CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1001-0 |
1020-0 |
19-0 |
1.9% |
1010-0 |
| High |
1029-4 |
1027-0 |
-2-4 |
-0.2% |
1031-0 |
| Low |
1001-0 |
1008-0 |
7-0 |
0.7% |
970-0 |
| Close |
1029-2 |
1019-4 |
-9-6 |
-0.9% |
1029-0 |
| Range |
28-4 |
19-0 |
-9-4 |
-33.3% |
61-0 |
| ATR |
31-0 |
30-2 |
-0-6 |
-2.2% |
0-0 |
| Volume |
22,542 |
20,227 |
-2,315 |
-10.3% |
90,937 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-1 |
1066-3 |
1030-0 |
|
| R3 |
1056-1 |
1047-3 |
1024-6 |
|
| R2 |
1037-1 |
1037-1 |
1023-0 |
|
| R1 |
1028-3 |
1028-3 |
1021-2 |
1023-2 |
| PP |
1018-1 |
1018-1 |
1018-1 |
1015-5 |
| S1 |
1009-3 |
1009-3 |
1017-6 |
1004-2 |
| S2 |
999-1 |
999-1 |
1016-0 |
|
| S3 |
980-1 |
990-3 |
1014-2 |
|
| S4 |
961-1 |
971-3 |
1009-0 |
|
|
| 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 |
983-0 |
55-0 |
5.4% |
32-1 |
3.1% |
66% |
False |
False |
23,939 |
| 10 |
1048-0 |
970-0 |
78-0 |
7.7% |
29-3 |
2.9% |
63% |
False |
False |
18,892 |
| 20 |
1048-0 |
899-0 |
149-0 |
14.6% |
25-3 |
2.5% |
81% |
False |
False |
12,240 |
| 40 |
1048-0 |
787-4 |
260-4 |
25.6% |
20-5 |
2.0% |
89% |
False |
False |
8,659 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.6% |
22-0 |
2.2% |
89% |
False |
False |
7,007 |
| 80 |
1161-0 |
787-4 |
373-4 |
36.6% |
22-5 |
2.2% |
62% |
False |
False |
5,936 |
| 100 |
1373-0 |
787-4 |
585-4 |
57.4% |
22-0 |
2.2% |
40% |
False |
False |
5,024 |
| 120 |
1418-0 |
787-4 |
630-4 |
61.8% |
22-6 |
2.2% |
37% |
False |
False |
4,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1107-6 |
|
2.618 |
1076-6 |
|
1.618 |
1057-6 |
|
1.000 |
1046-0 |
|
0.618 |
1038-6 |
|
HIGH |
1027-0 |
|
0.618 |
1019-6 |
|
0.500 |
1017-4 |
|
0.382 |
1015-2 |
|
LOW |
1008-0 |
|
0.618 |
996-2 |
|
1.000 |
989-0 |
|
1.618 |
977-2 |
|
2.618 |
958-2 |
|
4.250 |
927-2 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1018-7 |
1017-3 |
| PP |
1018-1 |
1015-1 |
| S1 |
1017-4 |
1013-0 |
|