CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
989-0 |
995-0 |
6-0 |
0.6% |
897-0 |
| High |
1005-4 |
1011-0 |
5-4 |
0.5% |
997-0 |
| Low |
988-0 |
994-0 |
6-0 |
0.6% |
897-0 |
| Close |
989-4 |
1006-0 |
16-4 |
1.7% |
995-4 |
| Range |
17-4 |
17-0 |
-0-4 |
-2.9% |
100-0 |
| ATR |
24-0 |
23-7 |
-0-1 |
-0.8% |
0-0 |
| Volume |
83,140 |
97,974 |
14,834 |
17.8% |
411,574 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1054-5 |
1047-3 |
1015-3 |
|
| R3 |
1037-5 |
1030-3 |
1010-5 |
|
| R2 |
1020-5 |
1020-5 |
1009-1 |
|
| R1 |
1013-3 |
1013-3 |
1007-4 |
1017-0 |
| PP |
1003-5 |
1003-5 |
1003-5 |
1005-4 |
| S1 |
996-3 |
996-3 |
1004-4 |
1000-0 |
| S2 |
986-5 |
986-5 |
1002-7 |
|
| S3 |
969-5 |
979-3 |
1001-3 |
|
| S4 |
952-5 |
962-3 |
996-5 |
|
|
| 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 |
1011-0 |
974-0 |
37-0 |
3.7% |
16-6 |
1.7% |
86% |
True |
False |
81,802 |
| 10 |
1011-0 |
897-0 |
114-0 |
11.3% |
16-3 |
1.6% |
96% |
True |
False |
81,631 |
| 20 |
1011-0 |
857-0 |
154-0 |
15.3% |
18-0 |
1.8% |
97% |
True |
False |
76,367 |
| 40 |
1023-4 |
838-4 |
185-0 |
18.4% |
18-5 |
1.9% |
91% |
False |
False |
66,421 |
| 60 |
1048-0 |
838-4 |
209-4 |
20.8% |
21-0 |
2.1% |
80% |
False |
False |
51,908 |
| 80 |
1048-0 |
838-4 |
209-4 |
20.8% |
20-5 |
2.0% |
80% |
False |
False |
40,340 |
| 100 |
1048-0 |
787-4 |
260-4 |
25.9% |
20-0 |
2.0% |
84% |
False |
False |
33,119 |
| 120 |
1048-0 |
787-4 |
260-4 |
25.9% |
21-3 |
2.1% |
84% |
False |
False |
28,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1083-2 |
|
2.618 |
1055-4 |
|
1.618 |
1038-4 |
|
1.000 |
1028-0 |
|
0.618 |
1021-4 |
|
HIGH |
1011-0 |
|
0.618 |
1004-4 |
|
0.500 |
1002-4 |
|
0.382 |
1000-4 |
|
LOW |
994-0 |
|
0.618 |
983-4 |
|
1.000 |
977-0 |
|
1.618 |
966-4 |
|
2.618 |
949-4 |
|
4.250 |
921-6 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1004-7 |
1003-5 |
| PP |
1003-5 |
1001-1 |
| S1 |
1002-4 |
998-6 |
|