CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
987-0 |
1009-0 |
22-0 |
2.2% |
988-4 |
| High |
998-4 |
1030-4 |
32-0 |
3.2% |
1000-0 |
| Low |
987-0 |
1008-0 |
21-0 |
2.1% |
952-0 |
| Close |
998-2 |
1027-2 |
29-0 |
2.9% |
988-4 |
| Range |
11-4 |
22-4 |
11-0 |
95.7% |
48-0 |
| ATR |
23-5 |
24-2 |
0-5 |
2.6% |
0-0 |
| Volume |
5,670 |
9,264 |
3,594 |
63.4% |
18,483 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1089-3 |
1080-7 |
1039-5 |
|
| R3 |
1066-7 |
1058-3 |
1033-4 |
|
| R2 |
1044-3 |
1044-3 |
1031-3 |
|
| R1 |
1035-7 |
1035-7 |
1029-2 |
1040-1 |
| PP |
1021-7 |
1021-7 |
1021-7 |
1024-0 |
| S1 |
1013-3 |
1013-3 |
1025-2 |
1017-5 |
| S2 |
999-3 |
999-3 |
1023-1 |
|
| S3 |
976-7 |
990-7 |
1021-0 |
|
| S4 |
954-3 |
968-3 |
1014-7 |
|
|
| 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 |
1030-4 |
952-0 |
78-4 |
7.6% |
20-0 |
1.9% |
96% |
True |
False |
5,899 |
| 10 |
1030-4 |
895-0 |
135-4 |
13.2% |
21-4 |
2.1% |
98% |
True |
False |
4,706 |
| 20 |
1030-4 |
827-0 |
203-4 |
19.8% |
18-6 |
1.8% |
98% |
True |
False |
5,455 |
| 40 |
1030-4 |
787-4 |
243-0 |
23.7% |
18-7 |
1.8% |
99% |
True |
False |
4,682 |
| 60 |
1030-4 |
787-4 |
243-0 |
23.7% |
21-4 |
2.1% |
99% |
True |
False |
4,107 |
| 80 |
1247-0 |
787-4 |
459-4 |
44.7% |
20-7 |
2.0% |
52% |
False |
False |
3,627 |
| 100 |
1396-0 |
787-4 |
608-4 |
59.2% |
21-4 |
2.1% |
39% |
False |
False |
3,131 |
| 120 |
1523-0 |
787-4 |
735-4 |
71.6% |
21-7 |
2.1% |
33% |
False |
False |
2,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1126-1 |
|
2.618 |
1089-3 |
|
1.618 |
1066-7 |
|
1.000 |
1053-0 |
|
0.618 |
1044-3 |
|
HIGH |
1030-4 |
|
0.618 |
1021-7 |
|
0.500 |
1019-2 |
|
0.382 |
1016-5 |
|
LOW |
1008-0 |
|
0.618 |
994-1 |
|
1.000 |
985-4 |
|
1.618 |
971-5 |
|
2.618 |
949-1 |
|
4.250 |
912-3 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1024-5 |
1020-2 |
| PP |
1021-7 |
1013-2 |
| S1 |
1019-2 |
1006-2 |
|