CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
996-0 |
39-0 |
4.1% |
968-0 |
| High |
987-4 |
1007-0 |
19-4 |
2.0% |
1007-0 |
| Low |
954-0 |
985-0 |
31-0 |
3.2% |
935-0 |
| Close |
980-0 |
1001-0 |
21-0 |
2.1% |
1001-0 |
| Range |
33-4 |
22-0 |
-11-4 |
-34.3% |
72-0 |
| ATR |
30-5 |
30-3 |
-0-2 |
-0.9% |
0-0 |
| Volume |
92,254 |
80,863 |
-11,391 |
-12.3% |
408,377 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1063-5 |
1054-3 |
1013-1 |
|
| R3 |
1041-5 |
1032-3 |
1007-0 |
|
| R2 |
1019-5 |
1019-5 |
1005-0 |
|
| R1 |
1010-3 |
1010-3 |
1003-0 |
1015-0 |
| PP |
997-5 |
997-5 |
997-5 |
1000-0 |
| S1 |
988-3 |
988-3 |
999-0 |
993-0 |
| S2 |
975-5 |
975-5 |
997-0 |
|
| S3 |
953-5 |
966-3 |
995-0 |
|
| S4 |
931-5 |
944-3 |
988-7 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1197-0 |
1171-0 |
1040-5 |
|
| R3 |
1125-0 |
1099-0 |
1020-6 |
|
| R2 |
1053-0 |
1053-0 |
1014-2 |
|
| R1 |
1027-0 |
1027-0 |
1007-5 |
1040-0 |
| PP |
981-0 |
981-0 |
981-0 |
987-4 |
| S1 |
955-0 |
955-0 |
994-3 |
968-0 |
| S2 |
909-0 |
909-0 |
987-6 |
|
| S3 |
837-0 |
883-0 |
981-2 |
|
| S4 |
765-0 |
811-0 |
961-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1007-0 |
935-0 |
72-0 |
7.2% |
23-6 |
2.4% |
92% |
True |
False |
81,675 |
| 10 |
1040-0 |
935-0 |
105-0 |
10.5% |
23-5 |
2.4% |
63% |
False |
False |
83,436 |
| 20 |
1040-0 |
935-0 |
105-0 |
10.5% |
27-4 |
2.7% |
63% |
False |
False |
89,946 |
| 40 |
1040-0 |
828-4 |
211-4 |
21.1% |
25-3 |
2.5% |
82% |
False |
False |
69,081 |
| 60 |
1040-0 |
780-0 |
260-0 |
26.0% |
24-1 |
2.4% |
85% |
False |
False |
52,667 |
| 80 |
1040-0 |
780-0 |
260-0 |
26.0% |
26-2 |
2.6% |
85% |
False |
False |
41,780 |
| 100 |
1242-0 |
780-0 |
462-0 |
46.2% |
26-5 |
2.7% |
48% |
False |
False |
34,411 |
| 120 |
1397-0 |
780-0 |
617-0 |
61.6% |
27-2 |
2.7% |
36% |
False |
False |
29,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1100-4 |
|
2.618 |
1064-5 |
|
1.618 |
1042-5 |
|
1.000 |
1029-0 |
|
0.618 |
1020-5 |
|
HIGH |
1007-0 |
|
0.618 |
998-5 |
|
0.500 |
996-0 |
|
0.382 |
993-3 |
|
LOW |
985-0 |
|
0.618 |
971-3 |
|
1.000 |
963-0 |
|
1.618 |
949-3 |
|
2.618 |
927-3 |
|
4.250 |
891-4 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
999-3 |
992-5 |
| PP |
997-5 |
984-1 |
| S1 |
996-0 |
975-6 |
|