CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1009-0 |
991-0 |
-18-0 |
-1.8% |
988-4 |
| High |
1014-0 |
1014-0 |
0-0 |
0.0% |
1000-0 |
| Low |
1000-4 |
990-0 |
-10-4 |
-1.0% |
952-0 |
| Close |
1001-0 |
1000-0 |
-1-0 |
-0.1% |
988-4 |
| Range |
13-4 |
24-0 |
10-4 |
77.8% |
48-0 |
| ATR |
24-4 |
24-3 |
0-0 |
-0.1% |
0-0 |
| Volume |
12,684 |
7,786 |
-4,898 |
-38.6% |
18,483 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1073-3 |
1060-5 |
1013-2 |
|
| R3 |
1049-3 |
1036-5 |
1006-5 |
|
| R2 |
1025-3 |
1025-3 |
1004-3 |
|
| R1 |
1012-5 |
1012-5 |
1002-2 |
1019-0 |
| PP |
1001-3 |
1001-3 |
1001-3 |
1004-4 |
| S1 |
988-5 |
988-5 |
997-6 |
995-0 |
| S2 |
977-3 |
977-3 |
995-5 |
|
| S3 |
953-3 |
964-5 |
993-3 |
|
| S4 |
929-3 |
940-5 |
986-6 |
|
|
| 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 |
982-0 |
48-4 |
4.9% |
17-7 |
1.8% |
37% |
False |
False |
7,624 |
| 10 |
1030-4 |
918-0 |
112-4 |
11.3% |
22-0 |
2.2% |
73% |
False |
False |
5,991 |
| 20 |
1030-4 |
840-0 |
190-4 |
19.1% |
19-4 |
2.0% |
84% |
False |
False |
5,637 |
| 40 |
1030-4 |
787-4 |
243-0 |
24.3% |
18-5 |
1.9% |
87% |
False |
False |
4,935 |
| 60 |
1030-4 |
787-4 |
243-0 |
24.3% |
21-7 |
2.2% |
87% |
False |
False |
4,379 |
| 80 |
1247-0 |
787-4 |
459-4 |
46.0% |
21-0 |
2.1% |
46% |
False |
False |
3,845 |
| 100 |
1396-0 |
787-4 |
608-4 |
60.9% |
21-4 |
2.2% |
35% |
False |
False |
3,317 |
| 120 |
1450-0 |
787-4 |
662-4 |
66.3% |
21-6 |
2.2% |
32% |
False |
False |
2,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1116-0 |
|
2.618 |
1076-7 |
|
1.618 |
1052-7 |
|
1.000 |
1038-0 |
|
0.618 |
1028-7 |
|
HIGH |
1014-0 |
|
0.618 |
1004-7 |
|
0.500 |
1002-0 |
|
0.382 |
999-1 |
|
LOW |
990-0 |
|
0.618 |
975-1 |
|
1.000 |
966-0 |
|
1.618 |
951-1 |
|
2.618 |
927-1 |
|
4.250 |
888-0 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1002-0 |
1010-2 |
| PP |
1001-3 |
1006-7 |
| S1 |
1000-5 |
1003-3 |
|