CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1021-0 |
1047-0 |
26-0 |
2.5% |
1003-0 |
| High |
1042-4 |
1050-0 |
7-4 |
0.7% |
1072-0 |
| Low |
1021-0 |
1040-0 |
19-0 |
1.9% |
1001-0 |
| Close |
1038-0 |
1046-0 |
8-0 |
0.8% |
1051-0 |
| Range |
21-4 |
10-0 |
-11-4 |
-53.5% |
71-0 |
| ATR |
24-5 |
23-6 |
-0-7 |
-3.7% |
0-0 |
| Volume |
72,949 |
71,968 |
-981 |
-1.3% |
465,103 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-3 |
1070-5 |
1051-4 |
|
| R3 |
1065-3 |
1060-5 |
1048-6 |
|
| R2 |
1055-3 |
1055-3 |
1047-7 |
|
| R1 |
1050-5 |
1050-5 |
1046-7 |
1048-0 |
| PP |
1045-3 |
1045-3 |
1045-3 |
1044-0 |
| S1 |
1040-5 |
1040-5 |
1045-1 |
1038-0 |
| S2 |
1035-3 |
1035-3 |
1044-1 |
|
| S3 |
1025-3 |
1030-5 |
1043-2 |
|
| S4 |
1015-3 |
1020-5 |
1040-4 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1254-3 |
1223-5 |
1090-0 |
|
| R3 |
1183-3 |
1152-5 |
1070-4 |
|
| R2 |
1112-3 |
1112-3 |
1064-0 |
|
| R1 |
1081-5 |
1081-5 |
1057-4 |
1097-0 |
| PP |
1041-3 |
1041-3 |
1041-3 |
1049-0 |
| S1 |
1010-5 |
1010-5 |
1044-4 |
1026-0 |
| S2 |
970-3 |
970-3 |
1038-0 |
|
| S3 |
899-3 |
939-5 |
1031-4 |
|
| S4 |
828-3 |
868-5 |
1012-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1072-0 |
1018-0 |
54-0 |
5.2% |
17-4 |
1.7% |
52% |
False |
False |
88,443 |
| 10 |
1072-0 |
994-0 |
78-0 |
7.5% |
20-4 |
2.0% |
67% |
False |
False |
92,129 |
| 20 |
1072-0 |
897-0 |
175-0 |
16.7% |
18-4 |
1.8% |
85% |
False |
False |
85,441 |
| 40 |
1072-0 |
838-4 |
233-4 |
22.3% |
18-6 |
1.8% |
89% |
False |
False |
78,249 |
| 60 |
1072-0 |
838-4 |
233-4 |
22.3% |
19-5 |
1.9% |
89% |
False |
False |
62,611 |
| 80 |
1072-0 |
838-4 |
233-4 |
22.3% |
21-0 |
2.0% |
89% |
False |
False |
50,018 |
| 100 |
1072-0 |
787-4 |
284-4 |
27.2% |
20-0 |
1.9% |
91% |
False |
False |
41,030 |
| 120 |
1072-0 |
787-4 |
284-4 |
27.2% |
20-6 |
2.0% |
91% |
False |
False |
34,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1092-4 |
|
2.618 |
1076-1 |
|
1.618 |
1066-1 |
|
1.000 |
1060-0 |
|
0.618 |
1056-1 |
|
HIGH |
1050-0 |
|
0.618 |
1046-1 |
|
0.500 |
1045-0 |
|
0.382 |
1043-7 |
|
LOW |
1040-0 |
|
0.618 |
1033-7 |
|
1.000 |
1030-0 |
|
1.618 |
1023-7 |
|
2.618 |
1013-7 |
|
4.250 |
997-4 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1045-5 |
1042-0 |
| PP |
1045-3 |
1038-0 |
| S1 |
1045-0 |
1034-0 |
|