CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
987-0 |
976-0 |
-11-0 |
-1.1% |
1022-4 |
High |
992-0 |
981-0 |
-11-0 |
-1.1% |
1029-0 |
Low |
975-0 |
962-0 |
-13-0 |
-1.3% |
962-0 |
Close |
976-0 |
962-0 |
-14-0 |
-1.4% |
962-0 |
Range |
17-0 |
19-0 |
2-0 |
11.8% |
67-0 |
ATR |
26-3 |
25-7 |
-0-4 |
-2.0% |
0-0 |
Volume |
14,487 |
17,167 |
2,680 |
18.5% |
83,006 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1025-3 |
1012-5 |
972-4 |
|
R3 |
1006-3 |
993-5 |
967-2 |
|
R2 |
987-3 |
987-3 |
965-4 |
|
R1 |
974-5 |
974-5 |
963-6 |
971-4 |
PP |
968-3 |
968-3 |
968-3 |
966-6 |
S1 |
955-5 |
955-5 |
960-2 |
952-4 |
S2 |
949-3 |
949-3 |
958-4 |
|
S3 |
930-3 |
936-5 |
956-6 |
|
S4 |
911-3 |
917-5 |
951-4 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1185-3 |
1140-5 |
998-7 |
|
R3 |
1118-3 |
1073-5 |
980-3 |
|
R2 |
1051-3 |
1051-3 |
974-2 |
|
R1 |
1006-5 |
1006-5 |
968-1 |
995-4 |
PP |
984-3 |
984-3 |
984-3 |
978-6 |
S1 |
939-5 |
939-5 |
955-7 |
928-4 |
S2 |
917-3 |
917-3 |
949-6 |
|
S3 |
850-3 |
872-5 |
943-5 |
|
S4 |
783-3 |
805-5 |
925-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1029-0 |
962-0 |
67-0 |
7.0% |
19-0 |
2.0% |
0% |
False |
True |
16,601 |
10 |
1029-0 |
947-0 |
82-0 |
8.5% |
20-0 |
2.1% |
18% |
False |
False |
19,225 |
20 |
1054-4 |
947-0 |
107-4 |
11.2% |
21-7 |
2.3% |
14% |
False |
False |
19,222 |
40 |
1059-0 |
879-4 |
179-4 |
18.7% |
22-4 |
2.3% |
46% |
False |
False |
14,561 |
60 |
1059-0 |
797-0 |
262-0 |
27.2% |
21-4 |
2.2% |
63% |
False |
False |
11,713 |
80 |
1059-0 |
797-0 |
262-0 |
27.2% |
22-6 |
2.4% |
63% |
False |
False |
9,929 |
100 |
1255-0 |
797-0 |
458-0 |
47.6% |
23-1 |
2.4% |
36% |
False |
False |
8,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1061-6 |
2.618 |
1030-6 |
1.618 |
1011-6 |
1.000 |
1000-0 |
0.618 |
992-6 |
HIGH |
981-0 |
0.618 |
973-6 |
0.500 |
971-4 |
0.382 |
969-2 |
LOW |
962-0 |
0.618 |
950-2 |
1.000 |
943-0 |
1.618 |
931-2 |
2.618 |
912-2 |
4.250 |
881-2 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
971-4 |
983-0 |
PP |
968-3 |
976-0 |
S1 |
965-1 |
969-0 |
|