CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1015-0 |
1012-0 |
-3-0 |
-0.3% |
975-0 |
| High |
1023-4 |
1014-0 |
-9-4 |
-0.9% |
1011-0 |
| Low |
1002-0 |
989-0 |
-13-0 |
-1.3% |
940-0 |
| Close |
1007-4 |
1000-2 |
-7-2 |
-0.7% |
1006-0 |
| Range |
21-4 |
25-0 |
3-4 |
16.3% |
71-0 |
| ATR |
28-2 |
28-0 |
-0-2 |
-0.8% |
0-0 |
| Volume |
33,629 |
30,189 |
-3,440 |
-10.2% |
143,472 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1076-1 |
1063-1 |
1014-0 |
|
| R3 |
1051-1 |
1038-1 |
1007-1 |
|
| R2 |
1026-1 |
1026-1 |
1004-7 |
|
| R1 |
1013-1 |
1013-1 |
1002-4 |
1007-1 |
| PP |
1001-1 |
1001-1 |
1001-1 |
998-0 |
| S1 |
988-1 |
988-1 |
998-0 |
982-1 |
| S2 |
976-1 |
976-1 |
995-5 |
|
| S3 |
951-1 |
963-1 |
993-3 |
|
| S4 |
926-1 |
938-1 |
986-4 |
|
|
| 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 |
950-0 |
73-4 |
7.3% |
23-2 |
2.3% |
68% |
False |
False |
32,866 |
| 10 |
1023-4 |
940-0 |
83-4 |
8.3% |
20-5 |
2.1% |
72% |
False |
False |
25,325 |
| 20 |
1047-0 |
940-0 |
107-0 |
10.7% |
24-3 |
2.4% |
56% |
False |
False |
24,121 |
| 40 |
1048-0 |
843-0 |
205-0 |
20.5% |
22-5 |
2.3% |
77% |
False |
False |
15,613 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.0% |
21-0 |
2.1% |
82% |
False |
False |
11,856 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.0% |
22-4 |
2.2% |
82% |
False |
False |
9,737 |
| 100 |
1247-0 |
787-4 |
459-4 |
45.9% |
22-0 |
2.2% |
46% |
False |
False |
8,272 |
| 120 |
1396-0 |
787-4 |
608-4 |
60.8% |
21-6 |
2.2% |
35% |
False |
False |
7,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1120-2 |
|
2.618 |
1079-4 |
|
1.618 |
1054-4 |
|
1.000 |
1039-0 |
|
0.618 |
1029-4 |
|
HIGH |
1014-0 |
|
0.618 |
1004-4 |
|
0.500 |
1001-4 |
|
0.382 |
998-4 |
|
LOW |
989-0 |
|
0.618 |
973-4 |
|
1.000 |
964-0 |
|
1.618 |
948-4 |
|
2.618 |
923-4 |
|
4.250 |
882-6 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1001-4 |
1006-2 |
| PP |
1001-1 |
1004-2 |
| S1 |
1000-5 |
1002-2 |
|