CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
928-0 |
896-4 |
-31-4 |
-3.4% |
1022-4 |
| High |
930-0 |
912-4 |
-17-4 |
-1.9% |
1029-0 |
| Low |
905-0 |
889-0 |
-16-0 |
-1.8% |
962-0 |
| Close |
908-0 |
890-6 |
-17-2 |
-1.9% |
962-0 |
| Range |
25-0 |
23-4 |
-1-4 |
-6.0% |
67-0 |
| ATR |
28-1 |
27-6 |
-0-3 |
-1.2% |
0-0 |
| Volume |
13,485 |
21,895 |
8,410 |
62.4% |
83,006 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967-7 |
952-7 |
903-5 |
|
| R3 |
944-3 |
929-3 |
897-2 |
|
| R2 |
920-7 |
920-7 |
895-0 |
|
| R1 |
905-7 |
905-7 |
892-7 |
901-5 |
| PP |
897-3 |
897-3 |
897-3 |
895-2 |
| S1 |
882-3 |
882-3 |
888-5 |
878-1 |
| S2 |
873-7 |
873-7 |
886-4 |
|
| S3 |
850-3 |
858-7 |
884-2 |
|
| S4 |
826-7 |
835-3 |
877-7 |
|
|
| 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 |
1004-0 |
889-0 |
115-0 |
12.9% |
20-2 |
2.3% |
2% |
False |
True |
16,104 |
| 10 |
1029-0 |
889-0 |
140-0 |
15.7% |
21-2 |
2.4% |
1% |
False |
True |
19,865 |
| 20 |
1054-4 |
889-0 |
165-4 |
18.6% |
21-2 |
2.4% |
1% |
False |
True |
18,664 |
| 40 |
1059-0 |
889-0 |
170-0 |
19.1% |
22-6 |
2.6% |
1% |
False |
True |
15,091 |
| 60 |
1059-0 |
797-0 |
262-0 |
29.4% |
21-6 |
2.4% |
36% |
False |
False |
12,186 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.4% |
23-0 |
2.6% |
36% |
False |
False |
10,249 |
| 100 |
1250-0 |
797-0 |
453-0 |
50.9% |
23-1 |
2.6% |
21% |
False |
False |
9,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1012-3 |
|
2.618 |
974-0 |
|
1.618 |
950-4 |
|
1.000 |
936-0 |
|
0.618 |
927-0 |
|
HIGH |
912-4 |
|
0.618 |
903-4 |
|
0.500 |
900-6 |
|
0.382 |
898-0 |
|
LOW |
889-0 |
|
0.618 |
874-4 |
|
1.000 |
865-4 |
|
1.618 |
851-0 |
|
2.618 |
827-4 |
|
4.250 |
789-1 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
900-6 |
935-0 |
| PP |
897-3 |
920-2 |
| S1 |
894-1 |
905-4 |
|