CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
905-0 |
859-0 |
-46-0 |
-5.1% |
953-0 |
| High |
906-0 |
863-0 |
-43-0 |
-4.7% |
958-4 |
| Low |
892-0 |
846-0 |
-46-0 |
-5.2% |
892-0 |
| Close |
892-4 |
853-0 |
-39-4 |
-4.4% |
892-4 |
| Range |
14-0 |
17-0 |
3-0 |
21.4% |
66-4 |
| ATR |
23-3 |
25-0 |
1-5 |
7.0% |
0-0 |
| Volume |
10,624 |
7,376 |
-3,248 |
-30.6% |
44,836 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905-0 |
896-0 |
862-3 |
|
| R3 |
888-0 |
879-0 |
857-5 |
|
| R2 |
871-0 |
871-0 |
856-1 |
|
| R1 |
862-0 |
862-0 |
854-4 |
858-0 |
| PP |
854-0 |
854-0 |
854-0 |
852-0 |
| S1 |
845-0 |
845-0 |
851-4 |
841-0 |
| S2 |
837-0 |
837-0 |
849-7 |
|
| S3 |
820-0 |
828-0 |
848-3 |
|
| S4 |
803-0 |
811-0 |
843-5 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-7 |
1069-5 |
929-1 |
|
| R3 |
1047-3 |
1003-1 |
910-6 |
|
| R2 |
980-7 |
980-7 |
904-6 |
|
| R1 |
936-5 |
936-5 |
898-5 |
925-4 |
| PP |
914-3 |
914-3 |
914-3 |
908-6 |
| S1 |
870-1 |
870-1 |
886-3 |
859-0 |
| S2 |
847-7 |
847-7 |
880-2 |
|
| S3 |
781-3 |
803-5 |
874-2 |
|
| S4 |
714-7 |
737-1 |
855-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
935-2 |
|
2.618 |
907-4 |
|
1.618 |
890-4 |
|
1.000 |
880-0 |
|
0.618 |
873-4 |
|
HIGH |
863-0 |
|
0.618 |
856-4 |
|
0.500 |
854-4 |
|
0.382 |
852-4 |
|
LOW |
846-0 |
|
0.618 |
835-4 |
|
1.000 |
829-0 |
|
1.618 |
818-4 |
|
2.618 |
801-4 |
|
4.250 |
773-6 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
854-4 |
881-0 |
| PP |
854-0 |
871-5 |
| S1 |
853-4 |
862-3 |
|