CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
885-0 |
858-0 |
-27-0 |
-3.1% |
883-0 |
| High |
894-4 |
879-0 |
-15-4 |
-1.7% |
894-4 |
| Low |
865-0 |
856-0 |
-9-0 |
-1.0% |
856-0 |
| Close |
873-2 |
875-0 |
1-6 |
0.2% |
875-0 |
| Range |
29-4 |
23-0 |
-6-4 |
-22.0% |
38-4 |
| ATR |
25-3 |
25-2 |
-0-1 |
-0.7% |
0-0 |
| Volume |
14,959 |
23,100 |
8,141 |
54.4% |
90,407 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939-0 |
930-0 |
887-5 |
|
| R3 |
916-0 |
907-0 |
881-3 |
|
| R2 |
893-0 |
893-0 |
879-2 |
|
| R1 |
884-0 |
884-0 |
877-1 |
888-4 |
| PP |
870-0 |
870-0 |
870-0 |
872-2 |
| S1 |
861-0 |
861-0 |
872-7 |
865-4 |
| S2 |
847-0 |
847-0 |
870-6 |
|
| S3 |
824-0 |
838-0 |
868-5 |
|
| S4 |
801-0 |
815-0 |
862-3 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-5 |
971-3 |
896-1 |
|
| R3 |
952-1 |
932-7 |
885-5 |
|
| R2 |
913-5 |
913-5 |
882-0 |
|
| R1 |
894-3 |
894-3 |
878-4 |
884-6 |
| PP |
875-1 |
875-1 |
875-1 |
870-3 |
| S1 |
855-7 |
855-7 |
871-4 |
846-2 |
| S2 |
836-5 |
836-5 |
868-0 |
|
| S3 |
798-1 |
817-3 |
864-3 |
|
| S4 |
759-5 |
778-7 |
853-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
894-4 |
856-0 |
38-4 |
4.4% |
19-7 |
2.3% |
49% |
False |
True |
18,081 |
| 10 |
981-0 |
856-0 |
125-0 |
14.3% |
20-2 |
2.3% |
15% |
False |
True |
18,788 |
| 20 |
1029-0 |
856-0 |
173-0 |
19.8% |
20-0 |
2.3% |
11% |
False |
True |
18,587 |
| 40 |
1059-0 |
856-0 |
203-0 |
23.2% |
22-5 |
2.6% |
9% |
False |
True |
17,536 |
| 60 |
1059-0 |
797-0 |
262-0 |
29.9% |
21-6 |
2.5% |
30% |
False |
False |
13,924 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.9% |
21-6 |
2.5% |
30% |
False |
False |
11,489 |
| 100 |
1059-0 |
797-0 |
262-0 |
29.9% |
22-6 |
2.6% |
30% |
False |
False |
10,271 |
| 120 |
1262-0 |
797-0 |
465-0 |
53.1% |
23-3 |
2.7% |
17% |
False |
False |
9,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
976-6 |
|
2.618 |
939-2 |
|
1.618 |
916-2 |
|
1.000 |
902-0 |
|
0.618 |
893-2 |
|
HIGH |
879-0 |
|
0.618 |
870-2 |
|
0.500 |
867-4 |
|
0.382 |
864-6 |
|
LOW |
856-0 |
|
0.618 |
841-6 |
|
1.000 |
833-0 |
|
1.618 |
818-6 |
|
2.618 |
795-6 |
|
4.250 |
758-2 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
872-4 |
875-2 |
| PP |
870-0 |
875-1 |
| S1 |
867-4 |
875-1 |
|