CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
945-0 |
956-0 |
11-0 |
1.2% |
1028-0 |
High |
948-4 |
968-0 |
19-4 |
2.1% |
1040-0 |
Low |
935-0 |
944-4 |
9-4 |
1.0% |
966-0 |
Close |
946-0 |
949-4 |
3-4 |
0.4% |
980-0 |
Range |
13-4 |
23-4 |
10-0 |
74.1% |
74-0 |
ATR |
30-5 |
30-1 |
-0-4 |
-1.7% |
0-0 |
Volume |
78,746 |
91,186 |
12,440 |
15.8% |
425,986 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1024-4 |
1010-4 |
962-3 |
|
R3 |
1001-0 |
987-0 |
956-0 |
|
R2 |
977-4 |
977-4 |
953-6 |
|
R1 |
963-4 |
963-4 |
951-5 |
958-6 |
PP |
954-0 |
954-0 |
954-0 |
951-5 |
S1 |
940-0 |
940-0 |
947-3 |
935-2 |
S2 |
930-4 |
930-4 |
945-2 |
|
S3 |
907-0 |
916-4 |
943-0 |
|
S4 |
883-4 |
893-0 |
936-5 |
|
|
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 |
989-0 |
935-0 |
54-0 |
5.7% |
19-4 |
2.1% |
27% |
False |
False |
72,943 |
10 |
1040-0 |
935-0 |
105-0 |
11.1% |
23-2 |
2.5% |
14% |
False |
False |
83,529 |
20 |
1040-0 |
935-0 |
105-0 |
11.1% |
26-7 |
2.8% |
14% |
False |
False |
90,799 |
40 |
1040-0 |
812-0 |
228-0 |
24.0% |
24-6 |
2.6% |
60% |
False |
False |
66,976 |
60 |
1040-0 |
780-0 |
260-0 |
27.4% |
24-0 |
2.5% |
65% |
False |
False |
50,208 |
80 |
1040-0 |
780-0 |
260-0 |
27.4% |
25-5 |
2.7% |
65% |
False |
False |
39,729 |
100 |
1250-0 |
780-0 |
470-0 |
49.5% |
26-6 |
2.8% |
36% |
False |
False |
32,752 |
120 |
1397-0 |
780-0 |
617-0 |
65.0% |
27-2 |
2.9% |
27% |
False |
False |
27,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1067-7 |
2.618 |
1029-4 |
1.618 |
1006-0 |
1.000 |
991-4 |
0.618 |
982-4 |
HIGH |
968-0 |
0.618 |
959-0 |
0.500 |
956-2 |
0.382 |
953-4 |
LOW |
944-4 |
0.618 |
930-0 |
1.000 |
921-0 |
1.618 |
906-4 |
2.618 |
883-0 |
4.250 |
844-5 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
956-2 |
952-4 |
PP |
954-0 |
951-4 |
S1 |
951-6 |
950-4 |
|