CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
982-0 |
24-0 |
2.5% |
988-4 |
| High |
993-0 |
1000-0 |
7-0 |
0.7% |
1000-0 |
| Low |
958-0 |
982-0 |
24-0 |
2.5% |
952-0 |
| Close |
991-4 |
988-4 |
-3-0 |
-0.3% |
988-4 |
| Range |
35-0 |
18-0 |
-17-0 |
-48.6% |
48-0 |
| ATR |
25-1 |
24-5 |
-0-4 |
-2.0% |
0-0 |
| Volume |
4,011 |
2,719 |
-1,292 |
-32.2% |
18,483 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1044-1 |
1034-3 |
998-3 |
|
| R3 |
1026-1 |
1016-3 |
993-4 |
|
| R2 |
1008-1 |
1008-1 |
991-6 |
|
| R1 |
998-3 |
998-3 |
990-1 |
1003-2 |
| PP |
990-1 |
990-1 |
990-1 |
992-5 |
| S1 |
980-3 |
980-3 |
986-7 |
985-2 |
| S2 |
972-1 |
972-1 |
985-2 |
|
| S3 |
954-1 |
962-3 |
983-4 |
|
| S4 |
936-1 |
944-3 |
978-5 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1124-1 |
1104-3 |
1014-7 |
|
| R3 |
1076-1 |
1056-3 |
1001-6 |
|
| R2 |
1028-1 |
1028-1 |
997-2 |
|
| R1 |
1008-3 |
1008-3 |
992-7 |
1012-4 |
| PP |
980-1 |
980-1 |
980-1 |
982-2 |
| S1 |
960-3 |
960-3 |
984-1 |
964-4 |
| S2 |
932-1 |
932-1 |
979-6 |
|
| S3 |
884-1 |
912-3 |
975-2 |
|
| S4 |
836-1 |
864-3 |
962-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1000-0 |
937-0 |
63-0 |
6.4% |
27-3 |
2.8% |
82% |
True |
False |
4,266 |
| 10 |
1000-0 |
875-0 |
125-0 |
12.6% |
19-6 |
2.0% |
91% |
True |
False |
4,245 |
| 20 |
1000-0 |
787-4 |
212-4 |
21.5% |
19-0 |
1.9% |
95% |
True |
False |
5,167 |
| 40 |
1000-0 |
787-4 |
212-4 |
21.5% |
19-7 |
2.0% |
95% |
True |
False |
4,528 |
| 60 |
1024-0 |
787-4 |
236-4 |
23.9% |
21-7 |
2.2% |
85% |
False |
False |
3,977 |
| 80 |
1247-0 |
787-4 |
459-4 |
46.5% |
20-5 |
2.1% |
44% |
False |
False |
3,468 |
| 100 |
1396-0 |
787-4 |
608-4 |
61.6% |
21-7 |
2.2% |
33% |
False |
False |
3,000 |
| 120 |
1596-0 |
787-4 |
808-4 |
81.8% |
22-4 |
2.3% |
25% |
False |
False |
2,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1076-4 |
|
2.618 |
1047-1 |
|
1.618 |
1029-1 |
|
1.000 |
1018-0 |
|
0.618 |
1011-1 |
|
HIGH |
1000-0 |
|
0.618 |
993-1 |
|
0.500 |
991-0 |
|
0.382 |
988-7 |
|
LOW |
982-0 |
|
0.618 |
970-7 |
|
1.000 |
964-0 |
|
1.618 |
952-7 |
|
2.618 |
934-7 |
|
4.250 |
905-4 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
991-0 |
984-3 |
| PP |
990-1 |
980-1 |
| S1 |
989-3 |
976-0 |
|