CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-0 |
986-0 |
-24-0 |
-2.4% |
987-0 |
| High |
1017-0 |
1000-0 |
-17-0 |
-1.7% |
1048-0 |
| Low |
975-4 |
980-0 |
4-4 |
0.5% |
987-0 |
| Close |
975-4 |
980-6 |
5-2 |
0.5% |
1045-4 |
| Range |
41-4 |
20-0 |
-21-4 |
-51.8% |
61-0 |
| ATR |
29-2 |
28-7 |
-0-3 |
-1.2% |
0-0 |
| Volume |
18,564 |
14,827 |
-3,737 |
-20.1% |
55,863 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1046-7 |
1033-7 |
991-6 |
|
| R3 |
1026-7 |
1013-7 |
986-2 |
|
| R2 |
1006-7 |
1006-7 |
984-3 |
|
| R1 |
993-7 |
993-7 |
982-5 |
990-3 |
| PP |
986-7 |
986-7 |
986-7 |
985-2 |
| S1 |
973-7 |
973-7 |
978-7 |
970-3 |
| S2 |
966-7 |
966-7 |
977-1 |
|
| S3 |
946-7 |
953-7 |
975-2 |
|
| S4 |
926-7 |
933-7 |
969-6 |
|
|
| 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% |
25-2 |
2.6% |
7% |
False |
False |
14,864 |
| 10 |
1048-0 |
952-0 |
96-0 |
9.8% |
22-5 |
2.3% |
30% |
False |
False |
10,381 |
| 20 |
1048-0 |
859-0 |
189-0 |
19.3% |
20-5 |
2.1% |
64% |
False |
False |
7,563 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.6% |
18-7 |
1.9% |
74% |
False |
False |
6,010 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.6% |
21-3 |
2.2% |
74% |
False |
False |
5,149 |
| 80 |
1247-0 |
787-4 |
459-4 |
46.9% |
21-3 |
2.2% |
42% |
False |
False |
4,476 |
| 100 |
1396-0 |
787-4 |
608-4 |
62.0% |
21-0 |
2.1% |
32% |
False |
False |
3,825 |
| 120 |
1450-0 |
787-4 |
662-4 |
67.6% |
22-0 |
2.2% |
29% |
False |
False |
3,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1085-0 |
|
2.618 |
1052-3 |
|
1.618 |
1032-3 |
|
1.000 |
1020-0 |
|
0.618 |
1012-3 |
|
HIGH |
1000-0 |
|
0.618 |
992-3 |
|
0.500 |
990-0 |
|
0.382 |
987-5 |
|
LOW |
980-0 |
|
0.618 |
967-5 |
|
1.000 |
960-0 |
|
1.618 |
947-5 |
|
2.618 |
927-5 |
|
4.250 |
895-0 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
990-0 |
1011-6 |
| PP |
986-7 |
1001-3 |
| S1 |
983-7 |
991-1 |
|