CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
981-0 |
975-4 |
-5-4 |
-0.6% |
1015-0 |
| High |
987-0 |
977-0 |
-10-0 |
-1.0% |
1023-4 |
| Low |
970-4 |
956-4 |
-14-0 |
-1.4% |
956-4 |
| Close |
971-4 |
957-6 |
-13-6 |
-1.4% |
957-6 |
| Range |
16-4 |
20-4 |
4-0 |
24.2% |
67-0 |
| ATR |
26-5 |
26-1 |
-0-3 |
-1.6% |
0-0 |
| Volume |
44,258 |
42,077 |
-2,181 |
-4.9% |
181,284 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1025-2 |
1012-0 |
969-0 |
|
| R3 |
1004-6 |
991-4 |
963-3 |
|
| R2 |
984-2 |
984-2 |
961-4 |
|
| R1 |
971-0 |
971-0 |
959-5 |
967-3 |
| PP |
963-6 |
963-6 |
963-6 |
962-0 |
| S1 |
950-4 |
950-4 |
955-7 |
946-7 |
| S2 |
943-2 |
943-2 |
954-0 |
|
| S3 |
922-6 |
930-0 |
952-1 |
|
| S4 |
902-2 |
909-4 |
946-4 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1180-2 |
1136-0 |
994-5 |
|
| R3 |
1113-2 |
1069-0 |
976-1 |
|
| R2 |
1046-2 |
1046-2 |
970-0 |
|
| R1 |
1002-0 |
1002-0 |
963-7 |
990-5 |
| PP |
979-2 |
979-2 |
979-2 |
973-4 |
| S1 |
935-0 |
935-0 |
951-5 |
923-5 |
| S2 |
912-2 |
912-2 |
945-4 |
|
| S3 |
845-2 |
868-0 |
939-3 |
|
| S4 |
778-2 |
801-0 |
920-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1023-4 |
956-4 |
67-0 |
7.0% |
20-2 |
2.1% |
2% |
False |
True |
36,256 |
| 10 |
1023-4 |
940-0 |
83-4 |
8.7% |
20-7 |
2.2% |
21% |
False |
False |
32,475 |
| 20 |
1047-0 |
940-0 |
107-0 |
11.2% |
22-6 |
2.4% |
17% |
False |
False |
27,818 |
| 40 |
1048-0 |
870-0 |
178-0 |
18.6% |
22-3 |
2.3% |
49% |
False |
False |
18,027 |
| 60 |
1048-0 |
787-4 |
260-4 |
27.2% |
20-6 |
2.2% |
65% |
False |
False |
13,668 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.2% |
22-1 |
2.3% |
65% |
False |
False |
11,124 |
| 100 |
1245-0 |
787-4 |
457-4 |
47.8% |
22-1 |
2.3% |
37% |
False |
False |
9,394 |
| 120 |
1396-0 |
787-4 |
608-4 |
63.5% |
21-5 |
2.3% |
28% |
False |
False |
8,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1064-1 |
|
2.618 |
1030-5 |
|
1.618 |
1010-1 |
|
1.000 |
997-4 |
|
0.618 |
989-5 |
|
HIGH |
977-0 |
|
0.618 |
969-1 |
|
0.500 |
966-6 |
|
0.382 |
964-3 |
|
LOW |
956-4 |
|
0.618 |
943-7 |
|
1.000 |
936-0 |
|
1.618 |
923-3 |
|
2.618 |
902-7 |
|
4.250 |
869-3 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
966-6 |
977-6 |
| PP |
963-6 |
971-1 |
| S1 |
960-6 |
964-3 |
|