CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1125-0 |
1115-4 |
-9-4 |
-0.8% |
995-0 |
| High |
1125-0 |
1116-0 |
-9-0 |
-0.8% |
1102-0 |
| Low |
1100-0 |
1115-4 |
15-4 |
1.4% |
988-0 |
| Close |
1115-2 |
1116-0 |
0-6 |
0.1% |
1102-0 |
| Range |
25-0 |
0-4 |
-24-4 |
-98.0% |
114-0 |
| ATR |
27-5 |
25-6 |
-1-7 |
-6.9% |
0-0 |
| Volume |
5,244 |
3,327 |
-1,917 |
-36.6% |
156,667 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1117-3 |
1117-1 |
1116-2 |
|
| R3 |
1116-7 |
1116-5 |
1116-1 |
|
| R2 |
1116-3 |
1116-3 |
1116-1 |
|
| R1 |
1116-1 |
1116-1 |
1116-0 |
1116-2 |
| PP |
1115-7 |
1115-7 |
1115-7 |
1115-7 |
| S1 |
1115-5 |
1115-5 |
1116-0 |
1115-6 |
| S2 |
1115-3 |
1115-3 |
1115-7 |
|
| S3 |
1114-7 |
1115-1 |
1115-7 |
|
| S4 |
1114-3 |
1114-5 |
1115-6 |
|
|
| 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 |
1002-4 |
122-4 |
11.0% |
21-5 |
1.9% |
93% |
False |
False |
19,924 |
| 10 |
1125-0 |
988-0 |
137-0 |
12.3% |
22-5 |
2.0% |
93% |
False |
False |
32,038 |
| 20 |
1125-0 |
988-0 |
137-0 |
12.3% |
21-7 |
2.0% |
93% |
False |
False |
62,642 |
| 40 |
1125-0 |
856-0 |
269-0 |
24.1% |
20-0 |
1.8% |
97% |
False |
False |
68,248 |
| 60 |
1125-0 |
838-4 |
286-4 |
25.7% |
20-0 |
1.8% |
97% |
False |
False |
63,196 |
| 80 |
1125-0 |
838-4 |
286-4 |
25.7% |
21-2 |
1.9% |
97% |
False |
False |
52,583 |
| 100 |
1125-0 |
827-0 |
298-0 |
26.7% |
20-6 |
1.9% |
97% |
False |
False |
43,158 |
| 120 |
1125-0 |
787-4 |
337-4 |
30.2% |
20-4 |
1.8% |
97% |
False |
False |
36,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1118-1 |
|
2.618 |
1117-2 |
|
1.618 |
1116-6 |
|
1.000 |
1116-4 |
|
0.618 |
1116-2 |
|
HIGH |
1116-0 |
|
0.618 |
1115-6 |
|
0.500 |
1115-6 |
|
0.382 |
1115-6 |
|
LOW |
1115-4 |
|
0.618 |
1115-2 |
|
1.000 |
1115-0 |
|
1.618 |
1114-6 |
|
2.618 |
1114-2 |
|
4.250 |
1113-3 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1115-7 |
1109-7 |
| PP |
1115-7 |
1103-5 |
| S1 |
1115-6 |
1097-4 |
|