CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1012-0 |
985-4 |
-26-4 |
-2.6% |
975-0 |
| High |
1014-0 |
999-0 |
-15-0 |
-1.5% |
1011-0 |
| Low |
989-0 |
981-0 |
-8-0 |
-0.8% |
940-0 |
| Close |
1000-2 |
982-0 |
-18-2 |
-1.8% |
1006-0 |
| Range |
25-0 |
18-0 |
-7-0 |
-28.0% |
71-0 |
| ATR |
28-0 |
27-3 |
-0-5 |
-2.2% |
0-0 |
| Volume |
30,189 |
31,131 |
942 |
3.1% |
143,472 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-3 |
1029-5 |
991-7 |
|
| R3 |
1023-3 |
1011-5 |
987-0 |
|
| R2 |
1005-3 |
1005-3 |
985-2 |
|
| R1 |
993-5 |
993-5 |
983-5 |
990-4 |
| PP |
987-3 |
987-3 |
987-3 |
985-6 |
| S1 |
975-5 |
975-5 |
980-3 |
972-4 |
| S2 |
969-3 |
969-3 |
978-6 |
|
| S3 |
951-3 |
957-5 |
977-0 |
|
| S4 |
933-3 |
939-5 |
972-1 |
|
|
| 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 |
960-0 |
63-4 |
6.5% |
22-7 |
2.3% |
35% |
False |
False |
31,632 |
| 10 |
1023-4 |
940-0 |
83-4 |
8.5% |
20-1 |
2.0% |
50% |
False |
False |
26,626 |
| 20 |
1047-0 |
940-0 |
107-0 |
10.9% |
24-2 |
2.5% |
39% |
False |
False |
24,937 |
| 40 |
1048-0 |
859-0 |
189-0 |
19.2% |
22-4 |
2.3% |
65% |
False |
False |
16,250 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.5% |
20-6 |
2.1% |
75% |
False |
False |
12,319 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.5% |
22-1 |
2.3% |
75% |
False |
False |
10,096 |
| 100 |
1247-0 |
787-4 |
459-4 |
46.8% |
21-7 |
2.2% |
42% |
False |
False |
8,568 |
| 120 |
1396-0 |
787-4 |
608-4 |
62.0% |
21-4 |
2.2% |
32% |
False |
False |
7,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1075-4 |
|
2.618 |
1046-1 |
|
1.618 |
1028-1 |
|
1.000 |
1017-0 |
|
0.618 |
1010-1 |
|
HIGH |
999-0 |
|
0.618 |
992-1 |
|
0.500 |
990-0 |
|
0.382 |
987-7 |
|
LOW |
981-0 |
|
0.618 |
969-7 |
|
1.000 |
963-0 |
|
1.618 |
951-7 |
|
2.618 |
933-7 |
|
4.250 |
904-4 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
990-0 |
1002-2 |
| PP |
987-3 |
995-4 |
| S1 |
984-5 |
988-6 |
|