CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
979-0 |
994-0 |
15-0 |
1.5% |
897-0 |
| High |
997-0 |
1000-4 |
3-4 |
0.4% |
997-0 |
| Low |
974-0 |
986-4 |
12-4 |
1.3% |
897-0 |
| Close |
995-4 |
994-0 |
-1-4 |
-0.2% |
995-4 |
| Range |
23-0 |
14-0 |
-9-0 |
-39.1% |
100-0 |
| ATR |
25-3 |
24-4 |
-0-6 |
-3.2% |
0-0 |
| Volume |
91,786 |
70,332 |
-21,454 |
-23.4% |
411,574 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1035-5 |
1028-7 |
1001-6 |
|
| R3 |
1021-5 |
1014-7 |
997-7 |
|
| R2 |
1007-5 |
1007-5 |
996-5 |
|
| R1 |
1000-7 |
1000-7 |
995-2 |
1001-0 |
| PP |
993-5 |
993-5 |
993-5 |
993-6 |
| S1 |
986-7 |
986-7 |
992-6 |
987-0 |
| S2 |
979-5 |
979-5 |
991-3 |
|
| S3 |
965-5 |
972-7 |
990-1 |
|
| S4 |
951-5 |
958-7 |
986-2 |
|
|
| 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 |
1000-4 |
929-0 |
71-4 |
7.2% |
17-1 |
1.7% |
91% |
True |
False |
80,393 |
| 10 |
1000-4 |
897-0 |
103-4 |
10.4% |
16-3 |
1.6% |
94% |
True |
False |
78,085 |
| 20 |
1000-4 |
856-0 |
144-4 |
14.5% |
18-0 |
1.8% |
96% |
True |
False |
73,854 |
| 40 |
1023-4 |
838-4 |
185-0 |
18.6% |
19-0 |
1.9% |
84% |
False |
False |
63,473 |
| 60 |
1048-0 |
838-4 |
209-4 |
21.1% |
21-0 |
2.1% |
74% |
False |
False |
49,230 |
| 80 |
1048-0 |
827-0 |
221-0 |
22.2% |
20-4 |
2.1% |
76% |
False |
False |
38,287 |
| 100 |
1048-0 |
787-4 |
260-4 |
26.2% |
20-1 |
2.0% |
79% |
False |
False |
31,411 |
| 120 |
1048-0 |
787-4 |
260-4 |
26.2% |
21-2 |
2.1% |
79% |
False |
False |
26,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-0 |
|
2.618 |
1037-1 |
|
1.618 |
1023-1 |
|
1.000 |
1014-4 |
|
0.618 |
1009-1 |
|
HIGH |
1000-4 |
|
0.618 |
995-1 |
|
0.500 |
993-4 |
|
0.382 |
991-7 |
|
LOW |
986-4 |
|
0.618 |
977-7 |
|
1.000 |
972-4 |
|
1.618 |
963-7 |
|
2.618 |
949-7 |
|
4.250 |
927-0 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
993-7 |
991-6 |
| PP |
993-5 |
989-4 |
| S1 |
993-4 |
987-2 |
|