CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
993-0 |
-27-0 |
-2.6% |
982-0 |
| High |
1020-0 |
1004-0 |
-16-0 |
-1.6% |
1017-0 |
| Low |
997-0 |
987-4 |
-9-4 |
-1.0% |
947-0 |
| Close |
1007-2 |
987-6 |
-19-4 |
-1.9% |
1012-0 |
| Range |
23-0 |
16-4 |
-6-4 |
-28.3% |
70-0 |
| ATR |
27-6 |
27-1 |
-0-5 |
-2.1% |
0-0 |
| Volume |
10,918 |
13,487 |
2,569 |
23.5% |
109,251 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1042-5 |
1031-5 |
996-7 |
|
| R3 |
1026-1 |
1015-1 |
992-2 |
|
| R2 |
1009-5 |
1009-5 |
990-6 |
|
| R1 |
998-5 |
998-5 |
989-2 |
995-7 |
| PP |
993-1 |
993-1 |
993-1 |
991-6 |
| S1 |
982-1 |
982-1 |
986-2 |
979-3 |
| S2 |
976-5 |
976-5 |
984-6 |
|
| S3 |
960-1 |
965-5 |
983-2 |
|
| S4 |
943-5 |
949-1 |
978-5 |
|
|
| 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 |
966-0 |
63-0 |
6.4% |
21-6 |
2.2% |
35% |
False |
False |
20,778 |
| 10 |
1029-0 |
947-0 |
82-0 |
8.3% |
19-1 |
1.9% |
50% |
False |
False |
18,331 |
| 20 |
1054-4 |
947-0 |
107-4 |
10.9% |
23-5 |
2.4% |
38% |
False |
False |
19,163 |
| 40 |
1059-0 |
870-0 |
189-0 |
19.1% |
22-5 |
2.3% |
62% |
False |
False |
14,239 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.5% |
21-3 |
2.2% |
73% |
False |
False |
11,289 |
| 80 |
1059-0 |
797-0 |
262-0 |
26.5% |
22-7 |
2.3% |
73% |
False |
False |
9,683 |
| 100 |
1262-0 |
797-0 |
465-0 |
47.1% |
23-2 |
2.4% |
41% |
False |
False |
8,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1074-1 |
|
2.618 |
1047-2 |
|
1.618 |
1030-6 |
|
1.000 |
1020-4 |
|
0.618 |
1014-2 |
|
HIGH |
1004-0 |
|
0.618 |
997-6 |
|
0.500 |
995-6 |
|
0.382 |
993-6 |
|
LOW |
987-4 |
|
0.618 |
977-2 |
|
1.000 |
971-0 |
|
1.618 |
960-6 |
|
2.618 |
944-2 |
|
4.250 |
917-3 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
995-6 |
1008-2 |
| PP |
993-1 |
1001-3 |
| S1 |
990-3 |
994-5 |
|