CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1131-0 |
1135-0 |
4-0 |
0.4% |
1125-0 |
| High |
1170-0 |
1139-0 |
-31-0 |
-2.6% |
1141-0 |
| Low |
1130-0 |
1122-0 |
-8-0 |
-0.7% |
1100-0 |
| Close |
1130-0 |
1137-4 |
7-4 |
0.7% |
1134-0 |
| Range |
40-0 |
17-0 |
-23-0 |
-57.5% |
41-0 |
| ATR |
25-6 |
25-1 |
-0-5 |
-2.4% |
0-0 |
| Volume |
2,010 |
1,861 |
-149 |
-7.4% |
15,123 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1183-7 |
1177-5 |
1146-7 |
|
| R3 |
1166-7 |
1160-5 |
1142-1 |
|
| R2 |
1149-7 |
1149-7 |
1140-5 |
|
| R1 |
1143-5 |
1143-5 |
1139-0 |
1146-6 |
| PP |
1132-7 |
1132-7 |
1132-7 |
1134-3 |
| S1 |
1126-5 |
1126-5 |
1136-0 |
1129-6 |
| S2 |
1115-7 |
1115-7 |
1134-3 |
|
| S3 |
1098-7 |
1109-5 |
1132-7 |
|
| S4 |
1081-7 |
1092-5 |
1128-1 |
|
|
| 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 |
1116-0 |
54-0 |
4.7% |
18-5 |
1.6% |
40% |
False |
False |
2,084 |
| 10 |
1170-0 |
1002-4 |
167-4 |
14.7% |
20-1 |
1.8% |
81% |
False |
False |
11,004 |
| 20 |
1170-0 |
988-0 |
182-0 |
16.0% |
20-6 |
1.8% |
82% |
False |
False |
40,536 |
| 40 |
1170-0 |
897-0 |
273-0 |
24.0% |
19-5 |
1.7% |
88% |
False |
False |
60,698 |
| 60 |
1170-0 |
838-4 |
331-4 |
29.1% |
19-5 |
1.7% |
90% |
False |
False |
60,734 |
| 80 |
1170-0 |
838-4 |
331-4 |
29.1% |
20-6 |
1.8% |
90% |
False |
False |
51,785 |
| 100 |
1170-0 |
838-4 |
331-4 |
29.1% |
20-6 |
1.8% |
90% |
False |
False |
42,940 |
| 120 |
1170-0 |
787-4 |
382-4 |
33.6% |
20-1 |
1.8% |
92% |
False |
False |
36,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1211-2 |
|
2.618 |
1183-4 |
|
1.618 |
1166-4 |
|
1.000 |
1156-0 |
|
0.618 |
1149-4 |
|
HIGH |
1139-0 |
|
0.618 |
1132-4 |
|
0.500 |
1130-4 |
|
0.382 |
1128-4 |
|
LOW |
1122-0 |
|
0.618 |
1111-4 |
|
1.000 |
1105-0 |
|
1.618 |
1094-4 |
|
2.618 |
1077-4 |
|
4.250 |
1049-6 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1135-1 |
1146-0 |
| PP |
1132-7 |
1143-1 |
| S1 |
1130-4 |
1140-3 |
|