CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
986-4 |
982-0 |
-4-4 |
-0.5% |
1042-0 |
High |
1003-0 |
982-4 |
-20-4 |
-2.0% |
1054-4 |
Low |
985-0 |
958-0 |
-27-0 |
-2.7% |
981-0 |
Close |
993-6 |
973-0 |
-20-6 |
-2.1% |
993-6 |
Range |
18-0 |
24-4 |
6-4 |
36.1% |
73-4 |
ATR |
28-6 |
29-2 |
0-4 |
1.7% |
0-0 |
Volume |
8,786 |
15,119 |
6,333 |
72.1% |
92,632 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1044-5 |
1033-3 |
986-4 |
|
R3 |
1020-1 |
1008-7 |
979-6 |
|
R2 |
995-5 |
995-5 |
977-4 |
|
R1 |
984-3 |
984-3 |
975-2 |
977-6 |
PP |
971-1 |
971-1 |
971-1 |
967-7 |
S1 |
959-7 |
959-7 |
970-6 |
953-2 |
S2 |
946-5 |
946-5 |
968-4 |
|
S3 |
922-1 |
935-3 |
966-2 |
|
S4 |
897-5 |
910-7 |
959-4 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1230-2 |
1185-4 |
1034-1 |
|
R3 |
1156-6 |
1112-0 |
1014-0 |
|
R2 |
1083-2 |
1083-2 |
1007-2 |
|
R1 |
1038-4 |
1038-4 |
1000-4 |
1024-1 |
PP |
1009-6 |
1009-6 |
1009-6 |
1002-4 |
S1 |
965-0 |
965-0 |
987-0 |
950-5 |
S2 |
936-2 |
936-2 |
980-2 |
|
S3 |
862-6 |
891-4 |
973-4 |
|
S4 |
789-2 |
818-0 |
953-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1006-0 |
958-0 |
48-0 |
4.9% |
17-4 |
1.8% |
31% |
False |
True |
15,649 |
10 |
1054-4 |
958-0 |
96-4 |
9.9% |
25-0 |
2.6% |
16% |
False |
True |
17,791 |
20 |
1059-0 |
958-0 |
101-0 |
10.4% |
24-5 |
2.5% |
15% |
False |
True |
16,953 |
40 |
1059-0 |
797-0 |
262-0 |
26.9% |
22-3 |
2.3% |
67% |
False |
False |
11,854 |
60 |
1059-0 |
797-0 |
262-0 |
26.9% |
22-3 |
2.3% |
67% |
False |
False |
9,432 |
80 |
1059-0 |
797-0 |
262-0 |
26.9% |
23-4 |
2.4% |
67% |
False |
False |
8,335 |
100 |
1262-0 |
797-0 |
465-0 |
47.8% |
24-0 |
2.5% |
38% |
False |
False |
7,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1086-5 |
2.618 |
1046-5 |
1.618 |
1022-1 |
1.000 |
1007-0 |
0.618 |
997-5 |
HIGH |
982-4 |
0.618 |
973-1 |
0.500 |
970-2 |
0.382 |
967-3 |
LOW |
958-0 |
0.618 |
942-7 |
1.000 |
933-4 |
1.618 |
918-3 |
2.618 |
893-7 |
4.250 |
853-7 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
972-1 |
980-4 |
PP |
971-1 |
978-0 |
S1 |
970-2 |
975-4 |
|