CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
879-0 |
853-0 |
-26-0 |
-3.0% |
874-4 |
| High |
890-4 |
876-4 |
-14-0 |
-1.6% |
890-4 |
| Low |
858-4 |
852-0 |
-6-4 |
-0.8% |
852-0 |
| Close |
868-4 |
872-0 |
3-4 |
0.4% |
872-0 |
| Range |
32-0 |
24-4 |
-7-4 |
-23.4% |
38-4 |
| ATR |
26-1 |
26-0 |
-0-1 |
-0.4% |
0-0 |
| Volume |
77,546 |
100,460 |
22,914 |
29.5% |
354,068 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-3 |
930-5 |
885-4 |
|
| R3 |
915-7 |
906-1 |
878-6 |
|
| R2 |
891-3 |
891-3 |
876-4 |
|
| R1 |
881-5 |
881-5 |
874-2 |
886-4 |
| PP |
866-7 |
866-7 |
866-7 |
869-2 |
| S1 |
857-1 |
857-1 |
869-6 |
862-0 |
| S2 |
842-3 |
842-3 |
867-4 |
|
| S3 |
817-7 |
832-5 |
865-2 |
|
| S4 |
793-3 |
808-1 |
858-4 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-0 |
968-0 |
893-1 |
|
| R3 |
948-4 |
929-4 |
882-5 |
|
| R2 |
910-0 |
910-0 |
879-0 |
|
| R1 |
891-0 |
891-0 |
875-4 |
881-2 |
| PP |
871-4 |
871-4 |
871-4 |
866-5 |
| S1 |
852-4 |
852-4 |
868-4 |
842-6 |
| S2 |
833-0 |
833-0 |
865-0 |
|
| S3 |
794-4 |
814-0 |
861-3 |
|
| S4 |
756-0 |
775-4 |
850-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
890-4 |
852-0 |
38-4 |
4.4% |
21-7 |
2.5% |
52% |
False |
True |
70,813 |
| 10 |
977-0 |
852-0 |
125-0 |
14.3% |
21-2 |
2.4% |
16% |
False |
True |
56,505 |
| 20 |
1023-4 |
852-0 |
171-4 |
19.7% |
21-1 |
2.4% |
12% |
False |
True |
42,989 |
| 40 |
1048-0 |
852-0 |
196-0 |
22.5% |
23-2 |
2.7% |
10% |
False |
True |
30,101 |
| 60 |
1048-0 |
787-4 |
260-4 |
29.9% |
21-3 |
2.5% |
32% |
False |
False |
21,818 |
| 80 |
1048-0 |
787-4 |
260-4 |
29.9% |
21-3 |
2.5% |
32% |
False |
False |
17,291 |
| 100 |
1048-0 |
787-4 |
260-4 |
29.9% |
22-2 |
2.6% |
32% |
False |
False |
14,436 |
| 120 |
1247-0 |
787-4 |
459-4 |
52.7% |
21-4 |
2.5% |
18% |
False |
False |
12,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980-5 |
|
2.618 |
940-5 |
|
1.618 |
916-1 |
|
1.000 |
901-0 |
|
0.618 |
891-5 |
|
HIGH |
876-4 |
|
0.618 |
867-1 |
|
0.500 |
864-2 |
|
0.382 |
861-3 |
|
LOW |
852-0 |
|
0.618 |
836-7 |
|
1.000 |
827-4 |
|
1.618 |
812-3 |
|
2.618 |
787-7 |
|
4.250 |
747-7 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
869-3 |
871-6 |
| PP |
866-7 |
871-4 |
| S1 |
864-2 |
871-2 |
|