CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1009-0 |
1009-0 |
0-0 |
0.0% |
988-4 |
| High |
1030-4 |
1014-0 |
-16-4 |
-1.6% |
1000-0 |
| Low |
1008-0 |
1000-4 |
-7-4 |
-0.7% |
952-0 |
| Close |
1027-2 |
1001-0 |
-26-2 |
-2.6% |
988-4 |
| Range |
22-4 |
13-4 |
-9-0 |
-40.0% |
48-0 |
| ATR |
24-2 |
24-4 |
0-1 |
0.7% |
0-0 |
| Volume |
9,264 |
12,684 |
3,420 |
36.9% |
18,483 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1045-5 |
1036-7 |
1008-3 |
|
| R3 |
1032-1 |
1023-3 |
1004-6 |
|
| R2 |
1018-5 |
1018-5 |
1003-4 |
|
| R1 |
1009-7 |
1009-7 |
1002-2 |
1007-4 |
| PP |
1005-1 |
1005-1 |
1005-1 |
1004-0 |
| S1 |
996-3 |
996-3 |
999-6 |
994-0 |
| S2 |
991-5 |
991-5 |
998-4 |
|
| S3 |
978-1 |
982-7 |
997-2 |
|
| S4 |
964-5 |
969-3 |
993-5 |
|
|
| 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 |
1030-4 |
958-0 |
72-4 |
7.2% |
20-1 |
2.0% |
59% |
False |
False |
6,869 |
| 10 |
1030-4 |
899-0 |
131-4 |
13.1% |
21-3 |
2.1% |
78% |
False |
False |
5,588 |
| 20 |
1030-4 |
827-0 |
203-4 |
20.3% |
18-7 |
1.9% |
86% |
False |
False |
5,622 |
| 40 |
1030-4 |
787-4 |
243-0 |
24.3% |
18-6 |
1.9% |
88% |
False |
False |
4,840 |
| 60 |
1030-4 |
787-4 |
243-0 |
24.3% |
21-5 |
2.2% |
88% |
False |
False |
4,275 |
| 80 |
1247-0 |
787-4 |
459-4 |
45.9% |
20-7 |
2.1% |
46% |
False |
False |
3,760 |
| 100 |
1396-0 |
787-4 |
608-4 |
60.8% |
21-3 |
2.1% |
35% |
False |
False |
3,246 |
| 120 |
1523-0 |
787-4 |
735-4 |
73.5% |
22-0 |
2.2% |
29% |
False |
False |
2,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1071-3 |
|
2.618 |
1049-3 |
|
1.618 |
1035-7 |
|
1.000 |
1027-4 |
|
0.618 |
1022-3 |
|
HIGH |
1014-0 |
|
0.618 |
1008-7 |
|
0.500 |
1007-2 |
|
0.382 |
1005-5 |
|
LOW |
1000-4 |
|
0.618 |
992-1 |
|
1.000 |
987-0 |
|
1.618 |
978-5 |
|
2.618 |
965-1 |
|
4.250 |
943-1 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1007-2 |
1008-6 |
| PP |
1005-1 |
1006-1 |
| S1 |
1003-1 |
1003-5 |
|