CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
885-0 |
885-0 |
0-0 |
0.0% |
928-0 |
| High |
892-0 |
894-4 |
2-4 |
0.3% |
930-0 |
| Low |
873-0 |
865-0 |
-8-0 |
-0.9% |
860-0 |
| Close |
885-0 |
873-2 |
-11-6 |
-1.3% |
869-2 |
| Range |
19-0 |
29-4 |
10-4 |
55.3% |
70-0 |
| ATR |
25-0 |
25-3 |
0-3 |
1.3% |
0-0 |
| Volume |
12,105 |
14,959 |
2,854 |
23.6% |
80,306 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966-1 |
949-1 |
889-4 |
|
| R3 |
936-5 |
919-5 |
881-3 |
|
| R2 |
907-1 |
907-1 |
878-5 |
|
| R1 |
890-1 |
890-1 |
876-0 |
883-7 |
| PP |
877-5 |
877-5 |
877-5 |
874-4 |
| S1 |
860-5 |
860-5 |
870-4 |
854-3 |
| S2 |
848-1 |
848-1 |
867-7 |
|
| S3 |
818-5 |
831-1 |
865-1 |
|
| S4 |
789-1 |
801-5 |
857-0 |
|
|
| 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 |
894-4 |
860-0 |
34-4 |
4.0% |
19-2 |
2.2% |
38% |
True |
False |
17,894 |
| 10 |
992-0 |
860-0 |
132-0 |
15.1% |
19-5 |
2.2% |
10% |
False |
False |
17,926 |
| 20 |
1029-0 |
860-0 |
169-0 |
19.4% |
19-3 |
2.2% |
8% |
False |
False |
18,129 |
| 40 |
1059-0 |
860-0 |
199-0 |
22.8% |
22-3 |
2.6% |
7% |
False |
False |
17,271 |
| 60 |
1059-0 |
797-0 |
262-0 |
30.0% |
21-5 |
2.5% |
29% |
False |
False |
13,596 |
| 80 |
1059-0 |
797-0 |
262-0 |
30.0% |
21-5 |
2.5% |
29% |
False |
False |
11,247 |
| 100 |
1069-0 |
797-0 |
272-0 |
31.1% |
22-6 |
2.6% |
28% |
False |
False |
10,154 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.2% |
23-4 |
2.7% |
16% |
False |
False |
8,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1019-7 |
|
2.618 |
971-6 |
|
1.618 |
942-2 |
|
1.000 |
924-0 |
|
0.618 |
912-6 |
|
HIGH |
894-4 |
|
0.618 |
883-2 |
|
0.500 |
879-6 |
|
0.382 |
876-2 |
|
LOW |
865-0 |
|
0.618 |
846-6 |
|
1.000 |
835-4 |
|
1.618 |
817-2 |
|
2.618 |
787-6 |
|
4.250 |
739-5 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
879-6 |
879-6 |
| PP |
877-5 |
877-5 |
| S1 |
875-3 |
875-3 |
|