CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
834-0 |
840-0 |
6-0 |
0.7% |
859-0 |
High |
838-0 |
841-0 |
3-0 |
0.4% |
863-0 |
Low |
822-0 |
833-0 |
11-0 |
1.3% |
822-0 |
Close |
830-4 |
840-0 |
9-4 |
1.1% |
830-4 |
Range |
16-0 |
8-0 |
-8-0 |
-50.0% |
41-0 |
ATR |
23-7 |
22-7 |
-1-0 |
-4.0% |
0-0 |
Volume |
9,958 |
9,791 |
-167 |
-1.7% |
41,306 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
862-0 |
859-0 |
844-3 |
|
R3 |
854-0 |
851-0 |
842-2 |
|
R2 |
846-0 |
846-0 |
841-4 |
|
R1 |
843-0 |
843-0 |
840-6 |
844-0 |
PP |
838-0 |
838-0 |
838-0 |
838-4 |
S1 |
835-0 |
835-0 |
839-2 |
836-0 |
S2 |
830-0 |
830-0 |
838-4 |
|
S3 |
822-0 |
827-0 |
837-6 |
|
S4 |
814-0 |
819-0 |
835-5 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
961-4 |
937-0 |
853-0 |
|
R3 |
920-4 |
896-0 |
841-6 |
|
R2 |
879-4 |
879-4 |
838-0 |
|
R1 |
855-0 |
855-0 |
834-2 |
846-6 |
PP |
838-4 |
838-4 |
838-4 |
834-3 |
S1 |
814-0 |
814-0 |
826-6 |
805-6 |
S2 |
797-4 |
797-4 |
823-0 |
|
S3 |
756-4 |
773-0 |
819-2 |
|
S4 |
715-4 |
732-0 |
808-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
875-0 |
2.618 |
862-0 |
1.618 |
854-0 |
1.000 |
849-0 |
0.618 |
846-0 |
HIGH |
841-0 |
0.618 |
838-0 |
0.500 |
837-0 |
0.382 |
836-0 |
LOW |
833-0 |
0.618 |
828-0 |
1.000 |
825-0 |
1.618 |
820-0 |
2.618 |
812-0 |
4.250 |
799-0 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
839-0 |
839-0 |
PP |
838-0 |
838-0 |
S1 |
837-0 |
837-0 |
|