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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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