CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
910-0 |
898-0 |
-12-0 |
-1.3% |
960-0 |
High |
913-0 |
901-0 |
-12-0 |
-1.3% |
968-0 |
Low |
890-0 |
890-0 |
0-0 |
0.0% |
924-0 |
Close |
895-0 |
890-0 |
-5-0 |
-0.6% |
945-0 |
Range |
23-0 |
11-0 |
-12-0 |
-52.2% |
44-0 |
ATR |
26-0 |
24-7 |
-1-1 |
-4.1% |
0-0 |
Volume |
8,069 |
10,663 |
2,594 |
32.1% |
46,426 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926-5 |
919-3 |
896-0 |
|
R3 |
915-5 |
908-3 |
893-0 |
|
R2 |
904-5 |
904-5 |
892-0 |
|
R1 |
897-3 |
897-3 |
891-0 |
895-4 |
PP |
893-5 |
893-5 |
893-5 |
892-6 |
S1 |
886-3 |
886-3 |
889-0 |
884-4 |
S2 |
882-5 |
882-5 |
888-0 |
|
S3 |
871-5 |
875-3 |
887-0 |
|
S4 |
860-5 |
864-3 |
884-0 |
|
|
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 |
947-6 |
2.618 |
929-6 |
1.618 |
918-6 |
1.000 |
912-0 |
0.618 |
907-6 |
HIGH |
901-0 |
0.618 |
896-6 |
0.500 |
895-4 |
0.382 |
894-2 |
LOW |
890-0 |
0.618 |
883-2 |
1.000 |
879-0 |
1.618 |
872-2 |
2.618 |
861-2 |
4.250 |
843-2 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
895-4 |
914-0 |
PP |
893-5 |
906-0 |
S1 |
891-7 |
898-0 |
|