CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
985-4 |
981-0 |
-4-4 |
-0.5% |
975-0 |
| High |
999-0 |
987-0 |
-12-0 |
-1.2% |
1011-0 |
| Low |
981-0 |
970-4 |
-10-4 |
-1.1% |
940-0 |
| Close |
982-0 |
971-4 |
-10-4 |
-1.1% |
1006-0 |
| Range |
18-0 |
16-4 |
-1-4 |
-8.3% |
71-0 |
| ATR |
27-3 |
26-5 |
-0-6 |
-2.8% |
0-0 |
| Volume |
31,131 |
44,258 |
13,127 |
42.2% |
143,472 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1025-7 |
1015-1 |
980-5 |
|
| R3 |
1009-3 |
998-5 |
976-0 |
|
| R2 |
992-7 |
992-7 |
974-4 |
|
| R1 |
982-1 |
982-1 |
973-0 |
979-2 |
| PP |
976-3 |
976-3 |
976-3 |
974-7 |
| S1 |
965-5 |
965-5 |
970-0 |
962-6 |
| S2 |
959-7 |
959-7 |
968-4 |
|
| S3 |
943-3 |
949-1 |
967-0 |
|
| S4 |
926-7 |
932-5 |
962-3 |
|
|
| 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 |
1023-4 |
970-4 |
53-0 |
5.5% |
20-2 |
2.1% |
2% |
False |
True |
32,698 |
| 10 |
1023-4 |
940-0 |
83-4 |
8.6% |
20-7 |
2.1% |
38% |
False |
False |
29,473 |
| 20 |
1047-0 |
940-0 |
107-0 |
11.0% |
24-0 |
2.5% |
29% |
False |
False |
26,770 |
| 40 |
1048-0 |
863-0 |
185-0 |
19.0% |
22-1 |
2.3% |
59% |
False |
False |
17,166 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.8% |
20-6 |
2.1% |
71% |
False |
False |
12,994 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.8% |
22-1 |
2.3% |
71% |
False |
False |
10,628 |
| 100 |
1247-0 |
787-4 |
459-4 |
47.3% |
21-7 |
2.3% |
40% |
False |
False |
8,980 |
| 120 |
1396-0 |
787-4 |
608-4 |
62.6% |
21-4 |
2.2% |
30% |
False |
False |
7,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1057-1 |
|
2.618 |
1030-2 |
|
1.618 |
1013-6 |
|
1.000 |
1003-4 |
|
0.618 |
997-2 |
|
HIGH |
987-0 |
|
0.618 |
980-6 |
|
0.500 |
978-6 |
|
0.382 |
976-6 |
|
LOW |
970-4 |
|
0.618 |
960-2 |
|
1.000 |
954-0 |
|
1.618 |
943-6 |
|
2.618 |
927-2 |
|
4.250 |
900-3 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
978-6 |
992-2 |
| PP |
976-3 |
985-3 |
| S1 |
973-7 |
978-3 |
|