CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
921-0 |
893-0 |
-28-0 |
-3.0% |
1015-0 |
| High |
926-0 |
908-0 |
-18-0 |
-1.9% |
1023-4 |
| Low |
902-0 |
885-0 |
-17-0 |
-1.9% |
956-4 |
| Close |
904-4 |
886-4 |
-18-0 |
-2.0% |
957-6 |
| Range |
24-0 |
23-0 |
-1-0 |
-4.2% |
67-0 |
| ATR |
28-2 |
27-7 |
-0-3 |
-1.3% |
0-0 |
| Volume |
32,525 |
40,239 |
7,714 |
23.7% |
181,284 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962-1 |
947-3 |
899-1 |
|
| R3 |
939-1 |
924-3 |
892-7 |
|
| R2 |
916-1 |
916-1 |
890-6 |
|
| R1 |
901-3 |
901-3 |
888-5 |
897-2 |
| PP |
893-1 |
893-1 |
893-1 |
891-1 |
| S1 |
878-3 |
878-3 |
884-3 |
874-2 |
| S2 |
870-1 |
870-1 |
882-2 |
|
| S3 |
847-1 |
855-3 |
880-1 |
|
| S4 |
824-1 |
832-3 |
873-7 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1180-2 |
1136-0 |
994-5 |
|
| R3 |
1113-2 |
1069-0 |
976-1 |
|
| R2 |
1046-2 |
1046-2 |
970-0 |
|
| R1 |
1002-0 |
1002-0 |
963-7 |
990-5 |
| PP |
979-2 |
979-2 |
979-2 |
973-4 |
| S1 |
935-0 |
935-0 |
951-5 |
923-5 |
| S2 |
912-2 |
912-2 |
945-4 |
|
| S3 |
845-2 |
868-0 |
939-3 |
|
| S4 |
778-2 |
801-0 |
920-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
999-0 |
885-0 |
114-0 |
12.9% |
20-3 |
2.3% |
1% |
False |
True |
38,046 |
| 10 |
1023-4 |
885-0 |
138-4 |
15.6% |
21-6 |
2.5% |
1% |
False |
True |
35,456 |
| 20 |
1047-0 |
885-0 |
162-0 |
18.3% |
21-6 |
2.5% |
1% |
False |
True |
28,665 |
| 40 |
1048-0 |
878-0 |
170-0 |
19.2% |
22-7 |
2.6% |
5% |
False |
False |
19,576 |
| 60 |
1048-0 |
787-4 |
260-4 |
29.4% |
20-7 |
2.4% |
38% |
False |
False |
14,779 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.4% |
22-2 |
2.5% |
38% |
False |
False |
11,952 |
| 100 |
1238-0 |
787-4 |
450-4 |
50.8% |
22-2 |
2.5% |
22% |
False |
False |
10,071 |
| 120 |
1396-0 |
787-4 |
608-4 |
68.6% |
21-6 |
2.5% |
16% |
False |
False |
8,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1005-6 |
|
2.618 |
968-2 |
|
1.618 |
945-2 |
|
1.000 |
931-0 |
|
0.618 |
922-2 |
|
HIGH |
908-0 |
|
0.618 |
899-2 |
|
0.500 |
896-4 |
|
0.382 |
893-6 |
|
LOW |
885-0 |
|
0.618 |
870-6 |
|
1.000 |
862-0 |
|
1.618 |
847-6 |
|
2.618 |
824-6 |
|
4.250 |
787-2 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
896-4 |
931-0 |
| PP |
893-1 |
916-1 |
| S1 |
889-7 |
901-3 |
|