CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
960-4 |
999-0 |
38-4 |
4.0% |
975-0 |
| High |
990-0 |
1011-0 |
21-0 |
2.1% |
1011-0 |
| Low |
960-0 |
991-0 |
31-0 |
3.2% |
940-0 |
| Close |
983-2 |
1006-0 |
22-6 |
2.3% |
1006-0 |
| Range |
30-0 |
20-0 |
-10-0 |
-33.3% |
71-0 |
| ATR |
28-7 |
28-6 |
-0-1 |
-0.3% |
0-0 |
| Volume |
38,926 |
24,287 |
-14,639 |
-37.6% |
143,472 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1062-5 |
1054-3 |
1017-0 |
|
| R3 |
1042-5 |
1034-3 |
1011-4 |
|
| R2 |
1022-5 |
1022-5 |
1009-5 |
|
| R1 |
1014-3 |
1014-3 |
1007-7 |
1018-4 |
| PP |
1002-5 |
1002-5 |
1002-5 |
1004-6 |
| S1 |
994-3 |
994-3 |
1004-1 |
998-4 |
| S2 |
982-5 |
982-5 |
1002-3 |
|
| S3 |
962-5 |
974-3 |
1000-4 |
|
| S4 |
942-5 |
954-3 |
995-0 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1198-5 |
1173-3 |
1045-0 |
|
| R3 |
1127-5 |
1102-3 |
1025-4 |
|
| R2 |
1056-5 |
1056-5 |
1019-0 |
|
| R1 |
1031-3 |
1031-3 |
1012-4 |
1044-0 |
| PP |
985-5 |
985-5 |
985-5 |
992-0 |
| S1 |
960-3 |
960-3 |
999-4 |
973-0 |
| S2 |
914-5 |
914-5 |
993-0 |
|
| S3 |
843-5 |
889-3 |
986-4 |
|
| S4 |
772-5 |
818-3 |
967-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1011-0 |
940-0 |
71-0 |
7.1% |
21-4 |
2.1% |
93% |
True |
False |
28,694 |
| 10 |
1047-0 |
940-0 |
107-0 |
10.6% |
21-2 |
2.1% |
62% |
False |
False |
24,529 |
| 20 |
1048-0 |
940-0 |
108-0 |
10.7% |
25-4 |
2.5% |
61% |
False |
False |
22,882 |
| 40 |
1048-0 |
840-0 |
208-0 |
20.7% |
22-4 |
2.2% |
80% |
False |
False |
14,259 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.9% |
20-7 |
2.1% |
84% |
False |
False |
10,917 |
| 80 |
1048-0 |
787-4 |
260-4 |
25.9% |
22-6 |
2.3% |
84% |
False |
False |
9,004 |
| 100 |
1247-0 |
787-4 |
459-4 |
45.7% |
22-0 |
2.2% |
48% |
False |
False |
7,652 |
| 120 |
1396-0 |
787-4 |
608-4 |
60.5% |
22-2 |
2.2% |
36% |
False |
False |
6,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1096-0 |
|
2.618 |
1063-3 |
|
1.618 |
1043-3 |
|
1.000 |
1031-0 |
|
0.618 |
1023-3 |
|
HIGH |
1011-0 |
|
0.618 |
1003-3 |
|
0.500 |
1001-0 |
|
0.382 |
998-5 |
|
LOW |
991-0 |
|
0.618 |
978-5 |
|
1.000 |
971-0 |
|
1.618 |
958-5 |
|
2.618 |
938-5 |
|
4.250 |
906-0 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1004-3 |
997-4 |
| PP |
1002-5 |
989-0 |
| S1 |
1001-0 |
980-4 |
|