 |
960-6 |
952-5 |
|
| R1 |
955-4 |
955-4 |
951-4 |
951-5 |
| PP |
947-6 |
947-6 |
947-6 |
945-6 |
| S1 |
942-4 |
942-4 |
949-0 |
938-5 |
| S2 |
934-6 |
934-6 |
947-7 |
|
| S3 |
921-6 |
929-4 |
946-5 |
|
| S4 |
908-6 |
916-4 |
943-1 |
|
|
| 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 |
940-0 |
60-0 |
6.3% |
18-0 |
1.9% |
17% |
False |
True |
17,783 |
| 10 |
1047-0 |
940-0 |
107-0 |
11.3% |
21-6 |
2.3% |
10% |
False |
True |
21,875 |
| 20 |
1048-0 |
940-0 |
108-0 |
11.4% |
25-0 |
2.6% |
9% |
False |
True |
19,343 |
| 40 |
1048-0 |
787-4 |
260-4 |
27.4% |
21-7 |
2.3% |
62% |
False |
False |
12,291 |
| 60 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-7 |
2.2% |
62% |
False |
False |
9,503 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.4% |
22-2 |
2.3% |
62% |
False |
False |
7,849 |
| 100 |
1247-0 |
787-4 |
459-4 |
48.4% |
21-3 |
2.3% |
35% |
False |
False |
6,689 |
| 120 |
1396-0 |
787-4 |
608-4 |
64.0% |
22-3 |
2.4% |
27% |
False |
False |
5,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1008-2 |
|
2.618 |
987-0 |
|
1.618 |
974-0 |
|
1.000 |
966-0 |
|
0.618 |
961-0 |
|
HIGH |
953-0 |
|
0.618 |
948-0 |
|
0.500 |
946-4 |
|
0.382 |
945-0 |
|
LOW |
940-0 |
|
0.618 |
932-0 |
|
1.000 |
927-0 |
|
1.618 |
919-0 |
|
2.618 |
906-0 |
|
4.250 |
884-6 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949-0 |
967-6 |
| PP |
947-6 |
961-7 |
| S1 |
946-4 |
956-1 |
|