CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1141-0 |
1125-0 |
-16-0 |
-1.4% |
1125-0 |
| High |
1141-0 |
1136-0 |
-5-0 |
-0.4% |
1141-0 |
| Low |
1116-0 |
1125-0 |
9-0 |
0.8% |
1100-0 |
| Close |
1119-0 |
1134-0 |
15-0 |
1.3% |
1134-0 |
| Range |
25-0 |
11-0 |
-14-0 |
-56.0% |
41-0 |
| ATR |
25-2 |
24-5 |
-0-5 |
-2.3% |
0-0 |
| Volume |
2,105 |
1,812 |
-293 |
-13.9% |
15,123 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1164-5 |
1160-3 |
1140-0 |
|
| R3 |
1153-5 |
1149-3 |
1137-0 |
|
| R2 |
1142-5 |
1142-5 |
1136-0 |
|
| R1 |
1138-3 |
1138-3 |
1135-0 |
1140-4 |
| PP |
1131-5 |
1131-5 |
1131-5 |
1132-6 |
| S1 |
1127-3 |
1127-3 |
1133-0 |
1129-4 |
| S2 |
1120-5 |
1120-5 |
1132-0 |
|
| S3 |
1109-5 |
1116-3 |
1131-0 |
|
| S4 |
1098-5 |
1105-3 |
1128-0 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1248-0 |
1232-0 |
1156-4 |
|
| R3 |
1207-0 |
1191-0 |
1145-2 |
|
| R2 |
1166-0 |
1166-0 |
1141-4 |
|
| R1 |
1150-0 |
1150-0 |
1137-6 |
1158-0 |
| PP |
1125-0 |
1125-0 |
1125-0 |
1129-0 |
| S1 |
1109-0 |
1109-0 |
1130-2 |
1117-0 |
| S2 |
1084-0 |
1084-0 |
1126-4 |
|
| S3 |
1043-0 |
1068-0 |
1122-6 |
|
| S4 |
1002-0 |
1027-0 |
1111-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1141-0 |
1100-0 |
41-0 |
3.6% |
12-2 |
1.1% |
83% |
False |
False |
3,024 |
| 10 |
1141-0 |
988-0 |
153-0 |
13.5% |
21-2 |
1.9% |
95% |
False |
False |
17,179 |
| 20 |
1141-0 |
988-0 |
153-0 |
13.5% |
19-6 |
1.7% |
95% |
False |
False |
48,808 |
| 40 |
1141-0 |
857-0 |
284-0 |
25.0% |
19-4 |
1.7% |
98% |
False |
False |
63,873 |
| 60 |
1141-0 |
838-4 |
302-4 |
26.7% |
19-3 |
1.7% |
98% |
False |
False |
61,691 |
| 80 |
1141-0 |
838-4 |
302-4 |
26.7% |
20-7 |
1.8% |
98% |
False |
False |
52,154 |
| 100 |
1141-0 |
838-4 |
302-4 |
26.7% |
20-6 |
1.8% |
98% |
False |
False |
43,010 |
| 120 |
1141-0 |
787-4 |
353-4 |
31.2% |
20-2 |
1.8% |
98% |
False |
False |
36,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1182-6 |
|
2.618 |
1164-6 |
|
1.618 |
1153-6 |
|
1.000 |
1147-0 |
|
0.618 |
1142-6 |
|
HIGH |
1136-0 |
|
0.618 |
1131-6 |
|
0.500 |
1130-4 |
|
0.382 |
1129-2 |
|
LOW |
1125-0 |
|
0.618 |
1118-2 |
|
1.000 |
1114-0 |
|
1.618 |
1107-2 |
|
2.618 |
1096-2 |
|
4.250 |
1078-2 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1132-7 |
1132-1 |
| PP |
1131-5 |
1130-3 |
| S1 |
1130-4 |
1128-4 |
|