CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
867-0 |
878-0 |
11-0 |
1.3% |
931-0 |
| High |
881-0 |
884-4 |
3-4 |
0.4% |
931-0 |
| Low |
866-0 |
864-0 |
-2-0 |
-0.2% |
854-0 |
| Close |
881-0 |
878-0 |
-3-0 |
-0.3% |
862-4 |
| Range |
15-0 |
20-4 |
5-4 |
36.7% |
77-0 |
| ATR |
26-6 |
26-3 |
-0-4 |
-1.7% |
0-0 |
| Volume |
73,765 |
39,757 |
-34,008 |
-46.1% |
329,076 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937-0 |
928-0 |
889-2 |
|
| R3 |
916-4 |
907-4 |
883-5 |
|
| R2 |
896-0 |
896-0 |
881-6 |
|
| R1 |
887-0 |
887-0 |
879-7 |
888-2 |
| PP |
875-4 |
875-4 |
875-4 |
876-1 |
| S1 |
866-4 |
866-4 |
876-1 |
867-6 |
| S2 |
855-0 |
855-0 |
874-2 |
|
| S3 |
834-4 |
846-0 |
872-3 |
|
| S4 |
814-0 |
825-4 |
866-6 |
|
|
| 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 |
902-0 |
854-0 |
48-0 |
5.5% |
18-4 |
2.1% |
50% |
False |
False |
74,201 |
| 10 |
995-0 |
854-0 |
141-0 |
16.1% |
20-3 |
2.3% |
17% |
False |
False |
78,395 |
| 20 |
1019-0 |
854-0 |
165-0 |
18.8% |
21-4 |
2.5% |
15% |
False |
False |
79,145 |
| 40 |
1040-0 |
854-0 |
186-0 |
21.2% |
25-1 |
2.9% |
13% |
False |
False |
82,408 |
| 60 |
1040-0 |
780-0 |
260-0 |
29.6% |
23-5 |
2.7% |
38% |
False |
False |
65,793 |
| 80 |
1040-0 |
780-0 |
260-0 |
29.6% |
23-7 |
2.7% |
38% |
False |
False |
52,463 |
| 100 |
1067-4 |
780-0 |
287-4 |
32.7% |
25-4 |
2.9% |
34% |
False |
False |
43,576 |
| 120 |
1288-0 |
780-0 |
508-0 |
57.9% |
26-2 |
3.0% |
19% |
False |
False |
36,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
971-5 |
|
2.618 |
938-1 |
|
1.618 |
917-5 |
|
1.000 |
905-0 |
|
0.618 |
897-1 |
|
HIGH |
884-4 |
|
0.618 |
876-5 |
|
0.500 |
874-2 |
|
0.382 |
871-7 |
|
LOW |
864-0 |
|
0.618 |
851-3 |
|
1.000 |
843-4 |
|
1.618 |
830-7 |
|
2.618 |
810-3 |
|
4.250 |
776-7 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
876-6 |
876-3 |
| PP |
875-4 |
874-5 |
| S1 |
874-2 |
873-0 |
|