CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
894-0 |
899-0 |
5-0 |
0.6% |
1010-0 |
| High |
909-0 |
902-0 |
-7-0 |
-0.8% |
1019-0 |
| Low |
885-4 |
882-0 |
-3-4 |
-0.4% |
955-0 |
| Close |
887-4 |
884-4 |
-3-0 |
-0.3% |
955-4 |
| Range |
23-4 |
20-0 |
-3-4 |
-14.9% |
64-0 |
| ATR |
29-0 |
28-3 |
-0-5 |
-2.2% |
0-0 |
| Volume |
92,798 |
90,027 |
-2,771 |
-3.0% |
433,032 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
949-4 |
937-0 |
895-4 |
|
| R3 |
929-4 |
917-0 |
890-0 |
|
| R2 |
909-4 |
909-4 |
888-1 |
|
| R1 |
897-0 |
897-0 |
886-3 |
893-2 |
| PP |
889-4 |
889-4 |
889-4 |
887-5 |
| S1 |
877-0 |
877-0 |
882-5 |
873-2 |
| S2 |
869-4 |
869-4 |
880-7 |
|
| S3 |
849-4 |
857-0 |
879-0 |
|
| S4 |
829-4 |
837-0 |
873-4 |
|
|
| 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 |
985-0 |
882-0 |
103-0 |
11.6% |
22-4 |
2.5% |
2% |
False |
True |
83,622 |
| 10 |
1019-0 |
882-0 |
137-0 |
15.5% |
23-4 |
2.7% |
2% |
False |
True |
85,560 |
| 20 |
1040-0 |
882-0 |
158-0 |
17.9% |
23-3 |
2.6% |
2% |
False |
True |
84,545 |
| 40 |
1040-0 |
882-0 |
158-0 |
17.9% |
25-5 |
2.9% |
2% |
False |
True |
78,073 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.4% |
24-1 |
2.7% |
40% |
False |
False |
62,204 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.4% |
25-3 |
2.9% |
40% |
False |
False |
49,493 |
| 100 |
1210-0 |
780-0 |
430-0 |
48.6% |
25-6 |
2.9% |
24% |
False |
False |
40,892 |
| 120 |
1365-0 |
780-0 |
585-0 |
66.1% |
26-5 |
3.0% |
18% |
False |
False |
34,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987-0 |
|
2.618 |
954-3 |
|
1.618 |
934-3 |
|
1.000 |
922-0 |
|
0.618 |
914-3 |
|
HIGH |
902-0 |
|
0.618 |
894-3 |
|
0.500 |
892-0 |
|
0.382 |
889-5 |
|
LOW |
882-0 |
|
0.618 |
869-5 |
|
1.000 |
862-0 |
|
1.618 |
849-5 |
|
2.618 |
829-5 |
|
4.250 |
797-0 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
892-0 |
906-4 |
| PP |
889-4 |
899-1 |
| S1 |
887-0 |
891-7 |
|