CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1157-0 |
1183-0 |
26-0 |
2.2% |
1127-0 |
| High |
1177-0 |
1183-0 |
6-0 |
0.5% |
1187-4 |
| Low |
1156-4 |
1164-4 |
8-0 |
0.7% |
1127-0 |
| Close |
1175-0 |
1166-0 |
-9-0 |
-0.8% |
1166-0 |
| Range |
20-4 |
18-4 |
-2-0 |
-9.8% |
60-4 |
| ATR |
23-7 |
23-4 |
-0-3 |
-1.6% |
0-0 |
| Volume |
101,894 |
77,541 |
-24,353 |
-23.9% |
415,004 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1226-5 |
1214-7 |
1176-1 |
|
| R3 |
1208-1 |
1196-3 |
1171-1 |
|
| R2 |
1189-5 |
1189-5 |
1169-3 |
|
| R1 |
1177-7 |
1177-7 |
1167-6 |
1174-4 |
| PP |
1171-1 |
1171-1 |
1171-1 |
1169-4 |
| S1 |
1159-3 |
1159-3 |
1164-2 |
1156-0 |
| S2 |
1152-5 |
1152-5 |
1162-5 |
|
| S3 |
1134-1 |
1140-7 |
1160-7 |
|
| S4 |
1115-5 |
1122-3 |
1155-7 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1341-5 |
1314-3 |
1199-2 |
|
| R3 |
1281-1 |
1253-7 |
1182-5 |
|
| R2 |
1220-5 |
1220-5 |
1177-1 |
|
| R1 |
1193-3 |
1193-3 |
1171-4 |
1207-0 |
| PP |
1160-1 |
1160-1 |
1160-1 |
1167-0 |
| S1 |
1132-7 |
1132-7 |
1160-4 |
1146-4 |
| S2 |
1099-5 |
1099-5 |
1154-7 |
|
| S3 |
1039-1 |
1072-3 |
1149-3 |
|
| S4 |
978-5 |
1011-7 |
1132-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1187-4 |
1127-0 |
60-4 |
5.2% |
19-6 |
1.7% |
64% |
False |
False |
83,000 |
| 10 |
1187-4 |
1093-0 |
94-4 |
8.1% |
21-0 |
1.8% |
77% |
False |
False |
82,162 |
| 20 |
1187-4 |
982-4 |
205-0 |
17.6% |
23-4 |
2.0% |
90% |
False |
False |
93,674 |
| 40 |
1187-4 |
896-0 |
291-4 |
25.0% |
20-2 |
1.7% |
93% |
False |
False |
74,493 |
| 60 |
1187-4 |
842-0 |
345-4 |
29.6% |
19-3 |
1.7% |
94% |
False |
False |
57,945 |
| 80 |
1187-4 |
842-0 |
345-4 |
29.6% |
19-3 |
1.7% |
94% |
False |
False |
47,991 |
| 100 |
1187-4 |
842-0 |
345-4 |
29.6% |
20-4 |
1.8% |
94% |
False |
False |
41,675 |
| 120 |
1187-4 |
797-0 |
390-4 |
33.5% |
20-4 |
1.8% |
94% |
False |
False |
35,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1261-5 |
|
2.618 |
1231-3 |
|
1.618 |
1212-7 |
|
1.000 |
1201-4 |
|
0.618 |
1194-3 |
|
HIGH |
1183-0 |
|
0.618 |
1175-7 |
|
0.500 |
1173-6 |
|
0.382 |
1171-5 |
|
LOW |
1164-4 |
|
0.618 |
1153-1 |
|
1.000 |
1146-0 |
|
1.618 |
1134-5 |
|
2.618 |
1116-1 |
|
4.250 |
1085-7 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1173-6 |
1172-0 |
| PP |
1171-1 |
1170-0 |
| S1 |
1168-5 |
1168-0 |
|