CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
956-0 |
957-0 |
1-0 |
0.1% |
1028-0 |
| High |
968-0 |
987-4 |
19-4 |
2.0% |
1040-0 |
| Low |
944-4 |
954-0 |
9-4 |
1.0% |
966-0 |
| Close |
949-4 |
980-0 |
30-4 |
3.2% |
980-0 |
| Range |
23-4 |
33-4 |
10-0 |
42.6% |
74-0 |
| ATR |
30-1 |
30-5 |
0-5 |
1.9% |
0-0 |
| Volume |
91,186 |
92,254 |
1,068 |
1.2% |
425,986 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1074-3 |
1060-5 |
998-3 |
|
| R3 |
1040-7 |
1027-1 |
989-2 |
|
| R2 |
1007-3 |
1007-3 |
986-1 |
|
| R1 |
993-5 |
993-5 |
983-1 |
1000-4 |
| PP |
973-7 |
973-7 |
973-7 |
977-2 |
| S1 |
960-1 |
960-1 |
976-7 |
967-0 |
| S2 |
940-3 |
940-3 |
973-7 |
|
| S3 |
906-7 |
926-5 |
970-6 |
|
| S4 |
873-3 |
893-1 |
961-5 |
|
|
| 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 |
5.5% |
24-0 |
2.4% |
83% |
False |
False |
76,884 |
| 10 |
1040-0 |
935-0 |
105-0 |
10.7% |
24-3 |
2.5% |
43% |
False |
False |
84,474 |
| 20 |
1040-0 |
935-0 |
105-0 |
10.7% |
27-6 |
2.8% |
43% |
False |
False |
89,937 |
| 40 |
1040-0 |
817-0 |
223-0 |
22.8% |
25-1 |
2.6% |
73% |
False |
False |
68,064 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.5% |
24-2 |
2.5% |
77% |
False |
False |
51,516 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.5% |
26-0 |
2.7% |
77% |
False |
False |
40,825 |
| 100 |
1242-0 |
780-0 |
462-0 |
47.1% |
26-7 |
2.7% |
43% |
False |
False |
33,643 |
| 120 |
1397-0 |
780-0 |
617-0 |
63.0% |
27-2 |
2.8% |
32% |
False |
False |
28,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1129-7 |
|
2.618 |
1075-2 |
|
1.618 |
1041-6 |
|
1.000 |
1021-0 |
|
0.618 |
1008-2 |
|
HIGH |
987-4 |
|
0.618 |
974-6 |
|
0.500 |
970-6 |
|
0.382 |
966-6 |
|
LOW |
954-0 |
|
0.618 |
933-2 |
|
1.000 |
920-4 |
|
1.618 |
899-6 |
|
2.618 |
866-2 |
|
4.250 |
811-5 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
976-7 |
973-6 |
| PP |
973-7 |
967-4 |
| S1 |
970-6 |
961-2 |
|