CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
999-0 |
1015-0 |
16-0 |
1.6% |
975-0 |
| High |
1011-0 |
1023-4 |
12-4 |
1.2% |
1011-0 |
| Low |
991-0 |
1002-0 |
11-0 |
1.1% |
940-0 |
| Close |
1006-0 |
1007-4 |
1-4 |
0.1% |
1006-0 |
| Range |
20-0 |
21-4 |
1-4 |
7.5% |
71-0 |
| ATR |
28-6 |
28-2 |
-0-4 |
-1.8% |
0-0 |
| Volume |
24,287 |
33,629 |
9,342 |
38.5% |
143,472 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-4 |
1063-0 |
1019-3 |
|
| R3 |
1054-0 |
1041-4 |
1013-3 |
|
| R2 |
1032-4 |
1032-4 |
1011-4 |
|
| R1 |
1020-0 |
1020-0 |
1009-4 |
1015-4 |
| PP |
1011-0 |
1011-0 |
1011-0 |
1008-6 |
| S1 |
998-4 |
998-4 |
1005-4 |
994-0 |
| S2 |
989-4 |
989-4 |
1003-4 |
|
| S3 |
968-0 |
977-0 |
1001-5 |
|
| S4 |
946-4 |
955-4 |
995-5 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1198-5 |
1173-3 |
1045-0 |
|
| R3 |
1127-5 |
1102-3 |
1025-4 |
|
| R2 |
1056-5 |
1056-5 |
1019-0 |
|
| R1 |
1031-3 |
1031-3 |
1012-4 |
1044-0 |
| PP |
985-5 |
985-5 |
985-5 |
992-0 |
| S1 |
960-3 |
960-3 |
999-4 |
973-0 |
| S2 |
914-5 |
914-5 |
993-0 |
|
| S3 |
843-5 |
889-3 |
986-4 |
|
| S4 |
772-5 |
818-3 |
967-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1023-4 |
940-0 |
83-4 |
8.3% |
20-6 |
2.1% |
81% |
True |
False |
31,810 |
| 10 |
1023-4 |
940-0 |
83-4 |
8.3% |
19-3 |
1.9% |
81% |
True |
False |
24,382 |
| 20 |
1047-0 |
940-0 |
107-0 |
10.6% |
25-2 |
2.5% |
63% |
False |
False |
23,540 |
| 40 |
1048-0 |
843-0 |
205-0 |
20.3% |
22-5 |
2.3% |
80% |
False |
False |
14,987 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.9% |
21-0 |
2.1% |
84% |
False |
False |
11,420 |
| 80 |
1048-0 |
787-4 |
260-4 |
25.9% |
22-4 |
2.2% |
84% |
False |
False |
9,388 |
| 100 |
1247-0 |
787-4 |
459-4 |
45.6% |
21-6 |
2.2% |
48% |
False |
False |
7,981 |
| 120 |
1396-0 |
787-4 |
608-4 |
60.4% |
22-0 |
2.2% |
36% |
False |
False |
6,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1114-7 |
|
2.618 |
1079-6 |
|
1.618 |
1058-2 |
|
1.000 |
1045-0 |
|
0.618 |
1036-6 |
|
HIGH |
1023-4 |
|
0.618 |
1015-2 |
|
0.500 |
1012-6 |
|
0.382 |
1010-2 |
|
LOW |
1002-0 |
|
0.618 |
988-6 |
|
1.000 |
980-4 |
|
1.618 |
967-2 |
|
2.618 |
945-6 |
|
4.250 |
910-5 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1012-6 |
1002-2 |
| PP |
1011-0 |
997-0 |
| S1 |
1009-2 |
991-6 |
|