CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
934-0 |
910-0 |
-24-0 |
-2.6% |
960-0 |
| High |
938-0 |
913-0 |
-25-0 |
-2.7% |
968-0 |
| Low |
915-0 |
890-0 |
-25-0 |
-2.7% |
924-0 |
| Close |
925-0 |
895-0 |
-30-0 |
-3.2% |
945-0 |
| Range |
23-0 |
23-0 |
0-0 |
0.0% |
44-0 |
| ATR |
25-2 |
26-0 |
0-6 |
2.8% |
0-0 |
| Volume |
11,949 |
8,069 |
-3,880 |
-32.5% |
46,426 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968-3 |
954-5 |
907-5 |
|
| R3 |
945-3 |
931-5 |
901-3 |
|
| R2 |
922-3 |
922-3 |
899-2 |
|
| R1 |
908-5 |
908-5 |
897-1 |
904-0 |
| PP |
899-3 |
899-3 |
899-3 |
897-0 |
| S1 |
885-5 |
885-5 |
892-7 |
881-0 |
| S2 |
876-3 |
876-3 |
890-6 |
|
| S3 |
853-3 |
862-5 |
888-5 |
|
| S4 |
830-3 |
839-5 |
882-3 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-5 |
1055-3 |
969-2 |
|
| R3 |
1033-5 |
1011-3 |
957-1 |
|
| R2 |
989-5 |
989-5 |
953-1 |
|
| R1 |
967-3 |
967-3 |
949-0 |
956-4 |
| PP |
945-5 |
945-5 |
945-5 |
940-2 |
| S1 |
923-3 |
923-3 |
941-0 |
912-4 |
| S2 |
901-5 |
901-5 |
936-7 |
|
| S3 |
857-5 |
879-3 |
932-7 |
|
| S4 |
813-5 |
835-3 |
920-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1010-6 |
|
2.618 |
973-2 |
|
1.618 |
950-2 |
|
1.000 |
936-0 |
|
0.618 |
927-2 |
|
HIGH |
913-0 |
|
0.618 |
904-2 |
|
0.500 |
901-4 |
|
0.382 |
898-6 |
|
LOW |
890-0 |
|
0.618 |
875-6 |
|
1.000 |
867-0 |
|
1.618 |
852-6 |
|
2.618 |
829-6 |
|
4.250 |
792-2 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
901-4 |
922-0 |
| PP |
899-3 |
913-0 |
| S1 |
897-1 |
904-0 |
|