CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 1022-0 1003-0 -19-0 -1.9% 994-0
High 1050-0 1022-0 -28-0 -2.7% 1050-0
Low 1005-0 1001-0 -4-0 -0.4% 986-4
Close 1007-0 1021-4 14-4 1.4% 1007-0
Range 45-0 21-0 -24-0 -53.3% 63-4
ATR 25-3 25-0 -0-2 -1.2% 0-0
Volume 102,116 97,818 -4,298 -4.2% 353,562
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 1077-7 1070-5 1033-0
R3 1056-7 1049-5 1027-2
R2 1035-7 1035-7 1025-3
R1 1028-5 1028-5 1023-3 1032-2
PP 1014-7 1014-7 1014-7 1016-5
S1 1007-5 1007-5 1019-5 1011-2
S2 993-7 993-7 1017-5
S3 972-7 986-5 1015-6
S4 951-7 965-5 1010-0
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1205-0 1169-4 1041-7
R3 1141-4 1106-0 1024-4
R2 1078-0 1078-0 1018-5
R1 1042-4 1042-4 1012-7 1060-2
PP 1014-4 1014-4 1014-4 1023-3
S1 979-0 979-0 1001-1 996-6
S2 951-0 951-0 995-3
S3 887-4 915-4 989-4
S4 824-0 852-0 972-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1050-0 986-4 63-4 6.2% 22-7 2.2% 55% False False 90,276
10 1050-0 897-0 153-0 15.0% 20-0 2.0% 81% False False 86,295
20 1050-0 867-4 182-4 17.9% 18-6 1.8% 84% False False 80,090
40 1050-0 838-4 211-4 20.7% 19-1 1.9% 87% False False 69,824
60 1050-0 838-4 211-4 20.7% 20-7 2.0% 87% False False 54,590
80 1050-0 838-4 211-4 20.7% 20-7 2.0% 87% False False 42,718
100 1050-0 787-4 262-4 25.7% 20-2 2.0% 89% False False 35,043
120 1050-0 787-4 262-4 25.7% 21-3 2.1% 89% False False 29,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 4-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1111-2
2.618 1077-0
1.618 1056-0
1.000 1043-0
0.618 1035-0
HIGH 1022-0
0.618 1014-0
0.500 1011-4
0.382 1009-0
LOW 1001-0
0.618 988-0
1.000 980-0
1.618 967-0
2.618 946-0
4.250 911-6
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 1018-1 1022-0
PP 1014-7 1021-7
S1 1011-4 1021-5

These figures are updated between 7pm and 10pm EST after a trading day.

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