CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
871-4 |
874-4 |
3-0 |
0.3% |
921-0 |
| High |
874-0 |
881-0 |
7-0 |
0.8% |
926-0 |
| Low |
854-4 |
865-0 |
10-4 |
1.2% |
854-4 |
| Close |
863-2 |
876-0 |
12-6 |
1.5% |
863-2 |
| Range |
19-4 |
16-0 |
-3-4 |
-17.9% |
71-4 |
| ATR |
27-3 |
26-6 |
-0-6 |
-2.5% |
0-0 |
| Volume |
47,903 |
72,525 |
24,622 |
51.4% |
168,914 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
922-0 |
915-0 |
884-6 |
|
| R3 |
906-0 |
899-0 |
880-3 |
|
| R2 |
890-0 |
890-0 |
878-7 |
|
| R1 |
883-0 |
883-0 |
877-4 |
886-4 |
| PP |
874-0 |
874-0 |
874-0 |
875-6 |
| S1 |
867-0 |
867-0 |
874-4 |
870-4 |
| S2 |
858-0 |
858-0 |
873-1 |
|
| S3 |
842-0 |
851-0 |
871-5 |
|
| S4 |
826-0 |
835-0 |
867-2 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-6 |
1051-0 |
902-5 |
|
| R3 |
1024-2 |
979-4 |
882-7 |
|
| R2 |
952-6 |
952-6 |
876-3 |
|
| R1 |
908-0 |
908-0 |
869-6 |
894-5 |
| PP |
881-2 |
881-2 |
881-2 |
874-4 |
| S1 |
836-4 |
836-4 |
856-6 |
823-1 |
| S2 |
809-6 |
809-6 |
850-1 |
|
| S3 |
738-2 |
765-0 |
843-5 |
|
| S4 |
666-6 |
693-4 |
823-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-0 |
854-4 |
71-4 |
8.2% |
19-6 |
2.3% |
30% |
False |
False |
48,287 |
| 10 |
1023-4 |
854-4 |
169-0 |
19.3% |
20-0 |
2.3% |
13% |
False |
False |
42,272 |
| 20 |
1047-0 |
854-4 |
192-4 |
22.0% |
20-5 |
2.4% |
11% |
False |
False |
33,401 |
| 40 |
1048-0 |
854-4 |
193-4 |
22.1% |
23-2 |
2.7% |
11% |
False |
False |
23,507 |
| 60 |
1048-0 |
787-4 |
260-4 |
29.7% |
20-5 |
2.3% |
34% |
False |
False |
17,374 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.7% |
21-5 |
2.5% |
34% |
False |
False |
13,956 |
| 100 |
1122-0 |
787-4 |
334-4 |
38.2% |
22-2 |
2.5% |
26% |
False |
False |
11,727 |
| 120 |
1339-0 |
787-4 |
551-4 |
63.0% |
22-0 |
2.5% |
16% |
False |
False |
10,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949-0 |
|
2.618 |
922-7 |
|
1.618 |
906-7 |
|
1.000 |
897-0 |
|
0.618 |
890-7 |
|
HIGH |
881-0 |
|
0.618 |
874-7 |
|
0.500 |
873-0 |
|
0.382 |
871-1 |
|
LOW |
865-0 |
|
0.618 |
855-1 |
|
1.000 |
849-0 |
|
1.618 |
839-1 |
|
2.618 |
823-1 |
|
4.250 |
797-0 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
875-0 |
878-0 |
| PP |
874-0 |
877-3 |
| S1 |
873-0 |
876-5 |
|