CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
859-0 |
843-0 |
-16-0 |
-1.9% |
953-0 |
High |
863-0 |
850-0 |
-13-0 |
-1.5% |
958-4 |
Low |
846-0 |
835-0 |
-11-0 |
-1.3% |
892-0 |
Close |
853-0 |
835-6 |
-17-2 |
-2.0% |
892-4 |
Range |
17-0 |
15-0 |
-2-0 |
-11.8% |
66-4 |
ATR |
25-0 |
24-4 |
-0-4 |
-2.0% |
0-0 |
Volume |
7,376 |
12,691 |
5,315 |
72.1% |
44,836 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
885-2 |
875-4 |
844-0 |
|
R3 |
870-2 |
860-4 |
839-7 |
|
R2 |
855-2 |
855-2 |
838-4 |
|
R1 |
845-4 |
845-4 |
837-1 |
842-7 |
PP |
840-2 |
840-2 |
840-2 |
839-0 |
S1 |
830-4 |
830-4 |
834-3 |
827-7 |
S2 |
825-2 |
825-2 |
833-0 |
|
S3 |
810-2 |
815-4 |
831-5 |
|
S4 |
795-2 |
800-4 |
827-4 |
|
|
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 |
913-6 |
2.618 |
889-2 |
1.618 |
874-2 |
1.000 |
865-0 |
0.618 |
859-2 |
HIGH |
850-0 |
0.618 |
844-2 |
0.500 |
842-4 |
0.382 |
840-6 |
LOW |
835-0 |
0.618 |
825-6 |
1.000 |
820-0 |
1.618 |
810-6 |
2.618 |
795-6 |
4.250 |
771-2 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
842-4 |
870-4 |
PP |
840-2 |
858-7 |
S1 |
838-0 |
847-3 |
|