CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
858-0 |
853-0 |
-5-0 |
-0.6% |
883-0 |
| High |
879-0 |
856-0 |
-23-0 |
-2.6% |
894-4 |
| Low |
856-0 |
842-0 |
-14-0 |
-1.6% |
856-0 |
| Close |
875-0 |
846-4 |
-28-4 |
-3.3% |
875-0 |
| Range |
23-0 |
14-0 |
-9-0 |
-39.1% |
38-4 |
| ATR |
25-2 |
25-6 |
0-4 |
2.2% |
0-0 |
| Volume |
23,100 |
22,593 |
-507 |
-2.2% |
90,407 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890-1 |
882-3 |
854-2 |
|
| R3 |
876-1 |
868-3 |
850-3 |
|
| R2 |
862-1 |
862-1 |
849-1 |
|
| R1 |
854-3 |
854-3 |
847-6 |
851-2 |
| PP |
848-1 |
848-1 |
848-1 |
846-5 |
| S1 |
840-3 |
840-3 |
845-2 |
837-2 |
| S2 |
834-1 |
834-1 |
843-7 |
|
| S3 |
820-1 |
826-3 |
842-5 |
|
| S4 |
806-1 |
812-3 |
838-6 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-5 |
971-3 |
896-1 |
|
| R3 |
952-1 |
932-7 |
885-5 |
|
| R2 |
913-5 |
913-5 |
882-0 |
|
| R1 |
894-3 |
894-3 |
878-4 |
884-6 |
| PP |
875-1 |
875-1 |
875-1 |
870-3 |
| S1 |
855-7 |
855-7 |
871-4 |
846-2 |
| S2 |
836-5 |
836-5 |
868-0 |
|
| S3 |
798-1 |
817-3 |
864-3 |
|
| S4 |
759-5 |
778-7 |
853-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
894-4 |
842-0 |
52-4 |
6.2% |
19-6 |
2.3% |
9% |
False |
True |
18,219 |
| 10 |
930-0 |
842-0 |
88-0 |
10.4% |
19-6 |
2.3% |
5% |
False |
True |
19,330 |
| 20 |
1029-0 |
842-0 |
187-0 |
22.1% |
19-7 |
2.3% |
2% |
False |
True |
19,278 |
| 40 |
1059-0 |
842-0 |
217-0 |
25.6% |
22-1 |
2.6% |
2% |
False |
True |
17,904 |
| 60 |
1059-0 |
797-0 |
262-0 |
31.0% |
21-3 |
2.5% |
19% |
False |
False |
14,172 |
| 80 |
1059-0 |
797-0 |
262-0 |
31.0% |
21-5 |
2.6% |
19% |
False |
False |
11,734 |
| 100 |
1059-0 |
797-0 |
262-0 |
31.0% |
22-6 |
2.7% |
19% |
False |
False |
10,418 |
| 120 |
1262-0 |
797-0 |
465-0 |
54.9% |
23-3 |
2.8% |
11% |
False |
False |
9,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
915-4 |
|
2.618 |
892-5 |
|
1.618 |
878-5 |
|
1.000 |
870-0 |
|
0.618 |
864-5 |
|
HIGH |
856-0 |
|
0.618 |
850-5 |
|
0.500 |
849-0 |
|
0.382 |
847-3 |
|
LOW |
842-0 |
|
0.618 |
833-3 |
|
1.000 |
828-0 |
|
1.618 |
819-3 |
|
2.618 |
805-3 |
|
4.250 |
782-4 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
849-0 |
868-2 |
| PP |
848-1 |
861-0 |
| S1 |
847-3 |
853-6 |
|