CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
899-0 |
870-0 |
-29-0 |
-3.2% |
931-0 |
High |
902-0 |
874-4 |
-27-4 |
-3.0% |
931-0 |
Low |
882-0 |
854-0 |
-28-0 |
-3.2% |
854-0 |
Close |
884-4 |
862-4 |
-22-0 |
-2.5% |
862-4 |
Range |
20-0 |
20-4 |
0-4 |
2.5% |
77-0 |
ATR |
28-3 |
28-4 |
0-1 |
0.5% |
0-0 |
Volume |
90,027 |
79,621 |
-10,406 |
-11.6% |
329,076 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
925-1 |
914-3 |
873-6 |
|
R3 |
904-5 |
893-7 |
868-1 |
|
R2 |
884-1 |
884-1 |
866-2 |
|
R1 |
873-3 |
873-3 |
864-3 |
868-4 |
PP |
863-5 |
863-5 |
863-5 |
861-2 |
S1 |
852-7 |
852-7 |
860-5 |
848-0 |
S2 |
843-1 |
843-1 |
858-6 |
|
S3 |
822-5 |
832-3 |
856-7 |
|
S4 |
802-1 |
811-7 |
851-2 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1113-4 |
1065-0 |
904-7 |
|
R3 |
1036-4 |
988-0 |
883-5 |
|
R2 |
959-4 |
959-4 |
876-5 |
|
R1 |
911-0 |
911-0 |
869-4 |
896-6 |
PP |
882-4 |
882-4 |
882-4 |
875-3 |
S1 |
834-0 |
834-0 |
855-4 |
819-6 |
S2 |
805-4 |
805-4 |
848-3 |
|
S3 |
728-4 |
757-0 |
841-3 |
|
S4 |
651-4 |
680-0 |
820-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
975-4 |
854-0 |
121-4 |
14.1% |
23-2 |
2.7% |
7% |
False |
True |
82,180 |
10 |
1019-0 |
854-0 |
165-0 |
19.1% |
22-2 |
2.6% |
5% |
False |
True |
84,297 |
20 |
1040-0 |
854-0 |
186-0 |
21.6% |
23-2 |
2.7% |
5% |
False |
True |
84,385 |
40 |
1040-0 |
854-0 |
186-0 |
21.6% |
25-6 |
3.0% |
5% |
False |
True |
79,533 |
60 |
1040-0 |
780-0 |
260-0 |
30.1% |
24-0 |
2.8% |
32% |
False |
False |
63,153 |
80 |
1040-0 |
780-0 |
260-0 |
30.1% |
25-0 |
2.9% |
32% |
False |
False |
50,381 |
100 |
1149-0 |
780-0 |
369-0 |
42.8% |
25-6 |
3.0% |
22% |
False |
False |
41,662 |
120 |
1365-0 |
780-0 |
585-0 |
67.8% |
26-5 |
3.1% |
14% |
False |
False |
35,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
961-5 |
2.618 |
928-1 |
1.618 |
907-5 |
1.000 |
895-0 |
0.618 |
887-1 |
HIGH |
874-4 |
0.618 |
866-5 |
0.500 |
864-2 |
0.382 |
861-7 |
LOW |
854-0 |
0.618 |
841-3 |
1.000 |
833-4 |
1.618 |
820-7 |
2.618 |
800-3 |
4.250 |
766-7 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
864-2 |
881-4 |
PP |
863-5 |
875-1 |
S1 |
863-1 |
868-7 |
|