CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
977-0 |
979-0 |
2-0 |
0.2% |
1029-0 |
| High |
1000-0 |
983-0 |
-17-0 |
-1.7% |
1040-0 |
| Low |
977-0 |
974-0 |
-3-0 |
-0.3% |
988-0 |
| Close |
990-0 |
977-6 |
-12-2 |
-1.2% |
1016-2 |
| Range |
23-0 |
9-0 |
-14-0 |
-60.9% |
52-0 |
| ATR |
30-3 |
29-3 |
-1-0 |
-3.4% |
0-0 |
| Volume |
18,116 |
15,787 |
-2,329 |
-12.9% |
100,947 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-2 |
1000-4 |
982-6 |
|
| R3 |
996-2 |
991-4 |
980-2 |
|
| R2 |
987-2 |
987-2 |
979-3 |
|
| R1 |
982-4 |
982-4 |
978-5 |
980-3 |
| PP |
978-2 |
978-2 |
978-2 |
977-2 |
| S1 |
973-4 |
973-4 |
976-7 |
971-3 |
| S2 |
969-2 |
969-2 |
976-1 |
|
| S3 |
960-2 |
964-4 |
975-2 |
|
| S4 |
951-2 |
955-4 |
972-6 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1170-6 |
1145-4 |
1044-7 |
|
| R3 |
1118-6 |
1093-4 |
1030-4 |
|
| R2 |
1066-6 |
1066-6 |
1025-6 |
|
| R1 |
1041-4 |
1041-4 |
1021-0 |
1028-1 |
| PP |
1014-6 |
1014-6 |
1014-6 |
1008-0 |
| S1 |
989-4 |
989-4 |
1011-4 |
976-1 |
| S2 |
962-6 |
962-6 |
1006-6 |
|
| S3 |
910-6 |
937-4 |
1002-0 |
|
| S4 |
858-6 |
885-4 |
987-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1047-0 |
974-0 |
73-0 |
7.5% |
22-4 |
2.3% |
5% |
False |
True |
24,194 |
| 10 |
1047-0 |
974-0 |
73-0 |
7.5% |
27-2 |
2.8% |
5% |
False |
True |
24,067 |
| 20 |
1048-0 |
958-0 |
90-0 |
9.2% |
25-3 |
2.6% |
22% |
False |
False |
17,212 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.6% |
21-4 |
2.2% |
73% |
False |
False |
11,232 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.6% |
21-4 |
2.2% |
73% |
False |
False |
8,725 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.6% |
22-5 |
2.3% |
73% |
False |
False |
7,298 |
| 100 |
1247-0 |
787-4 |
459-4 |
47.0% |
21-5 |
2.2% |
41% |
False |
False |
6,179 |
| 120 |
1396-0 |
787-4 |
608-4 |
62.2% |
22-2 |
2.3% |
31% |
False |
False |
5,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1021-2 |
|
2.618 |
1006-4 |
|
1.618 |
997-4 |
|
1.000 |
992-0 |
|
0.618 |
988-4 |
|
HIGH |
983-0 |
|
0.618 |
979-4 |
|
0.500 |
978-4 |
|
0.382 |
977-4 |
|
LOW |
974-0 |
|
0.618 |
968-4 |
|
1.000 |
965-0 |
|
1.618 |
959-4 |
|
2.618 |
950-4 |
|
4.250 |
935-6 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
978-4 |
987-0 |
| PP |
978-2 |
983-7 |
| S1 |
978-0 |
980-7 |
|