CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
996-0 |
1010-0 |
14-0 |
1.4% |
968-0 |
High |
1007-0 |
1019-0 |
12-0 |
1.2% |
1007-0 |
Low |
985-0 |
995-4 |
10-4 |
1.1% |
935-0 |
Close |
1001-0 |
1002-0 |
1-0 |
0.1% |
1001-0 |
Range |
22-0 |
23-4 |
1-4 |
6.8% |
72-0 |
ATR |
30-3 |
29-7 |
-0-4 |
-1.6% |
0-0 |
Volume |
80,863 |
96,649 |
15,786 |
19.5% |
408,377 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1076-0 |
1062-4 |
1014-7 |
|
R3 |
1052-4 |
1039-0 |
1008-4 |
|
R2 |
1029-0 |
1029-0 |
1006-2 |
|
R1 |
1015-4 |
1015-4 |
1004-1 |
1010-4 |
PP |
1005-4 |
1005-4 |
1005-4 |
1003-0 |
S1 |
992-0 |
992-0 |
999-7 |
987-0 |
S2 |
982-0 |
982-0 |
997-6 |
|
S3 |
958-4 |
968-4 |
995-4 |
|
S4 |
935-0 |
945-0 |
989-1 |
|
|
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 |
1019-0 |
935-0 |
84-0 |
8.4% |
23-2 |
2.3% |
80% |
True |
False |
87,939 |
10 |
1019-0 |
935-0 |
84-0 |
8.4% |
21-7 |
2.2% |
80% |
True |
False |
81,287 |
20 |
1040-0 |
935-0 |
105-0 |
10.5% |
27-3 |
2.7% |
64% |
False |
False |
90,121 |
40 |
1040-0 |
831-0 |
209-0 |
20.9% |
25-4 |
2.5% |
82% |
False |
False |
70,421 |
60 |
1040-0 |
780-0 |
260-0 |
25.9% |
24-1 |
2.4% |
85% |
False |
False |
54,030 |
80 |
1040-0 |
780-0 |
260-0 |
25.9% |
26-0 |
2.6% |
85% |
False |
False |
42,896 |
100 |
1242-0 |
780-0 |
462-0 |
46.1% |
26-2 |
2.6% |
48% |
False |
False |
35,337 |
120 |
1397-0 |
780-0 |
617-0 |
61.6% |
27-1 |
2.7% |
36% |
False |
False |
29,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1118-7 |
2.618 |
1080-4 |
1.618 |
1057-0 |
1.000 |
1042-4 |
0.618 |
1033-4 |
HIGH |
1019-0 |
0.618 |
1010-0 |
0.500 |
1007-2 |
0.382 |
1004-4 |
LOW |
995-4 |
0.618 |
981-0 |
1.000 |
972-0 |
1.618 |
957-4 |
2.618 |
934-0 |
4.250 |
895-5 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1007-2 |
996-7 |
PP |
1005-4 |
991-5 |
S1 |
1003-6 |
986-4 |
|