CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
893-0 |
897-0 |
4-0 |
0.4% |
1015-0 |
| High |
908-0 |
901-4 |
-6-4 |
-0.7% |
1023-4 |
| Low |
885-0 |
885-0 |
0-0 |
0.0% |
956-4 |
| Close |
886-4 |
886-0 |
-0-4 |
-0.1% |
957-6 |
| Range |
23-0 |
16-4 |
-6-4 |
-28.3% |
67-0 |
| ATR |
27-7 |
27-1 |
-0-7 |
-2.9% |
0-0 |
| Volume |
40,239 |
48,247 |
8,008 |
19.9% |
181,284 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-3 |
929-5 |
895-1 |
|
| R3 |
923-7 |
913-1 |
890-4 |
|
| R2 |
907-3 |
907-3 |
889-0 |
|
| R1 |
896-5 |
896-5 |
887-4 |
893-6 |
| PP |
890-7 |
890-7 |
890-7 |
889-3 |
| S1 |
880-1 |
880-1 |
884-4 |
877-2 |
| S2 |
874-3 |
874-3 |
883-0 |
|
| S3 |
857-7 |
863-5 |
881-4 |
|
| S4 |
841-3 |
847-1 |
876-7 |
|
|
| 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 |
987-0 |
885-0 |
102-0 |
11.5% |
20-1 |
2.3% |
1% |
False |
True |
41,469 |
| 10 |
1023-4 |
885-0 |
138-4 |
15.6% |
21-4 |
2.4% |
1% |
False |
True |
36,550 |
| 20 |
1047-0 |
885-0 |
162-0 |
18.3% |
21-2 |
2.4% |
1% |
False |
True |
29,951 |
| 40 |
1048-0 |
885-0 |
163-0 |
18.4% |
23-1 |
2.6% |
1% |
False |
True |
20,686 |
| 60 |
1048-0 |
787-4 |
260-4 |
29.4% |
20-7 |
2.4% |
38% |
False |
False |
15,524 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.4% |
22-2 |
2.5% |
38% |
False |
False |
12,528 |
| 100 |
1213-0 |
787-4 |
425-4 |
48.0% |
22-2 |
2.5% |
23% |
False |
False |
10,546 |
| 120 |
1373-0 |
787-4 |
585-4 |
66.1% |
21-6 |
2.5% |
17% |
False |
False |
9,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
971-5 |
|
2.618 |
944-6 |
|
1.618 |
928-2 |
|
1.000 |
918-0 |
|
0.618 |
911-6 |
|
HIGH |
901-4 |
|
0.618 |
895-2 |
|
0.500 |
893-2 |
|
0.382 |
891-2 |
|
LOW |
885-0 |
|
0.618 |
874-6 |
|
1.000 |
868-4 |
|
1.618 |
858-2 |
|
2.618 |
841-6 |
|
4.250 |
814-7 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
893-2 |
905-4 |
| PP |
890-7 |
899-0 |
| S1 |
888-3 |
892-4 |
|