CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
881-0 |
879-0 |
-2-0 |
-0.2% |
921-0 |
High |
887-4 |
890-4 |
3-0 |
0.3% |
926-0 |
Low |
866-0 |
858-4 |
-7-4 |
-0.9% |
854-4 |
Close |
880-0 |
868-4 |
-11-4 |
-1.3% |
863-2 |
Range |
21-4 |
32-0 |
10-4 |
48.8% |
71-4 |
ATR |
25-5 |
26-1 |
0-4 |
1.8% |
0-0 |
Volume |
47,474 |
77,546 |
30,072 |
63.3% |
168,914 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968-4 |
950-4 |
886-1 |
|
R3 |
936-4 |
918-4 |
877-2 |
|
R2 |
904-4 |
904-4 |
874-3 |
|
R1 |
886-4 |
886-4 |
871-3 |
879-4 |
PP |
872-4 |
872-4 |
872-4 |
869-0 |
S1 |
854-4 |
854-4 |
865-5 |
847-4 |
S2 |
840-4 |
840-4 |
862-5 |
|
S3 |
808-4 |
822-4 |
859-6 |
|
S4 |
776-4 |
790-4 |
850-7 |
|
|
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 |
890-4 |
854-4 |
36-0 |
4.1% |
20-7 |
2.4% |
39% |
True |
False |
60,302 |
10 |
987-0 |
854-4 |
132-4 |
15.3% |
20-4 |
2.4% |
11% |
False |
False |
50,885 |
20 |
1023-4 |
854-4 |
169-0 |
19.5% |
20-2 |
2.3% |
8% |
False |
False |
38,756 |
40 |
1048-0 |
854-4 |
193-4 |
22.3% |
22-7 |
2.6% |
7% |
False |
False |
27,785 |
60 |
1048-0 |
787-4 |
260-4 |
30.0% |
21-1 |
2.4% |
31% |
False |
False |
20,184 |
80 |
1048-0 |
787-4 |
260-4 |
30.0% |
21-2 |
2.5% |
31% |
False |
False |
16,074 |
100 |
1062-0 |
787-4 |
274-4 |
31.6% |
22-2 |
2.6% |
30% |
False |
False |
13,462 |
120 |
1247-0 |
787-4 |
459-4 |
52.9% |
21-5 |
2.5% |
18% |
False |
False |
11,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-4 |
2.618 |
974-2 |
1.618 |
942-2 |
1.000 |
922-4 |
0.618 |
910-2 |
HIGH |
890-4 |
0.618 |
878-2 |
0.500 |
874-4 |
0.382 |
870-6 |
LOW |
858-4 |
0.618 |
838-6 |
1.000 |
826-4 |
1.618 |
806-6 |
2.618 |
774-6 |
4.250 |
722-4 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
874-4 |
874-4 |
PP |
872-4 |
872-4 |
S1 |
870-4 |
870-4 |
|