CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
994-0 |
989-0 |
-5-0 |
-0.5% |
897-0 |
| High |
1000-4 |
1005-4 |
5-0 |
0.5% |
997-0 |
| Low |
986-4 |
988-0 |
1-4 |
0.2% |
897-0 |
| Close |
994-0 |
989-4 |
-4-4 |
-0.5% |
995-4 |
| Range |
14-0 |
17-4 |
3-4 |
25.0% |
100-0 |
| ATR |
24-4 |
24-0 |
-0-4 |
-2.0% |
0-0 |
| Volume |
70,332 |
83,140 |
12,808 |
18.2% |
411,574 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1046-7 |
1035-5 |
999-1 |
|
| R3 |
1029-3 |
1018-1 |
994-2 |
|
| R2 |
1011-7 |
1011-7 |
992-6 |
|
| R1 |
1000-5 |
1000-5 |
991-1 |
1006-2 |
| PP |
994-3 |
994-3 |
994-3 |
997-1 |
| S1 |
983-1 |
983-1 |
987-7 |
988-6 |
| S2 |
976-7 |
976-7 |
986-2 |
|
| S3 |
959-3 |
965-5 |
984-6 |
|
| S4 |
941-7 |
948-1 |
979-7 |
|
|
| 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 |
1005-4 |
948-0 |
57-4 |
5.8% |
15-5 |
1.6% |
72% |
True |
False |
82,829 |
| 10 |
1005-4 |
897-0 |
108-4 |
11.0% |
16-4 |
1.7% |
85% |
True |
False |
78,752 |
| 20 |
1005-4 |
857-0 |
148-4 |
15.0% |
18-1 |
1.8% |
89% |
True |
False |
74,558 |
| 40 |
1023-4 |
838-4 |
185-0 |
18.7% |
18-6 |
1.9% |
82% |
False |
False |
64,579 |
| 60 |
1048-0 |
838-4 |
209-4 |
21.2% |
21-0 |
2.1% |
72% |
False |
False |
50,405 |
| 80 |
1048-0 |
827-0 |
221-0 |
22.3% |
20-4 |
2.1% |
74% |
False |
False |
39,209 |
| 100 |
1048-0 |
787-4 |
260-4 |
26.3% |
20-1 |
2.0% |
78% |
False |
False |
32,179 |
| 120 |
1048-0 |
787-4 |
260-4 |
26.3% |
21-3 |
2.2% |
78% |
False |
False |
27,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1079-7 |
|
2.618 |
1051-3 |
|
1.618 |
1033-7 |
|
1.000 |
1023-0 |
|
0.618 |
1016-3 |
|
HIGH |
1005-4 |
|
0.618 |
998-7 |
|
0.500 |
996-6 |
|
0.382 |
994-5 |
|
LOW |
988-0 |
|
0.618 |
977-1 |
|
1.000 |
970-4 |
|
1.618 |
959-5 |
|
2.618 |
942-1 |
|
4.250 |
913-5 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-6 |
989-6 |
| PP |
994-3 |
989-5 |
| S1 |
991-7 |
989-5 |
|