CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
966-0 |
9-0 |
0.9% |
1042-0 |
| High |
958-4 |
974-0 |
15-4 |
1.6% |
1054-4 |
| Low |
947-0 |
955-4 |
8-4 |
0.9% |
981-0 |
| Close |
955-4 |
961-0 |
5-4 |
0.6% |
993-6 |
| Range |
11-4 |
18-4 |
7-0 |
60.9% |
73-4 |
| ATR |
29-0 |
28-2 |
-0-6 |
-2.6% |
0-0 |
| Volume |
13,862 |
27,728 |
13,866 |
100.0% |
92,632 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1019-0 |
1008-4 |
971-1 |
|
| R3 |
1000-4 |
990-0 |
966-1 |
|
| R2 |
982-0 |
982-0 |
964-3 |
|
| R1 |
971-4 |
971-4 |
962-6 |
967-4 |
| PP |
963-4 |
963-4 |
963-4 |
961-4 |
| S1 |
953-0 |
953-0 |
959-2 |
949-0 |
| S2 |
945-0 |
945-0 |
957-5 |
|
| S3 |
926-4 |
934-4 |
955-7 |
|
| S4 |
908-0 |
916-0 |
950-7 |
|
|
| 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 |
1003-0 |
947-0 |
56-0 |
5.8% |
16-4 |
1.7% |
25% |
False |
False |
15,884 |
| 10 |
1054-4 |
947-0 |
107-4 |
11.2% |
20-2 |
2.1% |
13% |
False |
False |
18,255 |
| 20 |
1059-0 |
947-0 |
112-0 |
11.7% |
24-2 |
2.5% |
13% |
False |
False |
18,183 |
| 40 |
1059-0 |
835-0 |
224-0 |
23.3% |
22-2 |
2.3% |
56% |
False |
False |
12,508 |
| 60 |
1059-0 |
797-0 |
262-0 |
27.3% |
21-5 |
2.3% |
63% |
False |
False |
9,958 |
| 80 |
1059-0 |
797-0 |
262-0 |
27.3% |
23-1 |
2.4% |
63% |
False |
False |
8,685 |
| 100 |
1262-0 |
797-0 |
465-0 |
48.4% |
24-0 |
2.5% |
35% |
False |
False |
7,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1052-5 |
|
2.618 |
1022-3 |
|
1.618 |
1003-7 |
|
1.000 |
992-4 |
|
0.618 |
985-3 |
|
HIGH |
974-0 |
|
0.618 |
966-7 |
|
0.500 |
964-6 |
|
0.382 |
962-5 |
|
LOW |
955-4 |
|
0.618 |
944-1 |
|
1.000 |
937-0 |
|
1.618 |
925-5 |
|
2.618 |
907-1 |
|
4.250 |
876-7 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
964-6 |
964-6 |
| PP |
963-4 |
963-4 |
| S1 |
962-2 |
962-2 |
|