CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
883-0 |
875-0 |
-8-0 |
-0.9% |
928-0 |
| High |
886-0 |
888-4 |
2-4 |
0.3% |
930-0 |
| Low |
871-4 |
875-0 |
3-4 |
0.4% |
860-0 |
| Close |
882-2 |
888-4 |
6-2 |
0.7% |
869-2 |
| Range |
14-4 |
13-4 |
-1-0 |
-6.9% |
70-0 |
| ATR |
26-4 |
25-4 |
-0-7 |
-3.5% |
0-0 |
| Volume |
21,905 |
18,338 |
-3,567 |
-16.3% |
80,306 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
924-4 |
920-0 |
895-7 |
|
| R3 |
911-0 |
906-4 |
892-2 |
|
| R2 |
897-4 |
897-4 |
891-0 |
|
| R1 |
893-0 |
893-0 |
889-6 |
895-2 |
| PP |
884-0 |
884-0 |
884-0 |
885-1 |
| S1 |
879-4 |
879-4 |
887-2 |
881-6 |
| S2 |
870-4 |
870-4 |
886-0 |
|
| S3 |
857-0 |
866-0 |
884-6 |
|
| S4 |
843-4 |
852-4 |
881-1 |
|
|
| 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 |
912-4 |
860-0 |
52-4 |
5.9% |
17-2 |
1.9% |
54% |
False |
False |
21,412 |
| 10 |
1020-0 |
860-0 |
160-0 |
18.0% |
18-6 |
2.1% |
18% |
False |
False |
17,660 |
| 20 |
1029-0 |
860-0 |
169-0 |
19.0% |
18-6 |
2.1% |
17% |
False |
False |
18,796 |
| 40 |
1059-0 |
860-0 |
199-0 |
22.4% |
23-1 |
2.6% |
14% |
False |
False |
16,790 |
| 60 |
1059-0 |
797-0 |
262-0 |
29.5% |
21-2 |
2.4% |
35% |
False |
False |
13,257 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.5% |
21-6 |
2.4% |
35% |
False |
False |
11,073 |
| 100 |
1116-0 |
797-0 |
319-0 |
35.9% |
22-7 |
2.6% |
29% |
False |
False |
10,028 |
| 120 |
1325-0 |
797-0 |
528-0 |
59.4% |
23-5 |
2.7% |
17% |
False |
False |
8,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945-7 |
|
2.618 |
923-7 |
|
1.618 |
910-3 |
|
1.000 |
902-0 |
|
0.618 |
896-7 |
|
HIGH |
888-4 |
|
0.618 |
883-3 |
|
0.500 |
881-6 |
|
0.382 |
880-1 |
|
LOW |
875-0 |
|
0.618 |
866-5 |
|
1.000 |
861-4 |
|
1.618 |
853-1 |
|
2.618 |
839-5 |
|
4.250 |
817-5 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
886-2 |
883-6 |
| PP |
884-0 |
879-0 |
| S1 |
881-6 |
874-2 |
|