CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
897-0 |
871-4 |
-25-4 |
-2.8% |
921-0 |
High |
901-4 |
874-0 |
-27-4 |
-3.1% |
926-0 |
Low |
885-0 |
854-4 |
-30-4 |
-3.4% |
854-4 |
Close |
886-0 |
863-2 |
-22-6 |
-2.6% |
863-2 |
Range |
16-4 |
19-4 |
3-0 |
18.2% |
71-4 |
ATR |
27-1 |
27-3 |
0-3 |
1.2% |
0-0 |
Volume |
48,247 |
47,903 |
-344 |
-0.7% |
168,914 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922-3 |
912-3 |
874-0 |
|
R3 |
902-7 |
892-7 |
868-5 |
|
R2 |
883-3 |
883-3 |
866-7 |
|
R1 |
873-3 |
873-3 |
865-0 |
868-5 |
PP |
863-7 |
863-7 |
863-7 |
861-4 |
S1 |
853-7 |
853-7 |
861-4 |
849-1 |
S2 |
844-3 |
844-3 |
859-5 |
|
S3 |
824-7 |
834-3 |
857-7 |
|
S4 |
805-3 |
814-7 |
852-4 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1095-6 |
1051-0 |
902-5 |
|
R3 |
1024-2 |
979-4 |
882-7 |
|
R2 |
952-6 |
952-6 |
876-3 |
|
R1 |
908-0 |
908-0 |
869-6 |
894-5 |
PP |
881-2 |
881-2 |
881-2 |
874-4 |
S1 |
836-4 |
836-4 |
856-6 |
823-1 |
S2 |
809-6 |
809-6 |
850-1 |
|
S3 |
738-2 |
765-0 |
843-5 |
|
S4 |
666-6 |
693-4 |
823-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
977-0 |
854-4 |
122-4 |
14.2% |
20-6 |
2.4% |
7% |
False |
True |
42,198 |
10 |
1023-4 |
854-4 |
169-0 |
19.6% |
20-4 |
2.4% |
5% |
False |
True |
37,448 |
20 |
1047-0 |
854-4 |
192-4 |
22.3% |
21-2 |
2.5% |
5% |
False |
True |
31,335 |
40 |
1048-0 |
854-4 |
193-4 |
22.4% |
23-2 |
2.7% |
5% |
False |
True |
21,787 |
60 |
1048-0 |
787-4 |
260-4 |
30.2% |
20-7 |
2.4% |
29% |
False |
False |
16,218 |
80 |
1048-0 |
787-4 |
260-4 |
30.2% |
21-6 |
2.5% |
29% |
False |
False |
13,089 |
100 |
1161-0 |
787-4 |
373-4 |
43.3% |
22-2 |
2.6% |
20% |
False |
False |
11,016 |
120 |
1373-0 |
787-4 |
585-4 |
67.8% |
21-7 |
2.5% |
13% |
False |
False |
9,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
956-7 |
2.618 |
925-0 |
1.618 |
905-4 |
1.000 |
893-4 |
0.618 |
886-0 |
HIGH |
874-0 |
0.618 |
866-4 |
0.500 |
864-2 |
0.382 |
862-0 |
LOW |
854-4 |
0.618 |
842-4 |
1.000 |
835-0 |
1.618 |
823-0 |
2.618 |
803-4 |
4.250 |
771-5 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
864-2 |
881-2 |
PP |
863-7 |
875-2 |
S1 |
863-5 |
869-2 |
|