CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
898-0 |
894-0 |
-4-0 |
-0.4% |
960-0 |
| High |
901-0 |
922-0 |
21-0 |
2.3% |
968-0 |
| Low |
890-0 |
893-0 |
3-0 |
0.3% |
924-0 |
| Close |
890-0 |
914-4 |
24-4 |
2.8% |
945-0 |
| Range |
11-0 |
29-0 |
18-0 |
163.6% |
44-0 |
| ATR |
24-7 |
25-3 |
0-4 |
2.0% |
0-0 |
| Volume |
10,663 |
12,594 |
1,931 |
18.1% |
46,426 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996-7 |
984-5 |
930-4 |
|
| R3 |
967-7 |
955-5 |
922-4 |
|
| R2 |
938-7 |
938-7 |
919-7 |
|
| R1 |
926-5 |
926-5 |
917-1 |
932-6 |
| PP |
909-7 |
909-7 |
909-7 |
912-7 |
| S1 |
897-5 |
897-5 |
911-7 |
903-6 |
| S2 |
880-7 |
880-7 |
909-1 |
|
| S3 |
851-7 |
868-5 |
906-4 |
|
| S4 |
822-7 |
839-5 |
898-4 |
|
|
| 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 |
1045-2 |
|
2.618 |
997-7 |
|
1.618 |
968-7 |
|
1.000 |
951-0 |
|
0.618 |
939-7 |
|
HIGH |
922-0 |
|
0.618 |
910-7 |
|
0.500 |
907-4 |
|
0.382 |
904-1 |
|
LOW |
893-0 |
|
0.618 |
875-1 |
|
1.000 |
864-0 |
|
1.618 |
846-1 |
|
2.618 |
817-1 |
|
4.250 |
769-6 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
912-1 |
911-5 |
| PP |
909-7 |
908-7 |
| S1 |
907-4 |
906-0 |
|