CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1052-0 |
1072-0 |
20-0 |
1.9% |
995-0 |
| High |
1071-0 |
1102-0 |
31-0 |
2.9% |
1102-0 |
| Low |
1052-0 |
1070-0 |
18-0 |
1.7% |
988-0 |
| Close |
1070-0 |
1102-0 |
32-0 |
3.0% |
1102-0 |
| Range |
19-0 |
32-0 |
13-0 |
68.4% |
114-0 |
| ATR |
27-4 |
27-7 |
0-3 |
1.2% |
0-0 |
| Volume |
34,156 |
23,117 |
-11,039 |
-32.3% |
156,667 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1187-3 |
1176-5 |
1119-5 |
|
| R3 |
1155-3 |
1144-5 |
1110-6 |
|
| R2 |
1123-3 |
1123-3 |
1107-7 |
|
| R1 |
1112-5 |
1112-5 |
1104-7 |
1118-0 |
| PP |
1091-3 |
1091-3 |
1091-3 |
1094-0 |
| S1 |
1080-5 |
1080-5 |
1099-1 |
1086-0 |
| S2 |
1059-3 |
1059-3 |
1096-1 |
|
| S3 |
1027-3 |
1048-5 |
1093-2 |
|
| S4 |
995-3 |
1016-5 |
1084-3 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1406-0 |
1368-0 |
1164-6 |
|
| R3 |
1292-0 |
1254-0 |
1133-3 |
|
| R2 |
1178-0 |
1178-0 |
1122-7 |
|
| R1 |
1140-0 |
1140-0 |
1112-4 |
1159-0 |
| PP |
1064-0 |
1064-0 |
1064-0 |
1073-4 |
| S1 |
1026-0 |
1026-0 |
1091-4 |
1045-0 |
| S2 |
950-0 |
950-0 |
1081-1 |
|
| S3 |
836-0 |
912-0 |
1070-5 |
|
| S4 |
722-0 |
798-0 |
1039-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1102-0 |
988-0 |
114-0 |
10.3% |
30-1 |
2.7% |
100% |
True |
False |
31,333 |
| 10 |
1102-0 |
988-0 |
114-0 |
10.3% |
24-0 |
2.2% |
100% |
True |
False |
49,594 |
| 20 |
1102-0 |
974-0 |
128-0 |
11.6% |
22-4 |
2.0% |
100% |
True |
False |
70,320 |
| 40 |
1102-0 |
843-0 |
259-0 |
23.5% |
20-1 |
1.8% |
100% |
True |
False |
71,860 |
| 60 |
1102-0 |
838-4 |
263-4 |
23.9% |
20-1 |
1.8% |
100% |
True |
False |
64,090 |
| 80 |
1102-0 |
838-4 |
263-4 |
23.9% |
21-3 |
1.9% |
100% |
True |
False |
52,663 |
| 100 |
1102-0 |
787-4 |
314-4 |
28.5% |
20-7 |
1.9% |
100% |
True |
False |
43,164 |
| 120 |
1102-0 |
787-4 |
314-4 |
28.5% |
20-7 |
1.9% |
100% |
True |
False |
36,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1238-0 |
|
2.618 |
1185-6 |
|
1.618 |
1153-6 |
|
1.000 |
1134-0 |
|
0.618 |
1121-6 |
|
HIGH |
1102-0 |
|
0.618 |
1089-6 |
|
0.500 |
1086-0 |
|
0.382 |
1082-2 |
|
LOW |
1070-0 |
|
0.618 |
1050-2 |
|
1.000 |
1038-0 |
|
1.618 |
1018-2 |
|
2.618 |
986-2 |
|
4.250 |
934-0 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1096-5 |
1085-3 |
| PP |
1091-3 |
1068-7 |
| S1 |
1086-0 |
1052-2 |
|