CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
975-4 |
921-0 |
-54-4 |
-5.6% |
1015-0 |
| High |
977-0 |
926-0 |
-51-0 |
-5.2% |
1023-4 |
| Low |
956-4 |
902-0 |
-54-4 |
-5.7% |
956-4 |
| Close |
957-6 |
904-4 |
-53-2 |
-5.6% |
957-6 |
| Range |
20-4 |
24-0 |
3-4 |
17.1% |
67-0 |
| ATR |
26-1 |
28-2 |
2-1 |
8.1% |
0-0 |
| Volume |
42,077 |
32,525 |
-9,552 |
-22.7% |
181,284 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-7 |
967-5 |
917-6 |
|
| R3 |
958-7 |
943-5 |
911-1 |
|
| R2 |
934-7 |
934-7 |
908-7 |
|
| R1 |
919-5 |
919-5 |
906-6 |
915-2 |
| PP |
910-7 |
910-7 |
910-7 |
908-5 |
| S1 |
895-5 |
895-5 |
902-2 |
891-2 |
| S2 |
886-7 |
886-7 |
900-1 |
|
| S3 |
862-7 |
871-5 |
897-7 |
|
| S4 |
838-7 |
847-5 |
891-2 |
|
|
| 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 |
1014-0 |
902-0 |
112-0 |
12.4% |
20-6 |
2.3% |
2% |
False |
True |
36,036 |
| 10 |
1023-4 |
902-0 |
121-4 |
13.4% |
20-6 |
2.3% |
2% |
False |
True |
33,923 |
| 20 |
1047-0 |
902-0 |
145-0 |
16.0% |
23-1 |
2.6% |
2% |
False |
True |
28,002 |
| 40 |
1048-0 |
875-0 |
173-0 |
19.1% |
22-5 |
2.5% |
17% |
False |
False |
18,732 |
| 60 |
1048-0 |
787-4 |
260-4 |
28.8% |
20-7 |
2.3% |
45% |
False |
False |
14,148 |
| 80 |
1048-0 |
787-4 |
260-4 |
28.8% |
22-1 |
2.4% |
45% |
False |
False |
11,493 |
| 100 |
1245-0 |
787-4 |
457-4 |
50.6% |
22-1 |
2.5% |
26% |
False |
False |
9,700 |
| 120 |
1396-0 |
787-4 |
608-4 |
67.3% |
21-6 |
2.4% |
19% |
False |
False |
8,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1028-0 |
|
2.618 |
988-7 |
|
1.618 |
964-7 |
|
1.000 |
950-0 |
|
0.618 |
940-7 |
|
HIGH |
926-0 |
|
0.618 |
916-7 |
|
0.500 |
914-0 |
|
0.382 |
911-1 |
|
LOW |
902-0 |
|
0.618 |
887-1 |
|
1.000 |
878-0 |
|
1.618 |
863-1 |
|
2.618 |
839-1 |
|
4.250 |
800-0 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914-0 |
944-4 |
| PP |
910-7 |
931-1 |
| S1 |
907-5 |
917-7 |
|