CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
993-0 |
987-0 |
-6-0 |
-0.6% |
982-0 |
| High |
1004-0 |
992-0 |
-12-0 |
-1.2% |
1017-0 |
| Low |
987-4 |
975-0 |
-12-4 |
-1.3% |
947-0 |
| Close |
987-6 |
976-0 |
-11-6 |
-1.2% |
1012-0 |
| Range |
16-4 |
17-0 |
0-4 |
3.0% |
70-0 |
| ATR |
27-1 |
26-3 |
-0-6 |
-2.7% |
0-0 |
| Volume |
13,487 |
14,487 |
1,000 |
7.4% |
109,251 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1032-0 |
1021-0 |
985-3 |
|
| R3 |
1015-0 |
1004-0 |
980-5 |
|
| R2 |
998-0 |
998-0 |
979-1 |
|
| R1 |
987-0 |
987-0 |
977-4 |
984-0 |
| PP |
981-0 |
981-0 |
981-0 |
979-4 |
| S1 |
970-0 |
970-0 |
974-4 |
967-0 |
| S2 |
964-0 |
964-0 |
972-7 |
|
| S3 |
947-0 |
953-0 |
971-3 |
|
| S4 |
930-0 |
936-0 |
966-5 |
|
|
| 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 |
1029-0 |
975-0 |
54-0 |
5.5% |
19-3 |
2.0% |
2% |
False |
True |
17,661 |
| 10 |
1029-0 |
947-0 |
82-0 |
8.4% |
19-7 |
2.0% |
35% |
False |
False |
18,387 |
| 20 |
1054-4 |
947-0 |
107-4 |
11.0% |
23-4 |
2.4% |
27% |
False |
False |
19,276 |
| 40 |
1059-0 |
872-0 |
187-0 |
19.2% |
22-3 |
2.3% |
56% |
False |
False |
14,392 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.8% |
21-4 |
2.2% |
68% |
False |
False |
11,467 |
| 80 |
1059-0 |
797-0 |
262-0 |
26.8% |
22-6 |
2.3% |
68% |
False |
False |
9,790 |
| 100 |
1262-0 |
797-0 |
465-0 |
47.6% |
23-2 |
2.4% |
38% |
False |
False |
8,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1064-2 |
|
2.618 |
1036-4 |
|
1.618 |
1019-4 |
|
1.000 |
1009-0 |
|
0.618 |
1002-4 |
|
HIGH |
992-0 |
|
0.618 |
985-4 |
|
0.500 |
983-4 |
|
0.382 |
981-4 |
|
LOW |
975-0 |
|
0.618 |
964-4 |
|
1.000 |
958-0 |
|
1.618 |
947-4 |
|
2.618 |
930-4 |
|
4.250 |
902-6 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
983-4 |
997-4 |
| PP |
981-0 |
990-3 |
| S1 |
978-4 |
983-1 |
|