CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
840-0 |
823-0 |
-17-0 |
-2.0% |
840-0 |
High |
853-0 |
832-0 |
-21-0 |
-2.5% |
853-0 |
Low |
833-0 |
819-0 |
-14-0 |
-1.7% |
819-0 |
Close |
838-0 |
827-4 |
-10-4 |
-1.3% |
827-4 |
Range |
20-0 |
13-0 |
-7-0 |
-35.0% |
34-0 |
ATR |
21-7 |
21-6 |
-0-2 |
-0.9% |
0-0 |
Volume |
6,167 |
19,644 |
13,477 |
218.5% |
47,316 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
865-1 |
859-3 |
834-5 |
|
R3 |
852-1 |
846-3 |
831-1 |
|
R2 |
839-1 |
839-1 |
829-7 |
|
R1 |
833-3 |
833-3 |
828-6 |
836-2 |
PP |
826-1 |
826-1 |
826-1 |
827-5 |
S1 |
820-3 |
820-3 |
826-2 |
823-2 |
S2 |
813-1 |
813-1 |
825-1 |
|
S3 |
800-1 |
807-3 |
823-7 |
|
S4 |
787-1 |
794-3 |
820-3 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935-1 |
915-3 |
846-2 |
|
R3 |
901-1 |
881-3 |
836-7 |
|
R2 |
867-1 |
867-1 |
833-6 |
|
R1 |
847-3 |
847-3 |
830-5 |
840-2 |
PP |
833-1 |
833-1 |
833-1 |
829-5 |
S1 |
813-3 |
813-3 |
824-3 |
806-2 |
S2 |
799-1 |
799-1 |
821-2 |
|
S3 |
765-1 |
779-3 |
818-1 |
|
S4 |
731-1 |
745-3 |
808-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
887-2 |
2.618 |
866-0 |
1.618 |
853-0 |
1.000 |
845-0 |
0.618 |
840-0 |
HIGH |
832-0 |
0.618 |
827-0 |
0.500 |
825-4 |
0.382 |
824-0 |
LOW |
819-0 |
0.618 |
811-0 |
1.000 |
806-0 |
1.618 |
798-0 |
2.618 |
785-0 |
4.250 |
763-6 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
826-7 |
836-0 |
PP |
826-1 |
833-1 |
S1 |
825-4 |
830-3 |
|