CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
981-0 |
975-0 |
-6-0 |
-0.6% |
1010-0 |
High |
985-0 |
975-4 |
-9-4 |
-1.0% |
1019-0 |
Low |
968-0 |
955-0 |
-13-0 |
-1.3% |
955-0 |
Close |
968-4 |
955-4 |
-13-0 |
-1.3% |
955-4 |
Range |
17-0 |
20-4 |
3-4 |
20.6% |
64-0 |
ATR |
28-0 |
27-3 |
-0-4 |
-1.9% |
0-0 |
Volume |
86,828 |
81,827 |
-5,001 |
-5.8% |
433,032 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1023-4 |
1010-0 |
966-6 |
|
R3 |
1003-0 |
989-4 |
961-1 |
|
R2 |
982-4 |
982-4 |
959-2 |
|
R1 |
969-0 |
969-0 |
957-3 |
965-4 |
PP |
962-0 |
962-0 |
962-0 |
960-2 |
S1 |
948-4 |
948-4 |
953-5 |
945-0 |
S2 |
941-4 |
941-4 |
951-6 |
|
S3 |
921-0 |
928-0 |
949-7 |
|
S4 |
900-4 |
907-4 |
944-2 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1168-4 |
1126-0 |
990-6 |
|
R3 |
1104-4 |
1062-0 |
973-1 |
|
R2 |
1040-4 |
1040-4 |
967-2 |
|
R1 |
998-0 |
998-0 |
961-3 |
987-2 |
PP |
976-4 |
976-4 |
976-4 |
971-1 |
S1 |
934-0 |
934-0 |
949-5 |
923-2 |
S2 |
912-4 |
912-4 |
943-6 |
|
S3 |
848-4 |
870-0 |
937-7 |
|
S4 |
784-4 |
806-0 |
920-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1019-0 |
955-0 |
64-0 |
6.7% |
21-0 |
2.2% |
1% |
False |
True |
86,606 |
10 |
1019-0 |
935-0 |
84-0 |
8.8% |
22-3 |
2.3% |
24% |
False |
False |
84,140 |
20 |
1040-0 |
935-0 |
105-0 |
11.0% |
24-4 |
2.6% |
20% |
False |
False |
88,081 |
40 |
1040-0 |
856-0 |
184-0 |
19.3% |
24-7 |
2.6% |
54% |
False |
False |
74,553 |
60 |
1040-0 |
780-0 |
260-0 |
27.2% |
23-7 |
2.5% |
68% |
False |
False |
58,799 |
80 |
1040-0 |
780-0 |
260-0 |
27.2% |
25-3 |
2.7% |
68% |
False |
False |
46,700 |
100 |
1238-0 |
780-0 |
458-0 |
47.9% |
25-7 |
2.7% |
38% |
False |
False |
38,497 |
120 |
1397-0 |
780-0 |
617-0 |
64.6% |
26-5 |
2.8% |
28% |
False |
False |
32,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1062-5 |
2.618 |
1029-1 |
1.618 |
1008-5 |
1.000 |
996-0 |
0.618 |
988-1 |
HIGH |
975-4 |
0.618 |
967-5 |
0.500 |
965-2 |
0.382 |
962-7 |
LOW |
955-0 |
0.618 |
942-3 |
1.000 |
934-4 |
1.618 |
921-7 |
2.618 |
901-3 |
4.250 |
867-7 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
965-2 |
975-0 |
PP |
962-0 |
968-4 |
S1 |
958-6 |
962-0 |
|