CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1069-0 |
1035-0 |
-34-0 |
-3.2% |
1003-0 |
| High |
1072-0 |
1035-4 |
-36-4 |
-3.4% |
1072-0 |
| Low |
1050-0 |
1018-0 |
-32-0 |
-3.0% |
1001-0 |
| Close |
1051-0 |
1018-4 |
-32-4 |
-3.1% |
1051-0 |
| Range |
22-0 |
17-4 |
-4-4 |
-20.5% |
71-0 |
| ATR |
24-1 |
24-6 |
0-5 |
2.7% |
0-0 |
| Volume |
100,640 |
111,188 |
10,548 |
10.5% |
465,103 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1076-4 |
1065-0 |
1028-1 |
|
| R3 |
1059-0 |
1047-4 |
1023-2 |
|
| R2 |
1041-4 |
1041-4 |
1021-6 |
|
| R1 |
1030-0 |
1030-0 |
1020-1 |
1027-0 |
| PP |
1024-0 |
1024-0 |
1024-0 |
1022-4 |
| S1 |
1012-4 |
1012-4 |
1016-7 |
1009-4 |
| S2 |
1006-4 |
1006-4 |
1015-2 |
|
| S3 |
989-0 |
995-0 |
1013-6 |
|
| S4 |
971-4 |
977-4 |
1008-7 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1254-3 |
1223-5 |
1090-0 |
|
| R3 |
1183-3 |
1152-5 |
1070-4 |
|
| R2 |
1112-3 |
1112-3 |
1064-0 |
|
| R1 |
1081-5 |
1081-5 |
1057-4 |
1097-0 |
| PP |
1041-3 |
1041-3 |
1041-3 |
1049-0 |
| S1 |
1010-5 |
1010-5 |
1044-4 |
1026-0 |
| S2 |
970-3 |
970-3 |
1038-0 |
|
| S3 |
899-3 |
939-5 |
1031-4 |
|
| S4 |
828-3 |
868-5 |
1012-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1072-0 |
1018-0 |
54-0 |
5.3% |
18-0 |
1.8% |
1% |
False |
True |
95,694 |
| 10 |
1072-0 |
986-4 |
85-4 |
8.4% |
20-4 |
2.0% |
37% |
False |
False |
92,985 |
| 20 |
1072-0 |
897-0 |
175-0 |
17.2% |
19-1 |
1.9% |
69% |
False |
False |
85,469 |
| 40 |
1072-0 |
838-4 |
233-4 |
22.9% |
18-7 |
1.9% |
77% |
False |
False |
77,030 |
| 60 |
1072-0 |
838-4 |
233-4 |
22.9% |
19-7 |
1.9% |
77% |
False |
False |
60,908 |
| 80 |
1072-0 |
838-4 |
233-4 |
22.9% |
20-7 |
2.0% |
77% |
False |
False |
48,303 |
| 100 |
1072-0 |
787-4 |
284-4 |
27.9% |
20-0 |
2.0% |
81% |
False |
False |
39,679 |
| 120 |
1072-0 |
787-4 |
284-4 |
27.9% |
21-1 |
2.1% |
81% |
False |
False |
33,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1109-7 |
|
2.618 |
1081-3 |
|
1.618 |
1063-7 |
|
1.000 |
1053-0 |
|
0.618 |
1046-3 |
|
HIGH |
1035-4 |
|
0.618 |
1028-7 |
|
0.500 |
1026-6 |
|
0.382 |
1024-5 |
|
LOW |
1018-0 |
|
0.618 |
1007-1 |
|
1.000 |
1000-4 |
|
1.618 |
989-5 |
|
2.618 |
972-1 |
|
4.250 |
943-5 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1026-6 |
1045-0 |
| PP |
1024-0 |
1036-1 |
| S1 |
1021-2 |
1027-3 |
|