CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
975-0 |
18-0 |
1.9% |
977-0 |
| High |
959-4 |
987-0 |
27-4 |
2.9% |
980-0 |
| Low |
948-0 |
975-0 |
27-0 |
2.8% |
916-4 |
| Close |
952-0 |
977-0 |
25-0 |
2.6% |
917-0 |
| Range |
11-4 |
12-0 |
0-4 |
4.3% |
63-4 |
| ATR |
24-6 |
25-4 |
0-6 |
2.9% |
0-0 |
| Volume |
103,109 |
65,782 |
-37,327 |
-36.2% |
367,958 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-5 |
1008-3 |
983-5 |
|
| R3 |
1003-5 |
996-3 |
980-2 |
|
| R2 |
991-5 |
991-5 |
979-2 |
|
| R1 |
984-3 |
984-3 |
978-1 |
988-0 |
| PP |
979-5 |
979-5 |
979-5 |
981-4 |
| S1 |
972-3 |
972-3 |
975-7 |
976-0 |
| S2 |
967-5 |
967-5 |
974-6 |
|
| S3 |
955-5 |
960-3 |
973-6 |
|
| S4 |
943-5 |
948-3 |
970-3 |
|
|
| 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 |
987-0 |
897-0 |
90-0 |
9.2% |
15-2 |
1.6% |
89% |
True |
False |
77,251 |
| 10 |
987-0 |
897-0 |
90-0 |
9.2% |
16-5 |
1.7% |
89% |
True |
False |
77,932 |
| 20 |
987-0 |
843-0 |
144-0 |
14.7% |
17-6 |
1.8% |
93% |
True |
False |
73,400 |
| 40 |
1023-4 |
838-4 |
185-0 |
18.9% |
19-0 |
1.9% |
75% |
False |
False |
60,976 |
| 60 |
1048-0 |
838-4 |
209-4 |
21.4% |
21-0 |
2.1% |
66% |
False |
False |
46,777 |
| 80 |
1048-0 |
787-4 |
260-4 |
26.7% |
20-4 |
2.1% |
73% |
False |
False |
36,375 |
| 100 |
1048-0 |
787-4 |
260-4 |
26.7% |
20-4 |
2.1% |
73% |
False |
False |
29,878 |
| 120 |
1048-0 |
787-4 |
260-4 |
26.7% |
21-3 |
2.2% |
73% |
False |
False |
25,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1038-0 |
|
2.618 |
1018-3 |
|
1.618 |
1006-3 |
|
1.000 |
999-0 |
|
0.618 |
994-3 |
|
HIGH |
987-0 |
|
0.618 |
982-3 |
|
0.500 |
981-0 |
|
0.382 |
979-5 |
|
LOW |
975-0 |
|
0.618 |
967-5 |
|
1.000 |
963-0 |
|
1.618 |
955-5 |
|
2.618 |
943-5 |
|
4.250 |
924-0 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
981-0 |
970-5 |
| PP |
979-5 |
964-3 |
| S1 |
978-3 |
958-0 |
|