CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
875-0 |
883-0 |
8-0 |
0.9% |
928-0 |
| High |
880-0 |
886-0 |
6-0 |
0.7% |
930-0 |
| Low |
860-0 |
871-4 |
11-4 |
1.3% |
860-0 |
| Close |
869-2 |
882-2 |
13-0 |
1.5% |
869-2 |
| Range |
20-0 |
14-4 |
-5-4 |
-27.5% |
70-0 |
| ATR |
27-2 |
26-4 |
-0-6 |
-2.7% |
0-0 |
| Volume |
22,166 |
21,905 |
-261 |
-1.2% |
80,306 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
923-3 |
917-3 |
890-2 |
|
| R3 |
908-7 |
902-7 |
886-2 |
|
| R2 |
894-3 |
894-3 |
884-7 |
|
| R1 |
888-3 |
888-3 |
883-5 |
884-1 |
| PP |
879-7 |
879-7 |
879-7 |
877-6 |
| S1 |
873-7 |
873-7 |
880-7 |
869-5 |
| S2 |
865-3 |
865-3 |
879-5 |
|
| S3 |
850-7 |
859-3 |
878-2 |
|
| S4 |
836-3 |
844-7 |
874-2 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1096-3 |
1052-7 |
907-6 |
|
| R3 |
1026-3 |
982-7 |
888-4 |
|
| R2 |
956-3 |
956-3 |
882-1 |
|
| R1 |
912-7 |
912-7 |
875-5 |
899-5 |
| PP |
886-3 |
886-3 |
886-3 |
879-6 |
| S1 |
842-7 |
842-7 |
862-7 |
829-5 |
| S2 |
816-3 |
816-3 |
856-3 |
|
| S3 |
746-3 |
772-7 |
850-0 |
|
| S4 |
676-3 |
702-7 |
830-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
930-0 |
860-0 |
70-0 |
7.9% |
19-5 |
2.2% |
32% |
False |
False |
20,442 |
| 10 |
1029-0 |
860-0 |
169-0 |
19.2% |
19-2 |
2.2% |
13% |
False |
False |
18,521 |
| 20 |
1054-4 |
860-0 |
194-4 |
22.0% |
20-0 |
2.3% |
11% |
False |
False |
19,355 |
| 40 |
1059-0 |
860-0 |
199-0 |
22.6% |
23-0 |
2.6% |
11% |
False |
False |
16,419 |
| 60 |
1059-0 |
797-0 |
262-0 |
29.7% |
21-2 |
2.4% |
33% |
False |
False |
13,039 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.7% |
22-3 |
2.5% |
33% |
False |
False |
10,898 |
| 100 |
1130-0 |
797-0 |
333-0 |
37.7% |
23-0 |
2.6% |
26% |
False |
False |
9,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
947-5 |
|
2.618 |
924-0 |
|
1.618 |
909-4 |
|
1.000 |
900-4 |
|
0.618 |
895-0 |
|
HIGH |
886-0 |
|
0.618 |
880-4 |
|
0.500 |
878-6 |
|
0.382 |
877-0 |
|
LOW |
871-4 |
|
0.618 |
862-4 |
|
1.000 |
857-0 |
|
1.618 |
848-0 |
|
2.618 |
833-4 |
|
4.250 |
809-7 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
881-1 |
882-4 |
| PP |
879-7 |
882-3 |
| S1 |
878-6 |
882-3 |
|