CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
875-0 |
885-0 |
10-0 |
1.1% |
928-0 |
| High |
888-4 |
892-0 |
3-4 |
0.4% |
930-0 |
| Low |
875-0 |
873-0 |
-2-0 |
-0.2% |
860-0 |
| Close |
888-4 |
885-0 |
-3-4 |
-0.4% |
869-2 |
| Range |
13-4 |
19-0 |
5-4 |
40.7% |
70-0 |
| ATR |
25-4 |
25-0 |
-0-4 |
-1.8% |
0-0 |
| Volume |
18,338 |
12,105 |
-6,233 |
-34.0% |
80,306 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-3 |
931-5 |
895-4 |
|
| R3 |
921-3 |
912-5 |
890-2 |
|
| R2 |
902-3 |
902-3 |
888-4 |
|
| R1 |
893-5 |
893-5 |
886-6 |
894-4 |
| PP |
883-3 |
883-3 |
883-3 |
883-6 |
| S1 |
874-5 |
874-5 |
883-2 |
875-4 |
| S2 |
864-3 |
864-3 |
881-4 |
|
| S3 |
845-3 |
855-5 |
879-6 |
|
| S4 |
826-3 |
836-5 |
874-4 |
|
|
| 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 |
905-0 |
860-0 |
45-0 |
5.1% |
16-3 |
1.9% |
56% |
False |
False |
19,454 |
| 10 |
1004-0 |
860-0 |
144-0 |
16.3% |
18-2 |
2.1% |
17% |
False |
False |
17,779 |
| 20 |
1029-0 |
860-0 |
169-0 |
19.1% |
19-0 |
2.1% |
15% |
False |
False |
18,497 |
| 40 |
1059-0 |
860-0 |
199-0 |
22.5% |
22-5 |
2.6% |
13% |
False |
False |
17,014 |
| 60 |
1059-0 |
797-0 |
262-0 |
29.6% |
21-2 |
2.4% |
34% |
False |
False |
13,391 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.6% |
21-4 |
2.4% |
34% |
False |
False |
11,124 |
| 100 |
1089-0 |
797-0 |
292-0 |
33.0% |
22-7 |
2.6% |
30% |
False |
False |
10,072 |
| 120 |
1296-0 |
797-0 |
499-0 |
56.4% |
23-3 |
2.6% |
18% |
False |
False |
8,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972-6 |
|
2.618 |
941-6 |
|
1.618 |
922-6 |
|
1.000 |
911-0 |
|
0.618 |
903-6 |
|
HIGH |
892-0 |
|
0.618 |
884-6 |
|
0.500 |
882-4 |
|
0.382 |
880-2 |
|
LOW |
873-0 |
|
0.618 |
861-2 |
|
1.000 |
854-0 |
|
1.618 |
842-2 |
|
2.618 |
823-2 |
|
4.250 |
792-2 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
884-1 |
883-7 |
| PP |
883-3 |
882-7 |
| S1 |
882-4 |
881-6 |
|