CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1022-4 |
1020-0 |
-2-4 |
-0.2% |
982-0 |
High |
1029-0 |
1020-0 |
-9-0 |
-0.9% |
1017-0 |
Low |
1009-4 |
997-0 |
-12-4 |
-1.2% |
947-0 |
Close |
1014-4 |
1007-2 |
-7-2 |
-0.7% |
1012-0 |
Range |
19-4 |
23-0 |
3-4 |
17.9% |
70-0 |
ATR |
28-1 |
27-6 |
-0-3 |
-1.3% |
0-0 |
Volume |
26,947 |
10,918 |
-16,029 |
-59.5% |
109,251 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1077-1 |
1065-1 |
1019-7 |
|
R3 |
1054-1 |
1042-1 |
1013-5 |
|
R2 |
1031-1 |
1031-1 |
1011-4 |
|
R1 |
1019-1 |
1019-1 |
1009-3 |
1013-5 |
PP |
1008-1 |
1008-1 |
1008-1 |
1005-2 |
S1 |
996-1 |
996-1 |
1005-1 |
990-5 |
S2 |
985-1 |
985-1 |
1003-0 |
|
S3 |
962-1 |
973-1 |
1000-7 |
|
S4 |
939-1 |
950-1 |
994-5 |
|
|
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 |
955-4 |
73-4 |
7.3% |
22-2 |
2.2% |
70% |
False |
False |
23,627 |
10 |
1029-0 |
947-0 |
82-0 |
8.1% |
19-5 |
1.9% |
73% |
False |
False |
19,214 |
20 |
1054-4 |
947-0 |
107-4 |
10.7% |
23-7 |
2.4% |
56% |
False |
False |
19,376 |
40 |
1059-0 |
850-0 |
209-0 |
20.7% |
23-0 |
2.3% |
75% |
False |
False |
14,055 |
60 |
1059-0 |
797-0 |
262-0 |
26.0% |
21-6 |
2.2% |
80% |
False |
False |
11,129 |
80 |
1059-0 |
797-0 |
262-0 |
26.0% |
23-2 |
2.3% |
80% |
False |
False |
9,590 |
100 |
1262-0 |
797-0 |
465-0 |
46.2% |
23-3 |
2.3% |
45% |
False |
False |
8,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1117-6 |
2.618 |
1080-2 |
1.618 |
1057-2 |
1.000 |
1043-0 |
0.618 |
1034-2 |
HIGH |
1020-0 |
0.618 |
1011-2 |
0.500 |
1008-4 |
0.382 |
1005-6 |
LOW |
997-0 |
0.618 |
982-6 |
1.000 |
974-0 |
1.618 |
959-6 |
2.618 |
936-6 |
4.250 |
899-2 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1008-4 |
1012-4 |
PP |
1008-1 |
1010-6 |
S1 |
1007-5 |
1009-0 |
|