CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
868-4 |
881-0 |
12-4 |
1.4% |
921-0 |
High |
884-0 |
887-4 |
3-4 |
0.4% |
926-0 |
Low |
868-4 |
866-0 |
-2-4 |
-0.3% |
854-4 |
Close |
883-4 |
880-0 |
-3-4 |
-0.4% |
863-2 |
Range |
15-4 |
21-4 |
6-0 |
38.7% |
71-4 |
ATR |
25-7 |
25-5 |
-0-3 |
-1.2% |
0-0 |
Volume |
56,063 |
47,474 |
-8,589 |
-15.3% |
168,914 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
942-3 |
932-5 |
891-7 |
|
R3 |
920-7 |
911-1 |
885-7 |
|
R2 |
899-3 |
899-3 |
884-0 |
|
R1 |
889-5 |
889-5 |
882-0 |
883-6 |
PP |
877-7 |
877-7 |
877-7 |
874-7 |
S1 |
868-1 |
868-1 |
878-0 |
862-2 |
S2 |
856-3 |
856-3 |
876-0 |
|
S3 |
834-7 |
846-5 |
874-1 |
|
S4 |
813-3 |
825-1 |
868-1 |
|
|
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 |
901-4 |
854-4 |
47-0 |
5.3% |
17-6 |
2.0% |
54% |
False |
False |
54,442 |
10 |
999-0 |
854-4 |
144-4 |
16.4% |
19-1 |
2.2% |
18% |
False |
False |
46,244 |
20 |
1023-4 |
854-4 |
169-0 |
19.2% |
19-7 |
2.3% |
15% |
False |
False |
35,784 |
40 |
1048-0 |
854-4 |
193-4 |
22.0% |
22-7 |
2.6% |
13% |
False |
False |
25,944 |
60 |
1048-0 |
787-4 |
260-4 |
29.6% |
20-7 |
2.4% |
36% |
False |
False |
18,973 |
80 |
1048-0 |
787-4 |
260-4 |
29.6% |
21-1 |
2.4% |
36% |
False |
False |
15,161 |
100 |
1062-0 |
787-4 |
274-4 |
31.2% |
22-1 |
2.5% |
34% |
False |
False |
12,721 |
120 |
1286-0 |
787-4 |
498-4 |
56.6% |
21-4 |
2.4% |
19% |
False |
False |
10,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
978-7 |
2.618 |
943-6 |
1.618 |
922-2 |
1.000 |
909-0 |
0.618 |
900-6 |
HIGH |
887-4 |
0.618 |
879-2 |
0.500 |
876-6 |
0.382 |
874-2 |
LOW |
866-0 |
0.618 |
852-6 |
1.000 |
844-4 |
1.618 |
831-2 |
2.618 |
809-6 |
4.250 |
774-5 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
878-7 |
878-6 |
PP |
877-7 |
877-4 |
S1 |
876-6 |
876-2 |
|