CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1021-0 |
1010-0 |
-11-0 |
-1.1% |
987-0 |
| High |
1048-0 |
1017-0 |
-31-0 |
-3.0% |
1048-0 |
| Low |
1021-0 |
975-4 |
-45-4 |
-4.5% |
987-0 |
| Close |
1045-4 |
975-4 |
-70-0 |
-6.7% |
1045-4 |
| Range |
27-0 |
41-4 |
14-4 |
53.7% |
61-0 |
| ATR |
26-1 |
29-2 |
3-1 |
12.0% |
0-0 |
| Volume |
20,459 |
18,564 |
-1,895 |
-9.3% |
55,863 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-7 |
1086-1 |
998-3 |
|
| R3 |
1072-3 |
1044-5 |
986-7 |
|
| R2 |
1030-7 |
1030-7 |
983-1 |
|
| R1 |
1003-1 |
1003-1 |
979-2 |
996-2 |
| PP |
989-3 |
989-3 |
989-3 |
985-7 |
| S1 |
961-5 |
961-5 |
971-6 |
954-6 |
| S2 |
947-7 |
947-7 |
967-7 |
|
| S3 |
906-3 |
920-1 |
964-1 |
|
| S4 |
864-7 |
878-5 |
952-5 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1209-7 |
1188-5 |
1079-0 |
|
| R3 |
1148-7 |
1127-5 |
1062-2 |
|
| R2 |
1087-7 |
1087-7 |
1056-5 |
|
| R1 |
1066-5 |
1066-5 |
1051-1 |
1077-2 |
| PP |
1026-7 |
1026-7 |
1026-7 |
1032-1 |
| S1 |
1005-5 |
1005-5 |
1039-7 |
1016-2 |
| S2 |
965-7 |
965-7 |
1034-3 |
|
| S3 |
904-7 |
944-5 |
1028-6 |
|
| S4 |
843-7 |
883-5 |
1012-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1048-0 |
975-4 |
72-4 |
7.4% |
25-6 |
2.6% |
0% |
False |
True |
13,751 |
| 10 |
1048-0 |
952-0 |
96-0 |
9.8% |
23-6 |
2.4% |
24% |
False |
False |
9,291 |
| 20 |
1048-0 |
843-0 |
205-0 |
21.0% |
20-7 |
2.1% |
65% |
False |
False |
7,104 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.7% |
19-2 |
2.0% |
72% |
False |
False |
5,723 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.7% |
21-7 |
2.2% |
72% |
False |
False |
4,942 |
| 80 |
1247-0 |
787-4 |
459-4 |
47.1% |
21-3 |
2.2% |
41% |
False |
False |
4,310 |
| 100 |
1396-0 |
787-4 |
608-4 |
62.4% |
21-2 |
2.2% |
31% |
False |
False |
3,685 |
| 120 |
1450-0 |
787-4 |
662-4 |
67.9% |
22-1 |
2.3% |
28% |
False |
False |
3,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1193-3 |
|
2.618 |
1125-5 |
|
1.618 |
1084-1 |
|
1.000 |
1058-4 |
|
0.618 |
1042-5 |
|
HIGH |
1017-0 |
|
0.618 |
1001-1 |
|
0.500 |
996-2 |
|
0.382 |
991-3 |
|
LOW |
975-4 |
|
0.618 |
949-7 |
|
1.000 |
934-0 |
|
1.618 |
908-3 |
|
2.618 |
866-7 |
|
4.250 |
799-1 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-2 |
1011-6 |
| PP |
989-3 |
999-5 |
| S1 |
982-3 |
987-5 |
|