CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1039-0 |
1047-0 |
8-0 |
0.8% |
994-0 |
| High |
1046-0 |
1059-0 |
13-0 |
1.2% |
1050-0 |
| Low |
1029-0 |
1042-4 |
13-4 |
1.3% |
986-4 |
| Close |
1035-0 |
1058-4 |
23-4 |
2.3% |
1007-0 |
| Range |
17-0 |
16-4 |
-0-4 |
-2.9% |
63-4 |
| ATR |
24-2 |
24-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
109,675 |
85,474 |
-24,201 |
-22.1% |
353,562 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1102-7 |
1097-1 |
1067-5 |
|
| R3 |
1086-3 |
1080-5 |
1063-0 |
|
| R2 |
1069-7 |
1069-7 |
1061-4 |
|
| R1 |
1064-1 |
1064-1 |
1060-0 |
1067-0 |
| PP |
1053-3 |
1053-3 |
1053-3 |
1054-6 |
| S1 |
1047-5 |
1047-5 |
1057-0 |
1050-4 |
| S2 |
1036-7 |
1036-7 |
1055-4 |
|
| S3 |
1020-3 |
1031-1 |
1054-0 |
|
| S4 |
1003-7 |
1014-5 |
1049-3 |
|
|
| 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 |
1059-0 |
1001-0 |
58-0 |
5.5% |
23-2 |
2.2% |
99% |
True |
False |
93,315 |
| 10 |
1059-0 |
974-0 |
85-0 |
8.0% |
20-0 |
1.9% |
99% |
True |
False |
87,559 |
| 20 |
1059-0 |
897-0 |
162-0 |
15.3% |
18-5 |
1.8% |
100% |
True |
False |
82,120 |
| 40 |
1059-0 |
838-4 |
220-4 |
20.8% |
19-0 |
1.8% |
100% |
True |
False |
73,553 |
| 60 |
1059-0 |
838-4 |
220-4 |
20.8% |
20-2 |
1.9% |
100% |
True |
False |
58,308 |
| 80 |
1059-0 |
838-4 |
220-4 |
20.8% |
20-6 |
2.0% |
100% |
True |
False |
45,790 |
| 100 |
1059-0 |
787-4 |
271-4 |
25.6% |
20-0 |
1.9% |
100% |
True |
False |
37,622 |
| 120 |
1059-0 |
787-4 |
271-4 |
25.6% |
21-1 |
2.0% |
100% |
True |
False |
31,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1129-1 |
|
2.618 |
1102-2 |
|
1.618 |
1085-6 |
|
1.000 |
1075-4 |
|
0.618 |
1069-2 |
|
HIGH |
1059-0 |
|
0.618 |
1052-6 |
|
0.500 |
1050-6 |
|
0.382 |
1048-6 |
|
LOW |
1042-4 |
|
0.618 |
1032-2 |
|
1.000 |
1026-0 |
|
1.618 |
1015-6 |
|
2.618 |
999-2 |
|
4.250 |
972-3 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1055-7 |
1053-1 |
| PP |
1053-3 |
1047-7 |
| S1 |
1050-6 |
1042-4 |
|