CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
896-4 |
901-4 |
5-0 |
0.6% |
1022-4 |
| High |
912-4 |
905-0 |
-7-4 |
-0.8% |
1029-0 |
| Low |
889-0 |
890-0 |
1-0 |
0.1% |
962-0 |
| Close |
890-6 |
891-4 |
0-6 |
0.1% |
962-0 |
| Range |
23-4 |
15-0 |
-8-4 |
-36.2% |
67-0 |
| ATR |
27-6 |
26-7 |
-0-7 |
-3.3% |
0-0 |
| Volume |
21,895 |
22,760 |
865 |
4.0% |
83,006 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-4 |
931-0 |
899-6 |
|
| R3 |
925-4 |
916-0 |
895-5 |
|
| R2 |
910-4 |
910-4 |
894-2 |
|
| R1 |
901-0 |
901-0 |
892-7 |
898-2 |
| PP |
895-4 |
895-4 |
895-4 |
894-1 |
| S1 |
886-0 |
886-0 |
890-1 |
883-2 |
| S2 |
880-4 |
880-4 |
888-6 |
|
| S3 |
865-4 |
871-0 |
887-3 |
|
| S4 |
850-4 |
856-0 |
883-2 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1185-3 |
1140-5 |
998-7 |
|
| R3 |
1118-3 |
1073-5 |
980-3 |
|
| R2 |
1051-3 |
1051-3 |
974-2 |
|
| R1 |
1006-5 |
1006-5 |
968-1 |
995-4 |
| PP |
984-3 |
984-3 |
984-3 |
978-6 |
| S1 |
939-5 |
939-5 |
955-7 |
928-4 |
| S2 |
917-3 |
917-3 |
949-6 |
|
| S3 |
850-3 |
872-5 |
943-5 |
|
| S4 |
783-3 |
805-5 |
925-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
992-0 |
889-0 |
103-0 |
11.6% |
19-7 |
2.2% |
2% |
False |
False |
17,958 |
| 10 |
1029-0 |
889-0 |
140-0 |
15.7% |
20-7 |
2.3% |
2% |
False |
False |
19,368 |
| 20 |
1054-4 |
889-0 |
165-4 |
18.6% |
20-4 |
2.3% |
2% |
False |
False |
18,812 |
| 40 |
1059-0 |
889-0 |
170-0 |
19.1% |
23-0 |
2.6% |
1% |
False |
False |
15,521 |
| 60 |
1059-0 |
797-0 |
262-0 |
29.4% |
21-5 |
2.4% |
36% |
False |
False |
12,497 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.4% |
23-0 |
2.6% |
36% |
False |
False |
10,484 |
| 100 |
1229-0 |
797-0 |
432-0 |
48.5% |
23-0 |
2.6% |
22% |
False |
False |
9,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968-6 |
|
2.618 |
944-2 |
|
1.618 |
929-2 |
|
1.000 |
920-0 |
|
0.618 |
914-2 |
|
HIGH |
905-0 |
|
0.618 |
899-2 |
|
0.500 |
897-4 |
|
0.382 |
895-6 |
|
LOW |
890-0 |
|
0.618 |
880-6 |
|
1.000 |
875-0 |
|
1.618 |
865-6 |
|
2.618 |
850-6 |
|
4.250 |
826-2 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
897-4 |
909-4 |
| PP |
895-4 |
903-4 |
| S1 |
893-4 |
897-4 |
|