CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
982-0 |
957-0 |
-25-0 |
-2.5% |
1042-0 |
| High |
982-4 |
958-4 |
-24-0 |
-2.4% |
1054-4 |
| Low |
958-0 |
947-0 |
-11-0 |
-1.1% |
981-0 |
| Close |
973-0 |
955-4 |
-17-4 |
-1.8% |
993-6 |
| Range |
24-4 |
11-4 |
-13-0 |
-53.1% |
73-4 |
| ATR |
29-2 |
29-0 |
-0-2 |
-0.8% |
0-0 |
| Volume |
15,119 |
13,862 |
-1,257 |
-8.3% |
92,632 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988-1 |
983-3 |
961-7 |
|
| R3 |
976-5 |
971-7 |
958-5 |
|
| R2 |
965-1 |
965-1 |
957-5 |
|
| R1 |
960-3 |
960-3 |
956-4 |
957-0 |
| PP |
953-5 |
953-5 |
953-5 |
952-0 |
| S1 |
948-7 |
948-7 |
954-4 |
945-4 |
| S2 |
942-1 |
942-1 |
953-3 |
|
| S3 |
930-5 |
937-3 |
952-3 |
|
| S4 |
919-1 |
925-7 |
949-1 |
|
|
| 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 |
947-0 |
59-0 |
6.2% |
17-0 |
1.8% |
14% |
False |
True |
14,802 |
| 10 |
1054-4 |
947-0 |
107-4 |
11.3% |
21-2 |
2.2% |
8% |
False |
True |
17,464 |
| 20 |
1059-0 |
947-0 |
112-0 |
11.7% |
24-4 |
2.6% |
8% |
False |
True |
17,264 |
| 40 |
1059-0 |
797-0 |
262-0 |
27.4% |
22-2 |
2.3% |
60% |
False |
False |
12,050 |
| 60 |
1059-0 |
797-0 |
262-0 |
27.4% |
21-6 |
2.3% |
60% |
False |
False |
9,596 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.4% |
23-1 |
2.4% |
60% |
False |
False |
8,424 |
| 100 |
1262-0 |
797-0 |
465-0 |
48.7% |
24-0 |
2.5% |
34% |
False |
False |
7,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1007-3 |
|
2.618 |
988-5 |
|
1.618 |
977-1 |
|
1.000 |
970-0 |
|
0.618 |
965-5 |
|
HIGH |
958-4 |
|
0.618 |
954-1 |
|
0.500 |
952-6 |
|
0.382 |
951-3 |
|
LOW |
947-0 |
|
0.618 |
939-7 |
|
1.000 |
935-4 |
|
1.618 |
928-3 |
|
2.618 |
916-7 |
|
4.250 |
898-1 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
954-5 |
975-0 |
| PP |
953-5 |
968-4 |
| S1 |
952-6 |
962-0 |
|