CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1125-0 |
1131-0 |
6-0 |
0.5% |
1125-0 |
| High |
1136-0 |
1170-0 |
34-0 |
3.0% |
1141-0 |
| Low |
1125-0 |
1130-0 |
5-0 |
0.4% |
1100-0 |
| Close |
1134-0 |
1130-0 |
-4-0 |
-0.4% |
1134-0 |
| Range |
11-0 |
40-0 |
29-0 |
263.6% |
41-0 |
| ATR |
24-5 |
25-6 |
1-1 |
4.5% |
0-0 |
| Volume |
1,812 |
2,010 |
198 |
10.9% |
15,123 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1263-3 |
1236-5 |
1152-0 |
|
| R3 |
1223-3 |
1196-5 |
1141-0 |
|
| R2 |
1183-3 |
1183-3 |
1137-3 |
|
| R1 |
1156-5 |
1156-5 |
1133-5 |
1150-0 |
| PP |
1143-3 |
1143-3 |
1143-3 |
1140-0 |
| S1 |
1116-5 |
1116-5 |
1126-3 |
1110-0 |
| S2 |
1103-3 |
1103-3 |
1122-5 |
|
| S3 |
1063-3 |
1076-5 |
1119-0 |
|
| S4 |
1023-3 |
1036-5 |
1108-0 |
|
|
| 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 |
1170-0 |
1115-4 |
54-4 |
4.8% |
15-2 |
1.4% |
27% |
True |
False |
2,377 |
| 10 |
1170-0 |
988-0 |
182-0 |
16.1% |
21-2 |
1.9% |
78% |
True |
False |
14,668 |
| 20 |
1170-0 |
988-0 |
182-0 |
16.1% |
20-6 |
1.8% |
78% |
True |
False |
44,018 |
| 40 |
1170-0 |
867-4 |
302-4 |
26.8% |
19-6 |
1.7% |
87% |
True |
False |
62,054 |
| 60 |
1170-0 |
838-4 |
331-4 |
29.3% |
19-5 |
1.7% |
88% |
True |
False |
61,222 |
| 80 |
1170-0 |
838-4 |
331-4 |
29.3% |
20-7 |
1.8% |
88% |
True |
False |
51,947 |
| 100 |
1170-0 |
838-4 |
331-4 |
29.3% |
20-7 |
1.8% |
88% |
True |
False |
42,978 |
| 120 |
1170-0 |
787-4 |
382-4 |
33.8% |
20-3 |
1.8% |
90% |
True |
False |
36,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1340-0 |
|
2.618 |
1274-6 |
|
1.618 |
1234-6 |
|
1.000 |
1210-0 |
|
0.618 |
1194-6 |
|
HIGH |
1170-0 |
|
0.618 |
1154-6 |
|
0.500 |
1150-0 |
|
0.382 |
1145-2 |
|
LOW |
1130-0 |
|
0.618 |
1105-2 |
|
1.000 |
1090-0 |
|
1.618 |
1065-2 |
|
2.618 |
1025-2 |
|
4.250 |
960-0 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1150-0 |
1143-0 |
| PP |
1143-3 |
1138-5 |
| S1 |
1136-5 |
1134-3 |
|