CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
968-0 |
945-0 |
-23-0 |
-2.4% |
1028-0 |
| High |
970-0 |
948-4 |
-21-4 |
-2.2% |
1040-0 |
| Low |
943-4 |
935-0 |
-8-4 |
-0.9% |
966-0 |
| Close |
959-4 |
946-0 |
-13-4 |
-1.4% |
980-0 |
| Range |
26-4 |
13-4 |
-13-0 |
-49.1% |
74-0 |
| ATR |
31-1 |
30-5 |
-0-4 |
-1.5% |
0-0 |
| Volume |
65,328 |
78,746 |
13,418 |
20.5% |
425,986 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983-5 |
978-3 |
953-3 |
|
| R3 |
970-1 |
964-7 |
949-6 |
|
| R2 |
956-5 |
956-5 |
948-4 |
|
| R1 |
951-3 |
951-3 |
947-2 |
954-0 |
| PP |
943-1 |
943-1 |
943-1 |
944-4 |
| S1 |
937-7 |
937-7 |
944-6 |
940-4 |
| S2 |
929-5 |
929-5 |
943-4 |
|
| S3 |
916-1 |
924-3 |
942-2 |
|
| S4 |
902-5 |
910-7 |
938-5 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-3 |
1172-5 |
1020-6 |
|
| R3 |
1143-3 |
1098-5 |
1000-3 |
|
| R2 |
1069-3 |
1069-3 |
993-5 |
|
| R1 |
1024-5 |
1024-5 |
986-6 |
1010-0 |
| PP |
995-3 |
995-3 |
995-3 |
988-0 |
| S1 |
950-5 |
950-5 |
973-2 |
936-0 |
| S2 |
921-3 |
921-3 |
966-3 |
|
| S3 |
847-3 |
876-5 |
959-5 |
|
| S4 |
773-3 |
802-5 |
939-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
993-4 |
935-0 |
58-4 |
6.2% |
19-7 |
2.1% |
19% |
False |
True |
71,028 |
| 10 |
1040-0 |
935-0 |
105-0 |
11.1% |
24-0 |
2.5% |
10% |
False |
True |
84,592 |
| 20 |
1040-0 |
935-0 |
105-0 |
11.1% |
27-0 |
2.9% |
10% |
False |
True |
90,017 |
| 40 |
1040-0 |
780-0 |
260-0 |
27.5% |
24-6 |
2.6% |
64% |
False |
False |
65,611 |
| 60 |
1040-0 |
780-0 |
260-0 |
27.5% |
24-0 |
2.5% |
64% |
False |
False |
48,849 |
| 80 |
1040-0 |
780-0 |
260-0 |
27.5% |
25-5 |
2.7% |
64% |
False |
False |
38,694 |
| 100 |
1250-0 |
780-0 |
470-0 |
49.7% |
26-5 |
2.8% |
35% |
False |
False |
31,862 |
| 120 |
1397-0 |
780-0 |
617-0 |
65.2% |
27-4 |
2.9% |
27% |
False |
False |
26,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1005-7 |
|
2.618 |
983-7 |
|
1.618 |
970-3 |
|
1.000 |
962-0 |
|
0.618 |
956-7 |
|
HIGH |
948-4 |
|
0.618 |
943-3 |
|
0.500 |
941-6 |
|
0.382 |
940-1 |
|
LOW |
935-0 |
|
0.618 |
926-5 |
|
1.000 |
921-4 |
|
1.618 |
913-1 |
|
2.618 |
899-5 |
|
4.250 |
877-5 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
944-5 |
962-0 |
| PP |
943-1 |
956-5 |
| S1 |
941-6 |
951-3 |
|