CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1003-0 |
1028-0 |
25-0 |
2.5% |
994-0 |
| High |
1022-0 |
1043-0 |
21-0 |
2.1% |
1050-0 |
| Low |
1001-0 |
1026-0 |
25-0 |
2.5% |
986-4 |
| Close |
1021-4 |
1036-0 |
14-4 |
1.4% |
1007-0 |
| Range |
21-0 |
17-0 |
-4-0 |
-19.0% |
63-4 |
| ATR |
25-0 |
24-6 |
-0-2 |
-1.0% |
0-0 |
| Volume |
97,818 |
71,496 |
-26,322 |
-26.9% |
353,562 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1086-0 |
1078-0 |
1045-3 |
|
| R3 |
1069-0 |
1061-0 |
1040-5 |
|
| R2 |
1052-0 |
1052-0 |
1039-1 |
|
| R1 |
1044-0 |
1044-0 |
1037-4 |
1048-0 |
| PP |
1035-0 |
1035-0 |
1035-0 |
1037-0 |
| S1 |
1027-0 |
1027-0 |
1034-4 |
1031-0 |
| S2 |
1018-0 |
1018-0 |
1032-7 |
|
| S3 |
1001-0 |
1010-0 |
1031-3 |
|
| S4 |
984-0 |
993-0 |
1026-5 |
|
|
| 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 |
988-0 |
62-0 |
6.0% |
23-4 |
2.3% |
77% |
False |
False |
90,508 |
| 10 |
1050-0 |
929-0 |
121-0 |
11.7% |
20-2 |
2.0% |
88% |
False |
False |
85,450 |
| 20 |
1050-0 |
897-0 |
153-0 |
14.8% |
18-4 |
1.8% |
91% |
False |
False |
80,860 |
| 40 |
1050-0 |
838-4 |
211-4 |
20.4% |
19-1 |
1.8% |
93% |
False |
False |
70,833 |
| 60 |
1050-0 |
838-4 |
211-4 |
20.4% |
20-7 |
2.0% |
93% |
False |
False |
55,534 |
| 80 |
1050-0 |
838-4 |
211-4 |
20.4% |
20-6 |
2.0% |
93% |
False |
False |
43,541 |
| 100 |
1050-0 |
787-4 |
262-4 |
25.3% |
20-1 |
1.9% |
95% |
False |
False |
35,724 |
| 120 |
1050-0 |
787-4 |
262-4 |
25.3% |
21-1 |
2.0% |
95% |
False |
False |
30,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1115-2 |
|
2.618 |
1087-4 |
|
1.618 |
1070-4 |
|
1.000 |
1060-0 |
|
0.618 |
1053-4 |
|
HIGH |
1043-0 |
|
0.618 |
1036-4 |
|
0.500 |
1034-4 |
|
0.382 |
1032-4 |
|
LOW |
1026-0 |
|
0.618 |
1015-4 |
|
1.000 |
1009-0 |
|
1.618 |
998-4 |
|
2.618 |
981-4 |
|
4.250 |
953-6 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1035-4 |
1032-4 |
| PP |
1035-0 |
1029-0 |
| S1 |
1034-4 |
1025-4 |
|