CME Pit-Traded Soybean Future May 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Apr-2009 | 
                    03-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        975-0 | 
                        979-0 | 
                        4-0 | 
                        0.4% | 
                        897-0 | 
                     
                    
                        | High | 
                        987-0 | 
                        997-0 | 
                        10-0 | 
                        1.0% | 
                        997-0 | 
                     
                    
                        | Low | 
                        975-0 | 
                        974-0 | 
                        -1-0 | 
                        -0.1% | 
                        897-0 | 
                     
                    
                        | Close | 
                        977-0 | 
                        995-4 | 
                        18-4 | 
                        1.9% | 
                        995-4 | 
                     
                    
                        | Range | 
                        12-0 | 
                        23-0 | 
                        11-0 | 
                        91.7% | 
                        100-0 | 
                     
                    
                        | ATR | 
                        25-4 | 
                        25-3 | 
                        -0-1 | 
                        -0.7% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        65,782 | 
                        91,786 | 
                        26,004 | 
                        39.5% | 
                        411,574 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1057-7 | 
                1049-5 | 
                1008-1 | 
                 | 
             
            
                | R3 | 
                1034-7 | 
                1026-5 | 
                1001-7 | 
                 | 
             
            
                | R2 | 
                1011-7 | 
                1011-7 | 
                999-6 | 
                 | 
             
            
                | R1 | 
                1003-5 | 
                1003-5 | 
                997-5 | 
                1007-6 | 
             
            
                | PP | 
                988-7 | 
                988-7 | 
                988-7 | 
                990-7 | 
             
            
                | S1 | 
                980-5 | 
                980-5 | 
                993-3 | 
                984-6 | 
             
            
                | S2 | 
                965-7 | 
                965-7 | 
                991-2 | 
                 | 
             
            
                | S3 | 
                942-7 | 
                957-5 | 
                989-1 | 
                 | 
             
            
                | S4 | 
                919-7 | 
                934-5 | 
                982-7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1263-1 | 
                1229-3 | 
                1050-4 | 
                 | 
             
            
                | R3 | 
                1163-1 | 
                1129-3 | 
                1023-0 | 
                 | 
             
            
                | R2 | 
                1063-1 | 
                1063-1 | 
                1013-7 | 
                 | 
             
            
                | R1 | 
                1029-3 | 
                1029-3 | 
                1004-5 | 
                1046-2 | 
             
            
                | PP | 
                963-1 | 
                963-1 | 
                963-1 | 
                971-5 | 
             
            
                | S1 | 
                929-3 | 
                929-3 | 
                986-3 | 
                946-2 | 
             
            
                | S2 | 
                863-1 | 
                863-1 | 
                977-1 | 
                 | 
             
            
                | S3 | 
                763-1 | 
                829-3 | 
                968-0 | 
                 | 
             
            
                | S4 | 
                663-1 | 
                729-3 | 
                940-4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                997-0 | 
                897-0 | 
                100-0 | 
                10.0% | 
                17-1 | 
                1.7% | 
                99% | 
                True | 
                False | 
                82,314 | 
                 
                
                | 10 | 
                997-0 | 
                897-0 | 
                100-0 | 
                10.0% | 
                17-6 | 
                1.8% | 
                99% | 
                True | 
                False | 
                77,953 | 
                 
                
                | 20 | 
                997-0 | 
                843-0 | 
                154-0 | 
                15.5% | 
                18-1 | 
                1.8% | 
                99% | 
                True | 
                False | 
                73,823 | 
                 
                
                | 40 | 
                1023-4 | 
                838-4 | 
                185-0 | 
                18.6% | 
                19-2 | 
                1.9% | 
                85% | 
                False | 
                False | 
                62,647 | 
                 
                
                | 60 | 
                1048-0 | 
                838-4 | 
                209-4 | 
                21.0% | 
                21-1 | 
                2.1% | 
                75% | 
                False | 
                False | 
                48,212 | 
                 
                
                | 80 | 
                1048-0 | 
                787-4 | 
                260-4 | 
                26.2% | 
                20-4 | 
                2.1% | 
                80% | 
                False | 
                False | 
                37,469 | 
                 
                
                | 100 | 
                1048-0 | 
                787-4 | 
                260-4 | 
                26.2% | 
                20-2 | 
                2.0% | 
                80% | 
                False | 
                False | 
                30,761 | 
                 
                
                | 120 | 
                1048-0 | 
                787-4 | 
                260-4 | 
                26.2% | 
                21-2 | 
                2.1% | 
                80% | 
                False | 
                False | 
                26,115 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1094-6 | 
         
        
            | 
2.618             | 
            1057-2 | 
         
        
            | 
1.618             | 
            1034-2 | 
         
        
            | 
1.000             | 
            1020-0 | 
         
        
            | 
0.618             | 
            1011-2 | 
         
        
            | 
HIGH             | 
            997-0 | 
         
        
            | 
0.618             | 
            988-2 | 
         
        
            | 
0.500             | 
            985-4 | 
         
        
            | 
0.382             | 
            982-6 | 
         
        
            | 
LOW             | 
            974-0 | 
         
        
            | 
0.618             | 
            959-6 | 
         
        
            | 
1.000             | 
            951-0 | 
         
        
            | 
1.618             | 
            936-6 | 
         
        
            | 
2.618             | 
            913-6 | 
         
        
            | 
4.250             | 
            876-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                992-1 | 
                                987-7 | 
                             
                            
                                | PP | 
                                988-7 | 
                                980-1 | 
                             
                            
                                | S1 | 
                                985-4 | 
                                972-4 | 
                             
             
         |