CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
870-0 |
875-0 |
5-0 |
0.6% |
931-0 |
| High |
874-4 |
878-2 |
3-6 |
0.4% |
931-0 |
| Low |
854-0 |
861-4 |
7-4 |
0.9% |
854-0 |
| Close |
862-4 |
872-6 |
10-2 |
1.2% |
862-4 |
| Range |
20-4 |
16-6 |
-3-6 |
-18.3% |
77-0 |
| ATR |
28-4 |
27-6 |
-0-7 |
-3.0% |
0-0 |
| Volume |
79,621 |
87,839 |
8,218 |
10.3% |
329,076 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
921-1 |
913-5 |
882-0 |
|
| R3 |
904-3 |
896-7 |
877-3 |
|
| R2 |
887-5 |
887-5 |
875-7 |
|
| R1 |
880-1 |
880-1 |
874-2 |
875-4 |
| PP |
870-7 |
870-7 |
870-7 |
868-4 |
| S1 |
863-3 |
863-3 |
871-2 |
858-6 |
| S2 |
854-1 |
854-1 |
869-5 |
|
| S3 |
837-3 |
846-5 |
868-1 |
|
| S4 |
820-5 |
829-7 |
863-4 |
|
|
| 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 |
931-0 |
854-0 |
77-0 |
8.8% |
22-4 |
2.6% |
24% |
False |
False |
83,383 |
| 10 |
1019-0 |
854-0 |
165-0 |
18.9% |
21-6 |
2.5% |
11% |
False |
False |
84,994 |
| 20 |
1040-0 |
854-0 |
186-0 |
21.3% |
22-6 |
2.6% |
10% |
False |
False |
84,215 |
| 40 |
1040-0 |
854-0 |
186-0 |
21.3% |
25-6 |
2.9% |
10% |
False |
False |
80,936 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.8% |
23-5 |
2.7% |
36% |
False |
False |
64,398 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.8% |
24-6 |
2.8% |
36% |
False |
False |
51,388 |
| 100 |
1110-4 |
780-0 |
330-4 |
37.9% |
25-6 |
2.9% |
28% |
False |
False |
42,522 |
| 120 |
1330-0 |
780-0 |
550-0 |
63.0% |
26-6 |
3.1% |
17% |
False |
False |
35,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949-4 |
|
2.618 |
922-1 |
|
1.618 |
905-3 |
|
1.000 |
895-0 |
|
0.618 |
888-5 |
|
HIGH |
878-2 |
|
0.618 |
871-7 |
|
0.500 |
869-7 |
|
0.382 |
867-7 |
|
LOW |
861-4 |
|
0.618 |
851-1 |
|
1.000 |
844-6 |
|
1.618 |
834-3 |
|
2.618 |
817-5 |
|
4.250 |
790-2 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
871-6 |
878-0 |
| PP |
870-7 |
876-2 |
| S1 |
869-7 |
874-4 |
|