CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
874-4 |
868-4 |
-6-0 |
-0.7% |
921-0 |
| High |
881-0 |
884-0 |
3-0 |
0.3% |
926-0 |
| Low |
865-0 |
868-4 |
3-4 |
0.4% |
854-4 |
| Close |
876-0 |
883-4 |
7-4 |
0.9% |
863-2 |
| Range |
16-0 |
15-4 |
-0-4 |
-3.1% |
71-4 |
| ATR |
26-6 |
25-7 |
-0-6 |
-3.0% |
0-0 |
| Volume |
72,525 |
56,063 |
-16,462 |
-22.7% |
168,914 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925-1 |
919-7 |
892-0 |
|
| R3 |
909-5 |
904-3 |
887-6 |
|
| R2 |
894-1 |
894-1 |
886-3 |
|
| R1 |
888-7 |
888-7 |
884-7 |
891-4 |
| PP |
878-5 |
878-5 |
878-5 |
880-0 |
| S1 |
873-3 |
873-3 |
882-1 |
876-0 |
| S2 |
863-1 |
863-1 |
880-5 |
|
| S3 |
847-5 |
857-7 |
879-2 |
|
| S4 |
832-1 |
842-3 |
875-0 |
|
|
| 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 |
908-0 |
854-4 |
53-4 |
6.1% |
18-1 |
2.0% |
54% |
False |
False |
52,995 |
| 10 |
1014-0 |
854-4 |
159-4 |
18.1% |
19-4 |
2.2% |
18% |
False |
False |
44,515 |
| 20 |
1023-4 |
854-4 |
169-0 |
19.1% |
19-4 |
2.2% |
17% |
False |
False |
34,449 |
| 40 |
1048-0 |
854-4 |
193-4 |
21.9% |
23-3 |
2.6% |
15% |
False |
False |
24,829 |
| 60 |
1048-0 |
787-4 |
260-4 |
29.5% |
20-5 |
2.3% |
37% |
False |
False |
18,247 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.5% |
21-2 |
2.4% |
37% |
False |
False |
14,627 |
| 100 |
1107-0 |
787-4 |
319-4 |
36.2% |
22-0 |
2.5% |
30% |
False |
False |
12,269 |
| 120 |
1320-0 |
787-4 |
532-4 |
60.3% |
21-6 |
2.5% |
18% |
False |
False |
10,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949-7 |
|
2.618 |
924-5 |
|
1.618 |
909-1 |
|
1.000 |
899-4 |
|
0.618 |
893-5 |
|
HIGH |
884-0 |
|
0.618 |
878-1 |
|
0.500 |
876-2 |
|
0.382 |
874-3 |
|
LOW |
868-4 |
|
0.618 |
858-7 |
|
1.000 |
853-0 |
|
1.618 |
843-3 |
|
2.618 |
827-7 |
|
4.250 |
802-5 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
881-1 |
878-6 |
| PP |
878-5 |
874-0 |
| S1 |
876-2 |
869-2 |
|