CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
966-0 |
971-0 |
5-0 |
0.5% |
1042-0 |
| High |
974-0 |
995-0 |
21-0 |
2.2% |
1054-4 |
| Low |
955-4 |
966-0 |
10-4 |
1.1% |
981-0 |
| Close |
961-0 |
987-2 |
26-2 |
2.7% |
993-6 |
| Range |
18-4 |
29-0 |
10-4 |
56.8% |
73-4 |
| ATR |
28-2 |
28-5 |
0-3 |
1.5% |
0-0 |
| Volume |
27,728 |
30,072 |
2,344 |
8.5% |
92,632 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1069-6 |
1057-4 |
1003-2 |
|
| R3 |
1040-6 |
1028-4 |
995-2 |
|
| R2 |
1011-6 |
1011-6 |
992-5 |
|
| R1 |
999-4 |
999-4 |
989-7 |
1005-5 |
| PP |
982-6 |
982-6 |
982-6 |
985-6 |
| S1 |
970-4 |
970-4 |
984-5 |
976-5 |
| S2 |
953-6 |
953-6 |
981-7 |
|
| S3 |
924-6 |
941-4 |
979-2 |
|
| S4 |
895-6 |
912-4 |
971-2 |
|
|
| 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 |
5.7% |
20-2 |
2.1% |
72% |
False |
False |
19,113 |
| 10 |
1054-4 |
947-0 |
107-4 |
10.9% |
21-2 |
2.2% |
37% |
False |
False |
20,086 |
| 20 |
1059-0 |
947-0 |
112-0 |
11.3% |
25-0 |
2.5% |
36% |
False |
False |
18,726 |
| 40 |
1059-0 |
836-0 |
223-0 |
22.6% |
22-5 |
2.3% |
68% |
False |
False |
12,937 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.5% |
21-7 |
2.2% |
73% |
False |
False |
10,344 |
| 80 |
1059-0 |
797-0 |
262-0 |
26.5% |
23-3 |
2.4% |
73% |
False |
False |
8,998 |
| 100 |
1262-0 |
797-0 |
465-0 |
47.1% |
24-0 |
2.4% |
41% |
False |
False |
8,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1118-2 |
|
2.618 |
1070-7 |
|
1.618 |
1041-7 |
|
1.000 |
1024-0 |
|
0.618 |
1012-7 |
|
HIGH |
995-0 |
|
0.618 |
983-7 |
|
0.500 |
980-4 |
|
0.382 |
977-1 |
|
LOW |
966-0 |
|
0.618 |
948-1 |
|
1.000 |
937-0 |
|
1.618 |
919-1 |
|
2.618 |
890-1 |
|
4.250 |
842-6 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
985-0 |
981-7 |
| PP |
982-6 |
976-3 |
| S1 |
980-4 |
971-0 |
|