CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1072-0 |
1125-0 |
53-0 |
4.9% |
995-0 |
| High |
1102-0 |
1125-0 |
23-0 |
2.1% |
1102-0 |
| Low |
1070-0 |
1100-0 |
30-0 |
2.8% |
988-0 |
| Close |
1102-0 |
1115-2 |
13-2 |
1.2% |
1102-0 |
| Range |
32-0 |
25-0 |
-7-0 |
-21.9% |
114-0 |
| ATR |
27-7 |
27-5 |
-0-2 |
-0.7% |
0-0 |
| Volume |
23,117 |
5,244 |
-17,873 |
-77.3% |
156,667 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1188-3 |
1176-7 |
1129-0 |
|
| R3 |
1163-3 |
1151-7 |
1122-1 |
|
| R2 |
1138-3 |
1138-3 |
1119-7 |
|
| R1 |
1126-7 |
1126-7 |
1117-4 |
1120-1 |
| PP |
1113-3 |
1113-3 |
1113-3 |
1110-0 |
| S1 |
1101-7 |
1101-7 |
1113-0 |
1095-1 |
| S2 |
1088-3 |
1088-3 |
1110-5 |
|
| S3 |
1063-3 |
1076-7 |
1108-3 |
|
| S4 |
1038-3 |
1051-7 |
1101-4 |
|
|
| 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 |
1125-0 |
988-0 |
137-0 |
12.3% |
27-2 |
2.4% |
93% |
True |
False |
26,958 |
| 10 |
1125-0 |
988-0 |
137-0 |
12.3% |
24-6 |
2.2% |
93% |
True |
False |
39,000 |
| 20 |
1125-0 |
986-4 |
138-4 |
12.4% |
22-5 |
2.0% |
93% |
True |
False |
65,992 |
| 40 |
1125-0 |
843-0 |
282-0 |
25.3% |
20-3 |
1.8% |
97% |
True |
False |
69,908 |
| 60 |
1125-0 |
838-4 |
286-4 |
25.7% |
20-3 |
1.8% |
97% |
True |
False |
63,762 |
| 80 |
1125-0 |
838-4 |
286-4 |
25.7% |
21-4 |
1.9% |
97% |
True |
False |
52,657 |
| 100 |
1125-0 |
787-4 |
337-4 |
30.3% |
21-0 |
1.9% |
97% |
True |
False |
43,174 |
| 120 |
1125-0 |
787-4 |
337-4 |
30.3% |
20-5 |
1.8% |
97% |
True |
False |
36,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1231-2 |
|
2.618 |
1190-4 |
|
1.618 |
1165-4 |
|
1.000 |
1150-0 |
|
0.618 |
1140-4 |
|
HIGH |
1125-0 |
|
0.618 |
1115-4 |
|
0.500 |
1112-4 |
|
0.382 |
1109-4 |
|
LOW |
1100-0 |
|
0.618 |
1084-4 |
|
1.000 |
1075-0 |
|
1.618 |
1059-4 |
|
2.618 |
1034-4 |
|
4.250 |
993-6 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1114-3 |
1106-3 |
| PP |
1113-3 |
1097-3 |
| S1 |
1112-4 |
1088-4 |
|