CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
974-4 |
978-0 |
3-4 |
0.4% |
896-0 |
| High |
986-0 |
997-0 |
11-0 |
1.1% |
997-0 |
| Low |
974-4 |
976-0 |
1-4 |
0.2% |
896-0 |
| Close |
977-0 |
995-2 |
18-2 |
1.9% |
995-2 |
| Range |
11-4 |
21-0 |
9-4 |
82.6% |
101-0 |
| ATR |
24-0 |
23-7 |
-0-2 |
-0.9% |
0-0 |
| Volume |
30,061 |
39,007 |
8,946 |
29.8% |
161,485 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1052-3 |
1044-7 |
1006-6 |
|
| R3 |
1031-3 |
1023-7 |
1001-0 |
|
| R2 |
1010-3 |
1010-3 |
999-1 |
|
| R1 |
1002-7 |
1002-7 |
997-1 |
1006-5 |
| PP |
989-3 |
989-3 |
989-3 |
991-2 |
| S1 |
981-7 |
981-7 |
993-3 |
985-5 |
| S2 |
968-3 |
968-3 |
991-3 |
|
| S3 |
947-3 |
960-7 |
989-4 |
|
| S4 |
926-3 |
939-7 |
983-6 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1265-6 |
1231-4 |
1050-6 |
|
| R3 |
1164-6 |
1130-4 |
1023-0 |
|
| R2 |
1063-6 |
1063-6 |
1013-6 |
|
| R1 |
1029-4 |
1029-4 |
1004-4 |
1046-5 |
| PP |
962-6 |
962-6 |
962-6 |
971-2 |
| S1 |
928-4 |
928-4 |
986-0 |
945-5 |
| S2 |
861-6 |
861-6 |
976-6 |
|
| S3 |
760-6 |
827-4 |
967-4 |
|
| S4 |
659-6 |
726-4 |
939-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
997-0 |
896-0 |
101-0 |
10.1% |
15-6 |
1.6% |
98% |
True |
False |
32,297 |
| 10 |
997-0 |
896-0 |
101-0 |
10.1% |
16-2 |
1.6% |
98% |
True |
False |
30,782 |
| 20 |
997-0 |
857-0 |
140-0 |
14.1% |
17-5 |
1.8% |
99% |
True |
False |
26,317 |
| 40 |
1029-0 |
842-0 |
187-0 |
18.8% |
18-0 |
1.8% |
82% |
False |
False |
23,466 |
| 60 |
1059-0 |
842-0 |
217-0 |
21.8% |
20-2 |
2.0% |
71% |
False |
False |
21,886 |
| 80 |
1059-0 |
836-0 |
223-0 |
22.4% |
20-2 |
2.0% |
71% |
False |
False |
18,201 |
| 100 |
1059-0 |
797-0 |
262-0 |
26.3% |
20-2 |
2.0% |
76% |
False |
False |
15,593 |
| 120 |
1059-0 |
797-0 |
262-0 |
26.3% |
21-5 |
2.2% |
76% |
False |
False |
13,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1086-2 |
|
2.618 |
1052-0 |
|
1.618 |
1031-0 |
|
1.000 |
1018-0 |
|
0.618 |
1010-0 |
|
HIGH |
997-0 |
|
0.618 |
989-0 |
|
0.500 |
986-4 |
|
0.382 |
984-0 |
|
LOW |
976-0 |
|
0.618 |
963-0 |
|
1.000 |
955-0 |
|
1.618 |
942-0 |
|
2.618 |
921-0 |
|
4.250 |
886-6 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
992-3 |
987-5 |
| PP |
989-3 |
980-1 |
| S1 |
986-4 |
972-4 |
|