CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1029-0 |
1001-0 |
-28-0 |
-2.7% |
1010-0 |
| High |
1038-0 |
1029-4 |
-8-4 |
-0.8% |
1031-0 |
| Low |
988-0 |
1001-0 |
13-0 |
1.3% |
970-0 |
| Close |
1001-0 |
1029-2 |
28-2 |
2.8% |
1029-0 |
| Range |
50-0 |
28-4 |
-21-4 |
-43.0% |
61-0 |
| ATR |
31-1 |
31-0 |
-0-2 |
-0.6% |
0-0 |
| Volume |
26,974 |
22,542 |
-4,432 |
-16.4% |
90,937 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1105-3 |
1095-7 |
1044-7 |
|
| R3 |
1076-7 |
1067-3 |
1037-1 |
|
| R2 |
1048-3 |
1048-3 |
1034-4 |
|
| R1 |
1038-7 |
1038-7 |
1031-7 |
1043-5 |
| PP |
1019-7 |
1019-7 |
1019-7 |
1022-2 |
| S1 |
1010-3 |
1010-3 |
1026-5 |
1015-1 |
| S2 |
991-3 |
991-3 |
1024-0 |
|
| S3 |
962-7 |
981-7 |
1021-3 |
|
| S4 |
934-3 |
953-3 |
1013-5 |
|
|
| 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 |
1038-0 |
970-0 |
68-0 |
6.6% |
32-4 |
3.2% |
87% |
False |
False |
21,412 |
| 10 |
1048-0 |
970-0 |
78-0 |
7.6% |
28-7 |
2.8% |
76% |
False |
False |
18,138 |
| 20 |
1048-0 |
895-0 |
153-0 |
14.9% |
25-1 |
2.4% |
88% |
False |
False |
11,422 |
| 40 |
1048-0 |
787-4 |
260-4 |
25.3% |
20-6 |
2.0% |
93% |
False |
False |
8,310 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.3% |
22-4 |
2.2% |
93% |
False |
False |
6,721 |
| 80 |
1213-0 |
787-4 |
425-4 |
41.3% |
22-4 |
2.2% |
57% |
False |
False |
5,695 |
| 100 |
1373-0 |
787-4 |
585-4 |
56.9% |
21-7 |
2.1% |
41% |
False |
False |
4,838 |
| 120 |
1450-0 |
787-4 |
662-4 |
64.4% |
22-5 |
2.2% |
36% |
False |
False |
4,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1150-5 |
|
2.618 |
1104-1 |
|
1.618 |
1075-5 |
|
1.000 |
1058-0 |
|
0.618 |
1047-1 |
|
HIGH |
1029-4 |
|
0.618 |
1018-5 |
|
0.500 |
1015-2 |
|
0.382 |
1011-7 |
|
LOW |
1001-0 |
|
0.618 |
983-3 |
|
1.000 |
972-4 |
|
1.618 |
954-7 |
|
2.618 |
926-3 |
|
4.250 |
879-7 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1024-5 |
1023-7 |
| PP |
1019-7 |
1018-3 |
| S1 |
1015-2 |
1013-0 |
|