CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
983-0 |
1017-0 |
34-0 |
3.5% |
1010-0 |
| High |
1030-0 |
1031-0 |
1-0 |
0.1% |
1031-0 |
| Low |
983-0 |
1015-0 |
32-0 |
3.3% |
970-0 |
| Close |
1003-2 |
1029-0 |
25-6 |
2.6% |
1029-0 |
| Range |
47-0 |
16-0 |
-31-0 |
-66.0% |
61-0 |
| ATR |
29-7 |
29-6 |
-0-1 |
-0.5% |
0-0 |
| Volume |
21,112 |
28,844 |
7,732 |
36.6% |
90,937 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1073-0 |
1067-0 |
1037-6 |
|
| R3 |
1057-0 |
1051-0 |
1033-3 |
|
| R2 |
1041-0 |
1041-0 |
1031-7 |
|
| R1 |
1035-0 |
1035-0 |
1030-4 |
1038-0 |
| PP |
1025-0 |
1025-0 |
1025-0 |
1026-4 |
| S1 |
1019-0 |
1019-0 |
1027-4 |
1022-0 |
| S2 |
1009-0 |
1009-0 |
1026-1 |
|
| S3 |
993-0 |
1003-0 |
1024-5 |
|
| S4 |
977-0 |
987-0 |
1020-2 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1193-0 |
1172-0 |
1062-4 |
|
| R3 |
1132-0 |
1111-0 |
1045-6 |
|
| R2 |
1071-0 |
1071-0 |
1040-1 |
|
| R1 |
1050-0 |
1050-0 |
1034-5 |
1060-4 |
| PP |
1010-0 |
1010-0 |
1010-0 |
1015-2 |
| S1 |
989-0 |
989-0 |
1023-3 |
999-4 |
| S2 |
949-0 |
949-0 |
1017-7 |
|
| S3 |
888-0 |
928-0 |
1012-2 |
|
| S4 |
827-0 |
867-0 |
995-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1031-0 |
970-0 |
61-0 |
5.9% |
29-1 |
2.8% |
97% |
True |
False |
18,187 |
| 10 |
1048-0 |
970-0 |
78-0 |
7.6% |
24-3 |
2.4% |
76% |
False |
False |
14,680 |
| 20 |
1048-0 |
875-0 |
173-0 |
16.8% |
22-0 |
2.1% |
89% |
False |
False |
9,462 |
| 40 |
1048-0 |
787-4 |
260-4 |
25.3% |
19-6 |
1.9% |
93% |
False |
False |
7,221 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.3% |
21-6 |
2.1% |
93% |
False |
False |
5,990 |
| 80 |
1245-0 |
787-4 |
457-4 |
44.5% |
21-7 |
2.1% |
53% |
False |
False |
5,125 |
| 100 |
1396-0 |
787-4 |
608-4 |
59.1% |
21-4 |
2.1% |
40% |
False |
False |
4,357 |
| 120 |
1450-0 |
787-4 |
662-4 |
64.4% |
22-2 |
2.2% |
36% |
False |
False |
3,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1099-0 |
|
2.618 |
1072-7 |
|
1.618 |
1056-7 |
|
1.000 |
1047-0 |
|
0.618 |
1040-7 |
|
HIGH |
1031-0 |
|
0.618 |
1024-7 |
|
0.500 |
1023-0 |
|
0.382 |
1021-1 |
|
LOW |
1015-0 |
|
0.618 |
1005-1 |
|
1.000 |
999-0 |
|
1.618 |
989-1 |
|
2.618 |
973-1 |
|
4.250 |
947-0 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1027-0 |
1019-4 |
| PP |
1025-0 |
1010-0 |
| S1 |
1023-0 |
1000-4 |
|