CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1005-4 |
1022-4 |
17-0 |
1.7% |
982-0 |
| High |
1017-0 |
1029-0 |
12-0 |
1.2% |
1017-0 |
| Low |
996-0 |
1009-4 |
13-4 |
1.4% |
947-0 |
| Close |
1012-0 |
1014-4 |
2-4 |
0.2% |
1012-0 |
| Range |
21-0 |
19-4 |
-1-4 |
-7.1% |
70-0 |
| ATR |
28-6 |
28-1 |
-0-5 |
-2.3% |
0-0 |
| Volume |
22,470 |
26,947 |
4,477 |
19.9% |
109,251 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1076-1 |
1064-7 |
1025-2 |
|
| R3 |
1056-5 |
1045-3 |
1019-7 |
|
| R2 |
1037-1 |
1037-1 |
1018-1 |
|
| R1 |
1025-7 |
1025-7 |
1016-2 |
1021-6 |
| PP |
1017-5 |
1017-5 |
1017-5 |
1015-5 |
| S1 |
1006-3 |
1006-3 |
1012-6 |
1002-2 |
| S2 |
998-1 |
998-1 |
1010-7 |
|
| S3 |
978-5 |
986-7 |
1009-1 |
|
| S4 |
959-1 |
967-3 |
1003-6 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-0 |
1177-0 |
1050-4 |
|
| R3 |
1132-0 |
1107-0 |
1031-2 |
|
| R2 |
1062-0 |
1062-0 |
1024-7 |
|
| R1 |
1037-0 |
1037-0 |
1018-3 |
1049-4 |
| PP |
992-0 |
992-0 |
992-0 |
998-2 |
| S1 |
967-0 |
967-0 |
1005-5 |
979-4 |
| S2 |
922-0 |
922-0 |
999-1 |
|
| S3 |
852-0 |
897-0 |
992-6 |
|
| S4 |
782-0 |
827-0 |
973-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1029-0 |
947-0 |
82-0 |
8.1% |
19-7 |
2.0% |
82% |
True |
False |
24,215 |
| 10 |
1029-0 |
947-0 |
82-0 |
8.1% |
18-6 |
1.8% |
82% |
True |
False |
19,932 |
| 20 |
1054-4 |
947-0 |
107-4 |
10.6% |
24-6 |
2.4% |
63% |
False |
False |
19,816 |
| 40 |
1059-0 |
850-0 |
209-0 |
20.6% |
23-0 |
2.3% |
79% |
False |
False |
13,876 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.8% |
21-6 |
2.1% |
83% |
False |
False |
11,022 |
| 80 |
1059-0 |
797-0 |
262-0 |
25.8% |
23-3 |
2.3% |
83% |
False |
False |
9,502 |
| 100 |
1262-0 |
797-0 |
465-0 |
45.8% |
23-4 |
2.3% |
47% |
False |
False |
8,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1111-7 |
|
2.618 |
1080-0 |
|
1.618 |
1060-4 |
|
1.000 |
1048-4 |
|
0.618 |
1041-0 |
|
HIGH |
1029-0 |
|
0.618 |
1021-4 |
|
0.500 |
1019-2 |
|
0.382 |
1017-0 |
|
LOW |
1009-4 |
|
0.618 |
997-4 |
|
1.000 |
990-0 |
|
1.618 |
978-0 |
|
2.618 |
958-4 |
|
4.250 |
926-5 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1019-2 |
1008-7 |
| PP |
1017-5 |
1003-1 |
| S1 |
1016-1 |
997-4 |
|