CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
928-0 |
934-0 |
6-0 |
0.6% |
960-0 |
| High |
954-0 |
938-0 |
-16-0 |
-1.7% |
968-0 |
| Low |
928-0 |
915-0 |
-13-0 |
-1.4% |
924-0 |
| Close |
945-0 |
925-0 |
-20-0 |
-2.1% |
945-0 |
| Range |
26-0 |
23-0 |
-3-0 |
-11.5% |
44-0 |
| ATR |
24-7 |
25-2 |
0-3 |
1.5% |
0-0 |
| Volume |
7,138 |
11,949 |
4,811 |
67.4% |
46,426 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995-0 |
983-0 |
937-5 |
|
| R3 |
972-0 |
960-0 |
931-3 |
|
| R2 |
949-0 |
949-0 |
929-2 |
|
| R1 |
937-0 |
937-0 |
927-1 |
931-4 |
| PP |
926-0 |
926-0 |
926-0 |
923-2 |
| S1 |
914-0 |
914-0 |
922-7 |
908-4 |
| S2 |
903-0 |
903-0 |
920-6 |
|
| S3 |
880-0 |
891-0 |
918-5 |
|
| S4 |
857-0 |
868-0 |
912-3 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-5 |
1055-3 |
969-2 |
|
| R3 |
1033-5 |
1011-3 |
957-1 |
|
| R2 |
989-5 |
989-5 |
953-1 |
|
| R1 |
967-3 |
967-3 |
949-0 |
956-4 |
| PP |
945-5 |
945-5 |
945-5 |
940-2 |
| S1 |
923-3 |
923-3 |
941-0 |
912-4 |
| S2 |
901-5 |
901-5 |
936-7 |
|
| S3 |
857-5 |
879-3 |
932-7 |
|
| S4 |
813-5 |
835-3 |
920-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1035-6 |
|
2.618 |
998-2 |
|
1.618 |
975-2 |
|
1.000 |
961-0 |
|
0.618 |
952-2 |
|
HIGH |
938-0 |
|
0.618 |
929-2 |
|
0.500 |
926-4 |
|
0.382 |
923-6 |
|
LOW |
915-0 |
|
0.618 |
900-6 |
|
1.000 |
892-0 |
|
1.618 |
877-6 |
|
2.618 |
854-6 |
|
4.250 |
817-2 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
926-4 |
934-4 |
| PP |
926-0 |
931-3 |
| S1 |
925-4 |
928-1 |
|