CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
975-0 |
931-0 |
-44-0 |
-4.5% |
1010-0 |
| High |
975-4 |
931-0 |
-44-4 |
-4.6% |
1019-0 |
| Low |
955-0 |
899-4 |
-55-4 |
-5.8% |
955-0 |
| Close |
955-4 |
903-0 |
-52-4 |
-5.5% |
955-4 |
| Range |
20-4 |
31-4 |
11-0 |
53.7% |
64-0 |
| ATR |
27-3 |
29-4 |
2-0 |
7.4% |
0-0 |
| Volume |
81,827 |
66,630 |
-15,197 |
-18.6% |
433,032 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-5 |
985-7 |
920-3 |
|
| R3 |
974-1 |
954-3 |
911-5 |
|
| R2 |
942-5 |
942-5 |
908-6 |
|
| R1 |
922-7 |
922-7 |
905-7 |
917-0 |
| PP |
911-1 |
911-1 |
911-1 |
908-2 |
| S1 |
891-3 |
891-3 |
900-1 |
885-4 |
| S2 |
879-5 |
879-5 |
897-2 |
|
| S3 |
848-1 |
859-7 |
894-3 |
|
| S4 |
816-5 |
828-3 |
885-5 |
|
|
| 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 |
1007-0 |
899-4 |
107-4 |
11.9% |
22-5 |
2.5% |
3% |
False |
True |
80,602 |
| 10 |
1019-0 |
899-4 |
119-4 |
13.2% |
22-7 |
2.5% |
3% |
False |
True |
84,271 |
| 20 |
1040-0 |
899-4 |
140-4 |
15.6% |
25-2 |
2.8% |
2% |
False |
True |
84,786 |
| 40 |
1040-0 |
860-4 |
179-4 |
19.9% |
25-1 |
2.8% |
24% |
False |
False |
75,345 |
| 60 |
1040-0 |
780-0 |
260-0 |
28.8% |
24-0 |
2.7% |
47% |
False |
False |
59,612 |
| 80 |
1040-0 |
780-0 |
260-0 |
28.8% |
25-4 |
2.8% |
47% |
False |
False |
47,429 |
| 100 |
1238-0 |
780-0 |
458-0 |
50.7% |
25-7 |
2.9% |
27% |
False |
False |
39,120 |
| 120 |
1395-0 |
780-0 |
615-0 |
68.1% |
26-6 |
3.0% |
20% |
False |
False |
33,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1064-7 |
|
2.618 |
1013-4 |
|
1.618 |
982-0 |
|
1.000 |
962-4 |
|
0.618 |
950-4 |
|
HIGH |
931-0 |
|
0.618 |
919-0 |
|
0.500 |
915-2 |
|
0.382 |
911-4 |
|
LOW |
899-4 |
|
0.618 |
880-0 |
|
1.000 |
868-0 |
|
1.618 |
848-4 |
|
2.618 |
817-0 |
|
4.250 |
765-5 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
915-2 |
942-2 |
| PP |
911-1 |
929-1 |
| S1 |
907-1 |
916-1 |
|