CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
951-0 |
960-0 |
9-0 |
0.9% |
1033-0 |
| High |
953-0 |
969-4 |
16-4 |
1.7% |
1047-0 |
| Low |
940-0 |
950-0 |
10-0 |
1.1% |
974-0 |
| Close |
950-2 |
953-6 |
3-4 |
0.4% |
986-6 |
| Range |
13-0 |
19-4 |
6-4 |
50.0% |
73-0 |
| ATR |
29-0 |
28-2 |
-0-5 |
-2.3% |
0-0 |
| Volume |
24,910 |
37,302 |
12,392 |
49.7% |
101,826 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1016-2 |
1004-4 |
964-4 |
|
| R3 |
996-6 |
985-0 |
959-1 |
|
| R2 |
977-2 |
977-2 |
957-3 |
|
| R1 |
965-4 |
965-4 |
955-4 |
961-5 |
| PP |
957-6 |
957-6 |
957-6 |
955-6 |
| S1 |
946-0 |
946-0 |
952-0 |
942-1 |
| S2 |
938-2 |
938-2 |
950-1 |
|
| S3 |
918-6 |
926-4 |
948-3 |
|
| S4 |
899-2 |
907-0 |
943-0 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1221-5 |
1177-1 |
1026-7 |
|
| R3 |
1148-5 |
1104-1 |
1006-7 |
|
| R2 |
1075-5 |
1075-5 |
1000-1 |
|
| R1 |
1031-1 |
1031-1 |
993-4 |
1016-7 |
| PP |
1002-5 |
1002-5 |
1002-5 |
995-4 |
| S1 |
958-1 |
958-1 |
980-0 |
943-7 |
| S2 |
929-5 |
929-5 |
973-3 |
|
| S3 |
856-5 |
885-1 |
966-5 |
|
| S4 |
783-5 |
812-1 |
946-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
995-4 |
940-0 |
55-4 |
5.8% |
17-2 |
1.8% |
25% |
False |
False |
21,620 |
| 10 |
1047-0 |
940-0 |
107-0 |
11.2% |
20-7 |
2.2% |
13% |
False |
False |
23,351 |
| 20 |
1048-0 |
940-0 |
108-0 |
11.3% |
24-7 |
2.6% |
13% |
False |
False |
20,744 |
| 40 |
1048-0 |
827-0 |
221-0 |
23.2% |
21-7 |
2.3% |
57% |
False |
False |
13,100 |
| 60 |
1048-0 |
787-4 |
260-4 |
27.3% |
20-7 |
2.2% |
64% |
False |
False |
10,036 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.3% |
22-2 |
2.3% |
64% |
False |
False |
8,266 |
| 100 |
1247-0 |
787-4 |
459-4 |
48.2% |
21-5 |
2.3% |
36% |
False |
False |
7,051 |
| 120 |
1396-0 |
787-4 |
608-4 |
63.8% |
22-0 |
2.3% |
27% |
False |
False |
6,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1052-3 |
|
2.618 |
1020-4 |
|
1.618 |
1001-0 |
|
1.000 |
989-0 |
|
0.618 |
981-4 |
|
HIGH |
969-4 |
|
0.618 |
962-0 |
|
0.500 |
959-6 |
|
0.382 |
957-4 |
|
LOW |
950-0 |
|
0.618 |
938-0 |
|
1.000 |
930-4 |
|
1.618 |
918-4 |
|
2.618 |
899-0 |
|
4.250 |
867-1 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
959-6 |
958-0 |
| PP |
957-6 |
956-5 |
| S1 |
955-6 |
955-1 |
|