CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
976-0 |
928-0 |
-48-0 |
-4.9% |
1022-4 |
| High |
981-0 |
930-0 |
-51-0 |
-5.2% |
1029-0 |
| Low |
962-0 |
905-0 |
-57-0 |
-5.9% |
962-0 |
| Close |
962-0 |
908-0 |
-54-0 |
-5.6% |
962-0 |
| Range |
19-0 |
25-0 |
6-0 |
31.6% |
67-0 |
| ATR |
25-7 |
28-1 |
2-2 |
8.6% |
0-0 |
| Volume |
17,167 |
13,485 |
-3,682 |
-21.4% |
83,006 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-3 |
973-5 |
921-6 |
|
| R3 |
964-3 |
948-5 |
914-7 |
|
| R2 |
939-3 |
939-3 |
912-5 |
|
| R1 |
923-5 |
923-5 |
910-2 |
919-0 |
| PP |
914-3 |
914-3 |
914-3 |
912-0 |
| S1 |
898-5 |
898-5 |
905-6 |
894-0 |
| S2 |
889-3 |
889-3 |
903-3 |
|
| S3 |
864-3 |
873-5 |
901-1 |
|
| S4 |
839-3 |
848-5 |
894-2 |
|
|
| 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 |
1020-0 |
905-0 |
115-0 |
12.7% |
20-1 |
2.2% |
3% |
False |
True |
13,908 |
| 10 |
1029-0 |
905-0 |
124-0 |
13.7% |
20-0 |
2.2% |
2% |
False |
True |
19,062 |
| 20 |
1054-4 |
905-0 |
149-4 |
16.5% |
22-4 |
2.5% |
2% |
False |
True |
18,426 |
| 40 |
1059-0 |
885-0 |
174-0 |
19.2% |
22-4 |
2.5% |
13% |
False |
False |
14,774 |
| 60 |
1059-0 |
797-0 |
262-0 |
28.9% |
21-6 |
2.4% |
42% |
False |
False |
11,868 |
| 80 |
1059-0 |
797-0 |
262-0 |
28.9% |
22-7 |
2.5% |
42% |
False |
False |
10,039 |
| 100 |
1255-0 |
797-0 |
458-0 |
50.4% |
23-1 |
2.5% |
24% |
False |
False |
9,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1036-2 |
|
2.618 |
995-4 |
|
1.618 |
970-4 |
|
1.000 |
955-0 |
|
0.618 |
945-4 |
|
HIGH |
930-0 |
|
0.618 |
920-4 |
|
0.500 |
917-4 |
|
0.382 |
914-4 |
|
LOW |
905-0 |
|
0.618 |
889-4 |
|
1.000 |
880-0 |
|
1.618 |
864-4 |
|
2.618 |
839-4 |
|
4.250 |
798-6 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917-4 |
948-4 |
| PP |
914-3 |
935-0 |
| S1 |
911-1 |
921-4 |
|