CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
840-0 |
833-0 |
-7-0 |
-0.8% |
859-0 |
High |
841-0 |
839-0 |
-2-0 |
-0.2% |
863-0 |
Low |
833-0 |
830-0 |
-3-0 |
-0.4% |
822-0 |
Close |
840-0 |
840-0 |
0-0 |
0.0% |
830-4 |
Range |
8-0 |
9-0 |
1-0 |
12.5% |
41-0 |
ATR |
22-7 |
22-0 |
-0-7 |
-4.0% |
0-0 |
Volume |
9,791 |
5,948 |
-3,843 |
-39.3% |
41,306 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-3 |
860-5 |
845-0 |
|
R3 |
854-3 |
851-5 |
842-4 |
|
R2 |
845-3 |
845-3 |
841-5 |
|
R1 |
842-5 |
842-5 |
840-7 |
844-0 |
PP |
836-3 |
836-3 |
836-3 |
837-0 |
S1 |
833-5 |
833-5 |
839-1 |
835-0 |
S2 |
827-3 |
827-3 |
838-3 |
|
S3 |
818-3 |
824-5 |
837-4 |
|
S4 |
809-3 |
815-5 |
835-0 |
|
|
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 |
877-2 |
2.618 |
862-4 |
1.618 |
853-4 |
1.000 |
848-0 |
0.618 |
844-4 |
HIGH |
839-0 |
0.618 |
835-4 |
0.500 |
834-4 |
0.382 |
833-4 |
LOW |
830-0 |
0.618 |
824-4 |
1.000 |
821-0 |
1.618 |
815-4 |
2.618 |
806-4 |
4.250 |
791-6 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
838-1 |
837-1 |
PP |
836-3 |
834-3 |
S1 |
834-4 |
831-4 |
|