CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
901-4 |
875-0 |
-26-4 |
-2.9% |
928-0 |
High |
905-0 |
880-0 |
-25-0 |
-2.8% |
930-0 |
Low |
890-0 |
860-0 |
-30-0 |
-3.4% |
860-0 |
Close |
891-4 |
869-2 |
-22-2 |
-2.5% |
869-2 |
Range |
15-0 |
20-0 |
5-0 |
33.3% |
70-0 |
ATR |
26-7 |
27-2 |
0-3 |
1.2% |
0-0 |
Volume |
22,760 |
22,166 |
-594 |
-2.6% |
80,306 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929-6 |
919-4 |
880-2 |
|
R3 |
909-6 |
899-4 |
874-6 |
|
R2 |
889-6 |
889-6 |
872-7 |
|
R1 |
879-4 |
879-4 |
871-1 |
874-5 |
PP |
869-6 |
869-6 |
869-6 |
867-2 |
S1 |
859-4 |
859-4 |
867-3 |
854-5 |
S2 |
849-6 |
849-6 |
865-5 |
|
S3 |
829-6 |
839-4 |
863-6 |
|
S4 |
809-6 |
819-4 |
858-2 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1096-3 |
1052-7 |
907-6 |
|
R3 |
1026-3 |
982-7 |
888-4 |
|
R2 |
956-3 |
956-3 |
882-1 |
|
R1 |
912-7 |
912-7 |
875-5 |
899-5 |
PP |
886-3 |
886-3 |
886-3 |
879-6 |
S1 |
842-7 |
842-7 |
862-7 |
829-5 |
S2 |
816-3 |
816-3 |
856-3 |
|
S3 |
746-3 |
772-7 |
850-0 |
|
S4 |
676-3 |
702-7 |
830-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
981-0 |
860-0 |
121-0 |
13.9% |
20-4 |
2.4% |
8% |
False |
True |
19,494 |
10 |
1029-0 |
860-0 |
169-0 |
19.4% |
20-0 |
2.3% |
5% |
False |
True |
18,578 |
20 |
1054-4 |
860-0 |
194-4 |
22.4% |
20-5 |
2.4% |
5% |
False |
True |
19,332 |
40 |
1059-0 |
860-0 |
199-0 |
22.9% |
23-1 |
2.7% |
5% |
False |
True |
15,990 |
60 |
1059-0 |
797-0 |
262-0 |
30.1% |
21-5 |
2.5% |
28% |
False |
False |
12,764 |
80 |
1059-0 |
797-0 |
262-0 |
30.1% |
22-5 |
2.6% |
28% |
False |
False |
10,674 |
100 |
1168-0 |
797-0 |
371-0 |
42.7% |
23-1 |
2.7% |
19% |
False |
False |
9,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
965-0 |
2.618 |
932-3 |
1.618 |
912-3 |
1.000 |
900-0 |
0.618 |
892-3 |
HIGH |
880-0 |
0.618 |
872-3 |
0.500 |
870-0 |
0.382 |
867-5 |
LOW |
860-0 |
0.618 |
847-5 |
1.000 |
840-0 |
1.618 |
827-5 |
2.618 |
807-5 |
4.250 |
775-0 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
870-0 |
886-2 |
PP |
869-6 |
880-5 |
S1 |
869-4 |
874-7 |
|