CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
971-0 |
1005-4 |
34-4 |
3.6% |
982-0 |
| High |
995-0 |
1017-0 |
22-0 |
2.2% |
1017-0 |
| Low |
966-0 |
996-0 |
30-0 |
3.1% |
947-0 |
| Close |
987-2 |
1012-0 |
24-6 |
2.5% |
1012-0 |
| Range |
29-0 |
21-0 |
-8-0 |
-27.6% |
70-0 |
| ATR |
28-5 |
28-6 |
0-1 |
0.3% |
0-0 |
| Volume |
30,072 |
22,470 |
-7,602 |
-25.3% |
109,251 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1071-3 |
1062-5 |
1023-4 |
|
| R3 |
1050-3 |
1041-5 |
1017-6 |
|
| R2 |
1029-3 |
1029-3 |
1015-7 |
|
| R1 |
1020-5 |
1020-5 |
1013-7 |
1025-0 |
| PP |
1008-3 |
1008-3 |
1008-3 |
1010-4 |
| S1 |
999-5 |
999-5 |
1010-1 |
1004-0 |
| S2 |
987-3 |
987-3 |
1008-1 |
|
| S3 |
966-3 |
978-5 |
1006-2 |
|
| S4 |
945-3 |
957-5 |
1000-4 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-0 |
1177-0 |
1050-4 |
|
| R3 |
1132-0 |
1107-0 |
1031-2 |
|
| R2 |
1062-0 |
1062-0 |
1024-7 |
|
| R1 |
1037-0 |
1037-0 |
1018-3 |
1049-4 |
| PP |
992-0 |
992-0 |
992-0 |
998-2 |
| S1 |
967-0 |
967-0 |
1005-5 |
979-4 |
| S2 |
922-0 |
922-0 |
999-1 |
|
| S3 |
852-0 |
897-0 |
992-6 |
|
| S4 |
782-0 |
827-0 |
973-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1017-0 |
947-0 |
70-0 |
6.9% |
20-7 |
2.1% |
93% |
True |
False |
21,850 |
| 10 |
1054-4 |
947-0 |
107-4 |
10.6% |
20-6 |
2.1% |
60% |
False |
False |
20,188 |
| 20 |
1059-0 |
947-0 |
112-0 |
11.1% |
25-0 |
2.5% |
58% |
False |
False |
19,296 |
| 40 |
1059-0 |
848-0 |
211-0 |
20.8% |
22-6 |
2.3% |
78% |
False |
False |
13,325 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.9% |
21-6 |
2.1% |
82% |
False |
False |
10,640 |
| 80 |
1059-0 |
797-0 |
262-0 |
25.9% |
23-4 |
2.3% |
82% |
False |
False |
9,227 |
| 100 |
1262-0 |
797-0 |
465-0 |
45.9% |
23-6 |
2.4% |
46% |
False |
False |
8,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1106-2 |
|
2.618 |
1072-0 |
|
1.618 |
1051-0 |
|
1.000 |
1038-0 |
|
0.618 |
1030-0 |
|
HIGH |
1017-0 |
|
0.618 |
1009-0 |
|
0.500 |
1006-4 |
|
0.382 |
1004-0 |
|
LOW |
996-0 |
|
0.618 |
983-0 |
|
1.000 |
975-0 |
|
1.618 |
962-0 |
|
2.618 |
941-0 |
|
4.250 |
906-6 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1010-1 |
1003-3 |
| PP |
1008-3 |
994-7 |
| S1 |
1006-4 |
986-2 |
|