CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
982-0 |
987-0 |
5-0 |
0.5% |
988-4 |
| High |
1000-0 |
998-4 |
-1-4 |
-0.2% |
1000-0 |
| Low |
982-0 |
987-0 |
5-0 |
0.5% |
952-0 |
| Close |
988-4 |
998-2 |
9-6 |
1.0% |
988-4 |
| Range |
18-0 |
11-4 |
-6-4 |
-36.1% |
48-0 |
| ATR |
24-5 |
23-5 |
-0-7 |
-3.8% |
0-0 |
| Volume |
2,719 |
5,670 |
2,951 |
108.5% |
18,483 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1029-1 |
1025-1 |
1004-5 |
|
| R3 |
1017-5 |
1013-5 |
1001-3 |
|
| R2 |
1006-1 |
1006-1 |
1000-3 |
|
| R1 |
1002-1 |
1002-1 |
999-2 |
1004-1 |
| PP |
994-5 |
994-5 |
994-5 |
995-4 |
| S1 |
990-5 |
990-5 |
997-2 |
992-5 |
| S2 |
983-1 |
983-1 |
996-1 |
|
| S3 |
971-5 |
979-1 |
995-1 |
|
| S4 |
960-1 |
967-5 |
991-7 |
|
|
| 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 |
952-0 |
48-0 |
4.8% |
21-7 |
2.2% |
96% |
False |
False |
4,830 |
| 10 |
1000-0 |
878-0 |
122-0 |
12.2% |
19-6 |
2.0% |
99% |
False |
False |
4,164 |
| 20 |
1000-0 |
787-4 |
212-4 |
21.3% |
18-6 |
1.9% |
99% |
False |
False |
5,240 |
| 40 |
1000-0 |
787-4 |
212-4 |
21.3% |
18-7 |
1.9% |
99% |
False |
False |
4,583 |
| 60 |
1024-0 |
787-4 |
236-4 |
23.7% |
21-3 |
2.1% |
89% |
False |
False |
4,017 |
| 80 |
1247-0 |
787-4 |
459-4 |
46.0% |
20-4 |
2.1% |
46% |
False |
False |
3,526 |
| 100 |
1396-0 |
787-4 |
608-4 |
61.0% |
21-7 |
2.2% |
35% |
False |
False |
3,048 |
| 120 |
1573-0 |
787-4 |
785-4 |
78.7% |
22-1 |
2.2% |
27% |
False |
False |
2,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1047-3 |
|
2.618 |
1028-5 |
|
1.618 |
1017-1 |
|
1.000 |
1010-0 |
|
0.618 |
1005-5 |
|
HIGH |
998-4 |
|
0.618 |
994-1 |
|
0.500 |
992-6 |
|
0.382 |
991-3 |
|
LOW |
987-0 |
|
0.618 |
979-7 |
|
1.000 |
975-4 |
|
1.618 |
968-3 |
|
2.618 |
956-7 |
|
4.250 |
938-1 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-3 |
991-7 |
| PP |
994-5 |
985-3 |
| S1 |
992-6 |
979-0 |
|