CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
995-0 |
1022-0 |
27-0 |
2.7% |
897-0 |
| High |
1011-0 |
1050-0 |
39-0 |
3.9% |
997-0 |
| Low |
994-0 |
1005-0 |
11-0 |
1.1% |
897-0 |
| Close |
1006-0 |
1007-0 |
1-0 |
0.1% |
995-4 |
| Range |
17-0 |
45-0 |
28-0 |
164.7% |
100-0 |
| ATR |
23-7 |
25-3 |
1-4 |
6.3% |
0-0 |
| Volume |
97,974 |
102,116 |
4,142 |
4.2% |
411,574 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1155-5 |
1126-3 |
1031-6 |
|
| R3 |
1110-5 |
1081-3 |
1019-3 |
|
| R2 |
1065-5 |
1065-5 |
1015-2 |
|
| R1 |
1036-3 |
1036-3 |
1011-1 |
1028-4 |
| PP |
1020-5 |
1020-5 |
1020-5 |
1016-6 |
| S1 |
991-3 |
991-3 |
1002-7 |
983-4 |
| S2 |
975-5 |
975-5 |
998-6 |
|
| S3 |
930-5 |
946-3 |
994-5 |
|
| S4 |
885-5 |
901-3 |
982-2 |
|
|
| 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 |
1050-0 |
974-0 |
76-0 |
7.5% |
23-2 |
2.3% |
43% |
True |
False |
89,069 |
| 10 |
1050-0 |
897-0 |
153-0 |
15.2% |
19-2 |
1.9% |
72% |
True |
False |
83,160 |
| 20 |
1050-0 |
857-0 |
193-0 |
19.2% |
19-2 |
1.9% |
78% |
True |
False |
78,938 |
| 40 |
1050-0 |
838-4 |
211-4 |
21.0% |
19-2 |
1.9% |
80% |
True |
False |
68,133 |
| 60 |
1050-0 |
838-4 |
211-4 |
21.0% |
21-2 |
2.1% |
80% |
True |
False |
53,269 |
| 80 |
1050-0 |
838-4 |
211-4 |
21.0% |
21-0 |
2.1% |
80% |
True |
False |
41,560 |
| 100 |
1050-0 |
787-4 |
262-4 |
26.1% |
20-3 |
2.0% |
84% |
True |
False |
34,105 |
| 120 |
1050-0 |
787-4 |
262-4 |
26.1% |
21-4 |
2.1% |
84% |
True |
False |
28,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1241-2 |
|
2.618 |
1167-6 |
|
1.618 |
1122-6 |
|
1.000 |
1095-0 |
|
0.618 |
1077-6 |
|
HIGH |
1050-0 |
|
0.618 |
1032-6 |
|
0.500 |
1027-4 |
|
0.382 |
1022-2 |
|
LOW |
1005-0 |
|
0.618 |
977-2 |
|
1.000 |
960-0 |
|
1.618 |
932-2 |
|
2.618 |
887-2 |
|
4.250 |
813-6 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1027-4 |
1019-0 |
| PP |
1020-5 |
1015-0 |
| S1 |
1013-7 |
1011-0 |
|