CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
823-0 |
810-0 |
-13-0 |
-1.6% |
840-0 |
High |
832-0 |
810-0 |
-22-0 |
-2.6% |
853-0 |
Low |
819-0 |
789-0 |
-30-0 |
-3.7% |
819-0 |
Close |
827-4 |
793-0 |
-34-4 |
-4.2% |
827-4 |
Range |
13-0 |
21-0 |
8-0 |
61.5% |
34-0 |
ATR |
21-6 |
22-7 |
1-2 |
5.5% |
0-0 |
Volume |
19,644 |
12,163 |
-7,481 |
-38.1% |
47,316 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
860-3 |
847-5 |
804-4 |
|
R3 |
839-3 |
826-5 |
798-6 |
|
R2 |
818-3 |
818-3 |
796-7 |
|
R1 |
805-5 |
805-5 |
794-7 |
801-4 |
PP |
797-3 |
797-3 |
797-3 |
795-2 |
S1 |
784-5 |
784-5 |
791-1 |
780-4 |
S2 |
776-3 |
776-3 |
789-1 |
|
S3 |
755-3 |
763-5 |
787-2 |
|
S4 |
734-3 |
742-5 |
781-4 |
|
|
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 |
899-2 |
2.618 |
865-0 |
1.618 |
844-0 |
1.000 |
831-0 |
0.618 |
823-0 |
HIGH |
810-0 |
0.618 |
802-0 |
0.500 |
799-4 |
0.382 |
797-0 |
LOW |
789-0 |
0.618 |
776-0 |
1.000 |
768-0 |
1.618 |
755-0 |
2.618 |
734-0 |
4.250 |
699-6 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
799-4 |
821-0 |
PP |
797-3 |
811-5 |
S1 |
795-1 |
802-3 |
|