CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1015-0 |
1006-0 |
-9-0 |
-0.9% |
1035-0 |
| High |
1017-0 |
1034-0 |
17-0 |
1.7% |
1062-0 |
| Low |
988-0 |
1002-4 |
14-4 |
1.5% |
1018-0 |
| Close |
989-4 |
1034-0 |
44-4 |
4.5% |
1040-2 |
| Range |
29-0 |
31-4 |
2-4 |
8.6% |
44-0 |
| ATR |
25-3 |
26-6 |
1-3 |
5.4% |
0-0 |
| Volume |
38,496 |
33,780 |
-4,716 |
-12.3% |
339,282 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1118-0 |
1107-4 |
1051-3 |
|
| R3 |
1086-4 |
1076-0 |
1042-5 |
|
| R2 |
1055-0 |
1055-0 |
1039-6 |
|
| R1 |
1044-4 |
1044-4 |
1036-7 |
1049-6 |
| PP |
1023-4 |
1023-4 |
1023-4 |
1026-1 |
| S1 |
1013-0 |
1013-0 |
1031-1 |
1018-2 |
| S2 |
992-0 |
992-0 |
1028-2 |
|
| S3 |
960-4 |
981-4 |
1025-3 |
|
| S4 |
929-0 |
950-0 |
1016-5 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1172-1 |
1150-1 |
1064-4 |
|
| R3 |
1128-1 |
1106-1 |
1052-3 |
|
| R2 |
1084-1 |
1084-1 |
1048-3 |
|
| R1 |
1062-1 |
1062-1 |
1044-2 |
1073-1 |
| PP |
1040-1 |
1040-1 |
1040-1 |
1045-4 |
| S1 |
1018-1 |
1018-1 |
1036-2 |
1029-1 |
| S2 |
996-1 |
996-1 |
1032-1 |
|
| S3 |
952-1 |
974-1 |
1028-1 |
|
| S4 |
908-1 |
930-1 |
1016-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1062-0 |
988-0 |
74-0 |
7.2% |
28-0 |
2.7% |
62% |
False |
False |
36,514 |
| 10 |
1072-0 |
988-0 |
84-0 |
8.1% |
22-6 |
2.2% |
55% |
False |
False |
62,479 |
| 20 |
1072-0 |
948-0 |
124-0 |
12.0% |
21-1 |
2.0% |
69% |
False |
False |
75,900 |
| 40 |
1072-0 |
838-4 |
233-4 |
22.6% |
19-4 |
1.9% |
84% |
False |
False |
73,961 |
| 60 |
1072-0 |
838-4 |
233-4 |
22.6% |
20-0 |
1.9% |
84% |
False |
False |
63,637 |
| 80 |
1072-0 |
838-4 |
233-4 |
22.6% |
21-3 |
2.1% |
84% |
False |
False |
52,031 |
| 100 |
1072-0 |
787-4 |
284-4 |
27.5% |
20-5 |
2.0% |
87% |
False |
False |
42,675 |
| 120 |
1072-0 |
787-4 |
284-4 |
27.5% |
20-6 |
2.0% |
87% |
False |
False |
36,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1167-7 |
|
2.618 |
1116-4 |
|
1.618 |
1085-0 |
|
1.000 |
1065-4 |
|
0.618 |
1053-4 |
|
HIGH |
1034-0 |
|
0.618 |
1022-0 |
|
0.500 |
1018-2 |
|
0.382 |
1014-4 |
|
LOW |
1002-4 |
|
0.618 |
983-0 |
|
1.000 |
971-0 |
|
1.618 |
951-4 |
|
2.618 |
920-0 |
|
4.250 |
868-5 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1028-6 |
1026-3 |
| PP |
1023-4 |
1018-5 |
| S1 |
1018-2 |
1011-0 |
|