CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
940-0 |
957-0 |
17-0 |
1.8% |
977-0 |
| High |
954-0 |
959-4 |
5-4 |
0.6% |
980-0 |
| Low |
929-0 |
948-0 |
19-0 |
2.0% |
916-4 |
| Close |
952-0 |
952-0 |
0-0 |
0.0% |
917-0 |
| Range |
25-0 |
11-4 |
-13-4 |
-54.0% |
63-4 |
| ATR |
25-7 |
24-6 |
-1-0 |
-4.0% |
0-0 |
| Volume |
70,956 |
103,109 |
32,153 |
45.3% |
367,958 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-5 |
981-3 |
958-3 |
|
| R3 |
976-1 |
969-7 |
955-1 |
|
| R2 |
964-5 |
964-5 |
954-1 |
|
| R1 |
958-3 |
958-3 |
953-0 |
955-6 |
| PP |
953-1 |
953-1 |
953-1 |
951-7 |
| S1 |
946-7 |
946-7 |
951-0 |
944-2 |
| S2 |
941-5 |
941-5 |
949-7 |
|
| S3 |
930-1 |
935-3 |
948-7 |
|
| S4 |
918-5 |
923-7 |
945-5 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1128-3 |
1086-1 |
951-7 |
|
| R3 |
1064-7 |
1022-5 |
934-4 |
|
| R2 |
1001-3 |
1001-3 |
928-5 |
|
| R1 |
959-1 |
959-1 |
922-7 |
948-4 |
| PP |
937-7 |
937-7 |
937-7 |
932-4 |
| S1 |
895-5 |
895-5 |
911-1 |
885-0 |
| S2 |
874-3 |
874-3 |
905-3 |
|
| S3 |
810-7 |
832-1 |
899-4 |
|
| S4 |
747-3 |
768-5 |
882-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
959-4 |
897-0 |
62-4 |
6.6% |
16-1 |
1.7% |
88% |
True |
False |
81,460 |
| 10 |
980-0 |
897-0 |
83-0 |
8.7% |
17-3 |
1.8% |
66% |
False |
False |
76,681 |
| 20 |
980-0 |
843-0 |
137-0 |
14.4% |
17-6 |
1.9% |
80% |
False |
False |
73,541 |
| 40 |
1023-4 |
838-4 |
185-0 |
19.4% |
19-2 |
2.0% |
61% |
False |
False |
59,782 |
| 60 |
1048-0 |
838-4 |
209-4 |
22.0% |
21-0 |
2.2% |
54% |
False |
False |
45,726 |
| 80 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-4 |
2.2% |
63% |
False |
False |
35,602 |
| 100 |
1048-0 |
787-4 |
260-4 |
27.4% |
20-5 |
2.2% |
63% |
False |
False |
29,251 |
| 120 |
1048-0 |
787-4 |
260-4 |
27.4% |
21-4 |
2.3% |
63% |
False |
False |
24,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1008-3 |
|
2.618 |
989-5 |
|
1.618 |
978-1 |
|
1.000 |
971-0 |
|
0.618 |
966-5 |
|
HIGH |
959-4 |
|
0.618 |
955-1 |
|
0.500 |
953-6 |
|
0.382 |
952-3 |
|
LOW |
948-0 |
|
0.618 |
940-7 |
|
1.000 |
936-4 |
|
1.618 |
929-3 |
|
2.618 |
917-7 |
|
4.250 |
899-1 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953-6 |
944-1 |
| PP |
953-1 |
936-1 |
| S1 |
952-5 |
928-2 |
|