CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
853-0 |
850-4 |
-2-4 |
-0.3% |
874-4 |
| High |
876-4 |
853-0 |
-23-4 |
-2.7% |
890-4 |
| Low |
852-0 |
838-4 |
-13-4 |
-1.6% |
852-0 |
| Close |
872-0 |
844-0 |
-28-0 |
-3.2% |
872-0 |
| Range |
24-4 |
14-4 |
-10-0 |
-40.8% |
38-4 |
| ATR |
26-0 |
26-4 |
0-4 |
2.1% |
0-0 |
| Volume |
100,460 |
72,744 |
-27,716 |
-27.6% |
354,068 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888-5 |
880-7 |
852-0 |
|
| R3 |
874-1 |
866-3 |
848-0 |
|
| R2 |
859-5 |
859-5 |
846-5 |
|
| R1 |
851-7 |
851-7 |
845-3 |
848-4 |
| PP |
845-1 |
845-1 |
845-1 |
843-4 |
| S1 |
837-3 |
837-3 |
842-5 |
834-0 |
| S2 |
830-5 |
830-5 |
841-3 |
|
| S3 |
816-1 |
822-7 |
840-0 |
|
| S4 |
801-5 |
808-3 |
836-0 |
|
|
| 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 |
838-4 |
52-0 |
6.2% |
21-5 |
2.6% |
11% |
False |
True |
70,857 |
| 10 |
926-0 |
838-4 |
87-4 |
10.4% |
20-6 |
2.5% |
6% |
False |
True |
59,572 |
| 20 |
1023-4 |
838-4 |
185-0 |
21.9% |
20-6 |
2.5% |
3% |
False |
True |
46,024 |
| 40 |
1048-0 |
838-4 |
209-4 |
24.8% |
22-6 |
2.7% |
3% |
False |
True |
31,819 |
| 60 |
1048-0 |
787-4 |
260-4 |
30.9% |
21-4 |
2.5% |
22% |
False |
False |
22,956 |
| 80 |
1048-0 |
787-4 |
260-4 |
30.9% |
21-3 |
2.5% |
22% |
False |
False |
18,179 |
| 100 |
1048-0 |
787-4 |
260-4 |
30.9% |
22-2 |
2.6% |
22% |
False |
False |
15,131 |
| 120 |
1247-0 |
787-4 |
459-4 |
54.4% |
21-4 |
2.5% |
12% |
False |
False |
12,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
914-5 |
|
2.618 |
891-0 |
|
1.618 |
876-4 |
|
1.000 |
867-4 |
|
0.618 |
862-0 |
|
HIGH |
853-0 |
|
0.618 |
847-4 |
|
0.500 |
845-6 |
|
0.382 |
844-0 |
|
LOW |
838-4 |
|
0.618 |
829-4 |
|
1.000 |
824-0 |
|
1.618 |
815-0 |
|
2.618 |
800-4 |
|
4.250 |
776-7 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
845-6 |
864-4 |
| PP |
845-1 |
857-5 |
| S1 |
844-5 |
850-7 |
|