CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1028-0 |
1039-0 |
11-0 |
1.1% |
994-0 |
| High |
1043-0 |
1046-0 |
3-0 |
0.3% |
1050-0 |
| Low |
1026-0 |
1029-0 |
3-0 |
0.3% |
986-4 |
| Close |
1036-0 |
1035-0 |
-1-0 |
-0.1% |
1007-0 |
| Range |
17-0 |
17-0 |
0-0 |
0.0% |
63-4 |
| ATR |
24-6 |
24-2 |
-0-4 |
-2.2% |
0-0 |
| Volume |
71,496 |
109,675 |
38,179 |
53.4% |
353,562 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1087-5 |
1078-3 |
1044-3 |
|
| R3 |
1070-5 |
1061-3 |
1039-5 |
|
| R2 |
1053-5 |
1053-5 |
1038-1 |
|
| R1 |
1044-3 |
1044-3 |
1036-4 |
1040-4 |
| PP |
1036-5 |
1036-5 |
1036-5 |
1034-6 |
| S1 |
1027-3 |
1027-3 |
1033-4 |
1023-4 |
| S2 |
1019-5 |
1019-5 |
1031-7 |
|
| S3 |
1002-5 |
1010-3 |
1030-3 |
|
| S4 |
985-5 |
993-3 |
1025-5 |
|
|
| 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 |
994-0 |
56-0 |
5.4% |
23-3 |
2.3% |
73% |
False |
False |
95,815 |
| 10 |
1050-0 |
948-0 |
102-0 |
9.9% |
19-4 |
1.9% |
85% |
False |
False |
89,322 |
| 20 |
1050-0 |
897-0 |
153-0 |
14.8% |
18-3 |
1.8% |
90% |
False |
False |
81,548 |
| 40 |
1050-0 |
838-4 |
211-4 |
20.4% |
19-1 |
1.9% |
93% |
False |
False |
72,468 |
| 60 |
1050-0 |
838-4 |
211-4 |
20.4% |
20-6 |
2.0% |
93% |
False |
False |
57,235 |
| 80 |
1050-0 |
838-4 |
211-4 |
20.4% |
20-5 |
2.0% |
93% |
False |
False |
44,817 |
| 100 |
1050-0 |
787-4 |
262-4 |
25.4% |
20-1 |
1.9% |
94% |
False |
False |
36,783 |
| 120 |
1050-0 |
787-4 |
262-4 |
25.4% |
21-1 |
2.0% |
94% |
False |
False |
31,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1118-2 |
|
2.618 |
1090-4 |
|
1.618 |
1073-4 |
|
1.000 |
1063-0 |
|
0.618 |
1056-4 |
|
HIGH |
1046-0 |
|
0.618 |
1039-4 |
|
0.500 |
1037-4 |
|
0.382 |
1035-4 |
|
LOW |
1029-0 |
|
0.618 |
1018-4 |
|
1.000 |
1012-0 |
|
1.618 |
1001-4 |
|
2.618 |
984-4 |
|
4.250 |
956-6 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1037-4 |
1031-1 |
| PP |
1036-5 |
1027-3 |
| S1 |
1035-7 |
1023-4 |
|