CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
960-0 |
960-4 |
0-4 |
0.1% |
1033-0 |
| High |
969-4 |
990-0 |
20-4 |
2.1% |
1047-0 |
| Low |
950-0 |
960-0 |
10-0 |
1.1% |
974-0 |
| Close |
953-6 |
983-2 |
29-4 |
3.1% |
986-6 |
| Range |
19-4 |
30-0 |
10-4 |
53.8% |
73-0 |
| ATR |
28-2 |
28-7 |
0-5 |
2.0% |
0-0 |
| Volume |
37,302 |
38,926 |
1,624 |
4.4% |
101,826 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1067-6 |
1055-4 |
999-6 |
|
| R3 |
1037-6 |
1025-4 |
991-4 |
|
| R2 |
1007-6 |
1007-6 |
988-6 |
|
| R1 |
995-4 |
995-4 |
986-0 |
1001-5 |
| PP |
977-6 |
977-6 |
977-6 |
980-6 |
| S1 |
965-4 |
965-4 |
980-4 |
971-5 |
| S2 |
947-6 |
947-6 |
977-6 |
|
| S3 |
917-6 |
935-4 |
975-0 |
|
| S4 |
887-6 |
905-4 |
966-6 |
|
|
| 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 |
995-4 |
940-0 |
55-4 |
5.6% |
21-4 |
2.2% |
78% |
False |
False |
26,248 |
| 10 |
1047-0 |
940-0 |
107-0 |
10.9% |
22-0 |
2.2% |
40% |
False |
False |
25,221 |
| 20 |
1048-0 |
940-0 |
108-0 |
11.0% |
25-6 |
2.6% |
40% |
False |
False |
22,057 |
| 40 |
1048-0 |
827-0 |
221-0 |
22.5% |
22-2 |
2.3% |
71% |
False |
False |
13,839 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.5% |
21-1 |
2.1% |
75% |
False |
False |
10,579 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.5% |
22-5 |
2.3% |
75% |
False |
False |
8,720 |
| 100 |
1247-0 |
787-4 |
459-4 |
46.7% |
21-7 |
2.2% |
43% |
False |
False |
7,419 |
| 120 |
1396-0 |
787-4 |
608-4 |
61.9% |
22-0 |
2.2% |
32% |
False |
False |
6,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1117-4 |
|
2.618 |
1068-4 |
|
1.618 |
1038-4 |
|
1.000 |
1020-0 |
|
0.618 |
1008-4 |
|
HIGH |
990-0 |
|
0.618 |
978-4 |
|
0.500 |
975-0 |
|
0.382 |
971-4 |
|
LOW |
960-0 |
|
0.618 |
941-4 |
|
1.000 |
930-0 |
|
1.618 |
911-4 |
|
2.618 |
881-4 |
|
4.250 |
832-4 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
980-4 |
977-1 |
| PP |
977-6 |
971-1 |
| S1 |
975-0 |
965-0 |
|